Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| USMD Holdings, Inc.401(k) Plan Tactical Asset Allocation Moderate | NA | 20.61% | 6.28% | 9.76% | 7.27% | 8.03% | 8.47% | 8.33% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USMD Holdings, Inc.401(k) 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 (%) | -1.00 | 20.61 | 6.28 | 9.76 | 7.27 | 8.03 | 8.47 | 8.33 | NA | 2.93 | 18.83 | -4.52 | 9.39 | 18.62 | 17.36 | -7.79 | 11.92 | 7.35 | -2.06 | 7.77 | 14.23 | 14.06 | -0.60 | 11.61 | 17.09 | 0.38 | 8.51 | 12.19 | 8.31 | 10.69 | 20.38 | -4.74 | 4.08 |
| Sharpe Ratio | NA | -0.26 | 0.12 | 0.51 | 0.51 | NA | NA | 0.73 | 0.05 | -0.46 | 1.74 | -0.50 | 0.86 | 0.97 | 2.78 | -0.89 | 2.42 | 0.89 | -0.23 | 1.06 | 1.91 | 1.88 | -0.05 | 1.16 | 1.96 | -0.31 | 0.58 | 1.06 | 0.92 | 1.20 | 2.24 | -1.28 | 1.35 |
| Standard Deviation(%) | NA | 7.92 | 9.55 | 12.29 | 10.29 | NA | NA | 9.03 | 10.65 | 7.96 | 8.38 | 11.80 | 10.92 | 18.98 | 5.74 | 10.24 | 4.66 | 8.05 | 9.09 | 7.35 | 7.43 | 7.44 | 13.50 | 9.95 | 8.69 | 1.74 | 9.53 | 8.42 | 6.66 | 8.11 | 8.78 | 4.59 | 1.32 |
| Draw Down(%) | NA | 5.15 | 12.03 | 23.00 | 23.00 | NA | NA | 23.00 | 0.92 | 5.15 | 6.95 | 12.03 | 5.68 | 23.00 | 2.51 | 14.70 | 2.45 | 6.29 | 9.06 | 5.28 | 7.28 | 5.41 | 14.21 | 7.91 | 4.24 | 2.12 | 6.91 | 10.45 | 3.90 | 6.09 | 3.70 | 7.61 | 0.67 |
| Yield(%) | NA | 7.78 | 3.90 | 4.22 | 4.35 | NA | NA | 0.00 | NA | 1.17 | 7.78 | 1.75 | 1.81 | 4.32 | 6.82 | 2.48 | 0.89 | 2.51 | 8.01 | 8.30 | 5.34 | 4.65 | 2.24 | 2.59 | 3.13 | 3.46 | 6.44 | 6.91 | 2.94 | 1.91 | 1.62 | 1.96 | 3.26 |
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 |
|---|---|---|---|---|
| USMD Holdings, Inc.401(k) Plan Tactical Asset Allocation Moderate |
0.66%
Mar 2017 - Mar 2020 |
1.64%
Mar 2015 - Mar 2020 |
5.39%
Mar 2010 - Mar 2020 |
6.76%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMD Holdings, Inc.401(k) Plan Tactical Asset Allocation Moderate |
15.61%
Apr 2003 - Apr 2006 |
12.68%
Oct 2002 - Oct 2007 |
10.71%
Apr 2003 - Apr 2013 |
9.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart