Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.76% | 5.55% | 4.58% | 9.08% | 7.44% | NA | 7.76% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | -0.76 | 5.55 | 4.58 | 9.08 | 7.44 | NA | 7.76 | -5.73 | 17.50 | 5.12 | 0.02 | 3.41 | 11.73 | 13.83 | -1.74 | 16.10 | 32.99 | -29.83 | 9.40 | 14.90 | 13.00 | 16.20 | 27.02 | -1.77 | 3.18 |
| Sharpe Ratio | NA | -0.80 | 0.61 | 0.47 | 0.83 | NA | NA | 0.59 | -0.80 | 4.07 | 0.60 | 0.00 | 0.59 | 1.75 | 1.77 | -0.13 | 1.39 | 1.69 | -1.38 | 0.65 | 1.44 | 1.71 | 2.02 | 3.61 | -0.35 | 0.11 |
| Standard Deviation(%) | NA | 8.80 | 7.36 | 7.14 | 10.30 | NA | NA | 10.55 | 8.80 | 4.15 | 8.19 | 7.73 | 5.76 | 6.68 | 7.77 | 13.70 | 11.50 | 19.50 | 22.27 | 9.74 | 8.07 | 6.34 | 7.55 | 7.29 | 8.17 | 7.92 |
| Draw Down(%) | NA | 12.22 | 12.22 | 12.22 | 18.70 | NA | NA | 43.45 | 12.22 | 1.49 | 6.89 | 8.21 | 5.16 | 7.47 | 6.78 | 13.72 | 8.98 | 18.70 | 40.26 | 7.72 | 9.64 | 4.69 | 8.77 | 6.84 | 14.37 | 11.47 |
| Yield(%) | NA | 4.14 | 3.76 | 3.50 | 3.53 | NA | NA | 3.84 | 4.12 | 3.75 | 3.37 | 2.78 | 3.43 | 3.24 | 3.14 | 3.63 | 4.46 | 3.22 | 2.48 | 7.51 | 4.81 | 4.46 | 4.47 | 3.82 | 2.71 | 3.65 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-9.58%
Feb 2006 - Feb 2009 |
-0.52%
Feb 2004 - Feb 2009 |
4.85%
Nov 2006 - Nov 2016 |
7.18%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
23.07%
Feb 2009 - Feb 2012 |
17.52%
Feb 2009 - Feb 2014 |
10.51%
Mar 2003 - Mar 2013 |
9.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart