Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 21.62% | 5.25% | 9.82% | 6.53% | 7.17% | 8.58% | 8.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | -1.10 | 21.62 | 5.25 | 9.82 | 6.53 | 7.17 | 8.58 | 8.54 | NA | 10.42 | 18.52 | -11.75 | 6.74 | 27.43 | 13.29 | -7.33 | 9.40 | 9.31 | -4.67 | -1.47 | 14.97 | 12.12 | 3.04 | 10.86 | 20.73 | -10.12 | 19.97 | 15.23 | 16.41 | 18.30 | 21.93 | -3.01 | -1.30 |
| Sharpe Ratio | NA | 0.53 | 0.11 | 0.53 | 0.44 | NA | NA | 0.67 | 0.05 | 0.39 | 1.69 | -0.99 | 0.52 | 1.39 | 1.50 | -0.70 | 1.70 | 1.06 | -0.51 | -0.17 | 1.76 | 1.63 | 0.24 | 1.08 | 2.07 | -1.19 | 1.43 | 1.34 | 2.32 | 2.31 | 3.87 | -0.31 | -0.32 |
| Standard Deviation(%) | NA | 9.74 | 10.72 | 13.38 | 11.36 | NA | NA | 10.40 | 13.75 | 9.71 | 8.46 | 13.27 | 12.85 | 19.59 | 7.94 | 12.29 | 5.14 | 8.55 | 9.20 | 8.99 | 8.49 | 7.40 | 12.79 | 10.00 | 9.98 | 9.28 | 11.86 | 8.93 | 6.15 | 7.52 | 5.49 | 13.23 | 11.27 |
| Draw Down(%) | NA | 6.34 | 18.72 | 22.14 | 22.14 | NA | NA | 22.14 | 1.16 | 6.34 | 6.13 | 19.63 | 8.57 | 22.14 | 5.91 | 15.29 | 2.16 | 6.53 | 10.89 | 8.59 | 8.63 | 5.28 | 11.47 | 8.29 | 4.88 | 18.92 | 9.01 | 12.62 | 5.11 | 8.82 | 3.31 | 18.66 | 10.55 |
| Yield(%) | NA | 3.16 | 4.40 | 6.21 | 5.36 | NA | NA | 0.00 | NA | 1.16 | 3.14 | 4.03 | 6.07 | 11.46 | 7.71 | 7.97 | 3.59 | 3.11 | 2.47 | 5.27 | 8.65 | 3.78 | 3.38 | 1.58 | 3.98 | 7.74 | 11.37 | 6.38 | 4.94 | 2.83 | 3.79 | 0.50 | 0.96 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.23%
Mar 2017 - Mar 2020 |
0.80%
Dec 2013 - Dec 2018 |
4.29%
Mar 2010 - Mar 2020 |
5.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Tactical Asset Allocation Moderate |
22.08%
Apr 2003 - Apr 2006 |
19.65%
Feb 2003 - Feb 2008 |
13.12%
Apr 2003 - Apr 2013 |
10.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart