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 - Optimal Moderate | NA | 22.00% | 1.74% | 5.25% | 5.40% | 7.24% | 6.30% | 6.93% |
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 - Optimal 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 (%) | -1.09 | 22.00 | 1.74 | 5.25 | 5.40 | 7.24 | 6.30 | 6.93 | NA | 5.52 | 13.34 | -13.95 | 4.32 | 14.04 | 18.82 | -3.53 | 11.75 | 6.14 | -1.72 | 6.18 | 13.19 | 15.49 | 0.21 | 16.23 | 30.34 | -26.68 | 4.99 | 7.24 | 8.61 | 13.01 | 22.25 | -5.65 | 13.04 |
| Sharpe Ratio | NA | 0.00 | -0.27 | 0.14 | 0.36 | NA | NA | 0.49 | 0.00 | -0.15 | 1.15 | -1.20 | 0.51 | 0.78 | 2.74 | -0.55 | 2.97 | 0.76 | -0.21 | 0.92 | 1.96 | 2.04 | 0.01 | 1.48 | 1.87 | -1.25 | 0.22 | 0.47 | 0.95 | 1.48 | 2.04 | -0.52 | 1.15 |
| Standard Deviation(%) | NA | 7.09 | 9.61 | 11.51 | 9.59 | NA | NA | 10.74 | 4.88 | 7.16 | 7.90 | 12.78 | 8.35 | 17.72 | 6.35 | 8.75 | 3.74 | 7.78 | 8.22 | 6.73 | 6.72 | 7.55 | 13.79 | 10.89 | 16.21 | 22.17 | 9.09 | 8.52 | 6.79 | 8.17 | 10.58 | 12.92 | 9.29 |
| Draw Down(%) | NA | 4.97 | 19.98 | 23.38 | 23.38 | NA | NA | 39.48 | 0.40 | 4.87 | 7.64 | 20.55 | 5.14 | 23.38 | 3.33 | 10.77 | 1.81 | 6.47 | 9.08 | 5.09 | 6.83 | 6.07 | 12.54 | 7.67 | 16.84 | 35.72 | 5.87 | 9.59 | 4.18 | 6.36 | 7.73 | 17.02 | 10.63 |
| Yield(%) | NA | 5.01 | 4.24 | 4.75 | 4.25 | NA | NA | 4.20 | NA | 0.60 | 4.87 | 3.78 | 3.36 | 4.82 | 6.44 | 3.49 | 0.13 | 1.93 | 7.30 | 6.38 | 4.43 | 5.02 | 2.97 | 2.76 | 4.74 | 3.85 | 5.73 | 8.62 | 4.43 | 2.92 | 2.31 | 2.98 | 2.67 |
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 - Optimal Moderate |
-10.39%
Feb 2006 - Feb 2009 |
-2.65%
Feb 2004 - Feb 2009 |
4.06%
Oct 2013 - Oct 2023 |
4.53%
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 - Optimal Moderate |
21.89%
Feb 2009 - Feb 2012 |
17.56%
Feb 2009 - Feb 2014 |
11.08%
Feb 2009 - Feb 2019 |
9.09%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart