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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.59% | 2.12% | 5.58% | 5.25% | 6.44% | 5.88% | 6.27% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.12 | 18.59 | 2.12 | 5.58 | 5.25 | 6.44 | 5.88 | 6.27 | NA | 3.48 | 11.29 | -10.51 | 6.57 | 12.95 | 18.60 | -5.36 | 12.33 | 3.48 | -0.81 | 6.27 | 9.24 | 14.39 | -1.93 | 13.24 | 27.01 | -23.12 | 2.21 | 10.95 | 9.56 | 9.24 | 21.10 | -9.31 | 13.39 |
| Sharpe Ratio | NA | -0.28 | -0.30 | 0.18 | 0.36 | NA | NA | 0.48 | 0.02 | -0.42 | 0.93 | -1.07 | 0.84 | 0.75 | 2.97 | -0.84 | 3.02 | 0.43 | -0.11 | 1.10 | 1.52 | 2.41 | -0.18 | 1.56 | 2.03 | -1.39 | -0.11 | 1.31 | 1.20 | 1.04 | 1.90 | -0.80 | 1.15 |
| Standard Deviation(%) | NA | 7.28 | 8.85 | 10.85 | 9.04 | NA | NA | 9.50 | 5.68 | 7.34 | 7.54 | 11.16 | 7.83 | 17.06 | 5.78 | 7.90 | 3.87 | 7.70 | 7.74 | 5.70 | 6.08 | 5.94 | 11.10 | 8.44 | 13.24 | 17.32 | 7.31 | 5.88 | 6.14 | 7.96 | 10.72 | 13.08 | 9.67 |
| Draw Down(%) | NA | 6.46 | 16.35 | 23.35 | 23.35 | NA | NA | 34.82 | 0.44 | 6.35 | 7.48 | 16.96 | 4.27 | 23.35 | 2.92 | 10.15 | 2.83 | 6.49 | 8.46 | 4.20 | 6.86 | 5.10 | 11.78 | 6.43 | 13.83 | 31.78 | 5.57 | 6.48 | 3.69 | 5.67 | 7.88 | 21.16 | 11.48 |
| Yield(%) | NA | 4.46 | 4.18 | 4.48 | 3.92 | NA | NA | 3.61 | NA | 0.63 | 4.74 | 2.34 | 5.04 | 4.18 | 6.06 | 3.32 | 2.26 | 2.09 | 4.42 | 4.99 | 3.84 | 4.36 | 2.68 | 2.74 | 4.09 | 2.75 | 7.40 | 5.48 | 2.57 | 1.86 | 1.30 | 2.01 | 1.97 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.26%
Feb 2006 - Feb 2009 |
-1.51%
Feb 2004 - Feb 2009 |
4.18%
Oct 2013 - Oct 2023 |
4.15%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMD Holdings, Inc.401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
17.88%
Feb 2009 - Feb 2012 |
14.30%
Feb 2009 - Feb 2014 |
9.15%
Feb 2009 - Feb 2019 |
8.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart