Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -7.19% | 2.15% | 2.84% | 3.35% | 4.48% | 6.11% | 6.25% |
Data as of 03/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.28 | -7.19 | 2.15 | 2.84 | 3.35 | 4.48 | 6.11 | 6.25 | 7.09 | -18.55 | 8.10 | 16.23 | 8.02 | -3.71 | 12.81 | 4.73 | -6.16 | 0.73 | 14.53 | 8.28 | -0.64 | 5.48 | 20.18 | -0.04 | 9.52 | 12.63 | 5.72 | 10.37 | 17.32 | 4.37 | 9.17 |
| Sharpe Ratio | NA | -0.22 | 0.03 | 0.14 | 0.31 | NA | NA | 0.70 | 0.58 | -1.26 | 0.94 | 2.10 | 1.25 | -0.62 | 2.83 | 1.43 | -1.11 | 0.12 | 2.28 | 1.71 | -0.07 | 0.53 | 2.57 | -0.21 | 0.75 | 1.32 | 0.66 | 1.29 | 3.16 | 0.69 | 1.50 |
| Standard Deviation(%) | NA | 13.61 | 11.43 | 9.73 | 7.91 | NA | NA | 7.41 | 8.91 | 15.83 | 8.57 | 7.62 | 5.29 | 8.11 | 4.30 | 3.16 | 5.57 | 5.81 | 6.37 | 4.80 | 9.89 | 10.23 | 7.83 | 4.56 | 8.69 | 7.12 | 5.37 | 7.34 | 5.26 | 4.72 | 4.57 |
| Draw Down(%) | NA | 13.66 | 26.37 | 26.37 | 26.37 | NA | NA | 26.37 | 5.67 | 24.54 | 5.02 | 8.00 | 3.45 | 11.10 | 2.05 | 1.39 | 9.31 | 5.62 | 5.12 | 4.45 | 10.32 | 9.62 | 3.53 | 3.37 | 6.24 | 7.94 | 4.05 | 5.76 | 3.24 | 5.16 | 3.53 |
| Yield(%) | NA | 2.91 | 3.15 | 3.39 | 2.98 | NA | NA | 3.70 | 0.46 | 2.41 | 2.30 | 4.93 | 3.31 | 3.78 | 0.41 | 2.82 | 5.03 | 2.21 | 2.74 | 4.77 | 2.77 | 4.28 | 5.27 | 3.57 | 3.61 | 3.36 | 2.46 | 3.08 | 4.01 | 5.71 | 8.07 |
Data as of 03/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Tactical Asset Allocation Moderate |
-1.32%
Sep 2019 - Sep 2022 |
0.21%
Sep 2017 - Sep 2022 |
2.55%
Sep 2012 - Sep 2022 |
3.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Tactical Asset Allocation Moderate |
12.42%
Apr 2003 - Apr 2006 |
12.22%
Oct 2002 - Oct 2007 |
9.75%
Apr 2001 - Apr 2011 |
7.72%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart