Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 4.30% | 4.37% | 5.04% | 6.90% | 5.94% | NA | 6.54% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.86 | 4.30 | 4.37 | 5.04 | 6.90 | 5.94 | NA | 6.54 | 0.76 | 17.45 | -2.63 | 10.52 | 5.38 | 2.87 | 6.41 | 11.86 | 11.32 | 1.66 | 11.90 | 22.42 | -16.82 | 6.40 | 6.68 | 4.09 | 11.52 | 20.22 | -1.80 | 6.17 |
| Sharpe Ratio | NA | 0.31 | 0.33 | 0.52 | 0.73 | NA | NA | 0.61 | 0.02 | 1.98 | -0.38 | 1.76 | 0.62 | 0.31 | 0.90 | 2.13 | 2.53 | 0.20 | 1.71 | 1.77 | -1.28 | 0.52 | 0.65 | 0.40 | 1.86 | 2.50 | -0.26 | 0.36 |
| Standard Deviation(%) | NA | 19.16 | 13.40 | 11.53 | 9.40 | NA | NA | 9.29 | 22.91 | 8.10 | 10.46 | 5.61 | 8.38 | 9.19 | 7.12 | 5.54 | 4.46 | 8.01 | 6.92 | 12.59 | 13.86 | 6.49 | 5.22 | 4.78 | 5.69 | 7.81 | 11.30 | 10.62 |
| Draw Down(%) | NA | 24.80 | 24.80 | 24.80 | 24.80 | NA | NA | 28.15 | 24.80 | 3.48 | 12.60 | 3.91 | 9.29 | 7.37 | 5.30 | 4.91 | 2.84 | 8.32 | 5.33 | 14.34 | 26.57 | 4.60 | 4.65 | 3.57 | 5.33 | 4.01 | 12.69 | 11.77 |
| Yield(%) | NA | 3.50 | 4.24 | 5.24 | 4.82 | NA | NA | 4.53 | 0.46 | 4.20 | 8.76 | 0.34 | 3.57 | 10.32 | 7.56 | 4.29 | 3.80 | 3.08 | 4.07 | 3.94 | 6.07 | 4.82 | 3.56 | 3.14 | 3.90 | 3.33 | 3.11 | 3.83 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.94%
Feb 2006 - Feb 2009 |
-0.55%
Feb 2004 - Feb 2009 |
5.23%
Feb 2006 - Feb 2016 |
5.16%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.44%
Feb 2009 - Feb 2012 |
13.69%
Feb 2009 - Feb 2014 |
9.57%
Feb 2009 - Feb 2019 |
7.70%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart