Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Strategic Asset Allocation - Optimal Moderate | NA | 25.03% | 1.40% | 3.27% | 4.10% | 5.46% | 3.78% | 3.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Providence Health And Services 403(b) Pension 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 (%) | -1.21 | 25.03 | 1.40 | 3.27 | 4.10 | 5.46 | 3.78 | 3.50 | NA | 8.67 | 8.09 | -13.52 | -6.46 | 17.06 | 20.50 | -8.63 | 15.67 | 6.78 | -2.72 | 4.09 | 9.12 | 15.35 | -1.61 | 10.26 | 21.75 | -25.60 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.39 | -0.32 | -0.02 | 0.21 | NA | NA | 0.19 | 0.01 | 0.23 | 0.46 | -1.27 | -0.36 | 0.95 | 2.91 | -1.01 | 3.15 | 0.72 | -0.32 | 0.62 | 1.21 | 1.90 | -0.11 | 0.85 | 1.29 | -1.10 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.95 | 9.85 | 13.68 | 11.20 | NA | NA | 10.53 | 5.40 | 9.05 | 8.41 | 11.76 | 18.23 | 17.63 | 6.57 | 9.80 | 4.77 | 9.15 | 8.70 | 6.59 | 7.53 | 8.07 | 15.02 | 11.96 | 16.76 | 24.17 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.09 | 18.46 | 26.72 | 26.72 | NA | NA | 41.49 | 0.56 | 5.09 | 10.39 | 18.61 | 13.56 | 20.50 | 3.22 | 15.58 | 1.98 | 6.98 | 10.13 | 6.18 | 8.00 | 6.26 | 14.05 | 9.00 | 18.61 | 37.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 7.04 | 6.13 | 5.69 | 4.57 | NA | NA | 3.46 | NA | 6.70 | 7.22 | 4.38 | 5.14 | 3.43 | 6.31 | 0.00 | 3.46 | 6.09 | 2.14 | 4.09 | 0.00 | 3.86 | 3.98 | 1.78 | 1.85 | 5.50 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Strategic Asset Allocation - Optimal Moderate |
-11.97%
Feb 2006 - Feb 2009 |
-6.72%
Feb 2004 - Feb 2009 |
0.44%
Sep 2001 - Sep 2011 |
2.21%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Strategic Asset Allocation - Optimal Moderate |
18.14%
Feb 2009 - Feb 2012 |
14.22%
Feb 2009 - Feb 2014 |
8.96%
Feb 2009 - Feb 2019 |
6.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart