Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Asset Allocation Composite Moderate | NA | 0.10% | 5.37% | 4.31% | 8.91% | 8.73% | NA | 9.79% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Asset Allocation Composite 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 (%) | 1.88 | 0.10 | 5.37 | 4.31 | 8.91 | 8.73 | NA | 9.79 | -3.02 | 13.67 | 5.00 | -2.18 | 4.08 | 19.04 | 13.08 | -2.43 | 12.85 | 24.90 | -1.51 | 14.28 | 10.65 | 8.86 | 12.49 | 20.91 | 10.15 | 8.65 |
| Sharpe Ratio | NA | -0.48 | 0.59 | 0.40 | 0.87 | NA | NA | 1.01 | -0.49 | 2.71 | 0.66 | -0.30 | 0.53 | 2.51 | 1.66 | -0.17 | 1.26 | 2.48 | -0.30 | 1.09 | 0.98 | 1.12 | 1.74 | 3.57 | 2.22 | 1.17 |
| Standard Deviation(%) | NA | 8.97 | 7.22 | 7.32 | 9.00 | NA | NA | 8.15 | 8.97 | 4.82 | 7.25 | 7.30 | 7.65 | 7.56 | 7.84 | 14.81 | 10.14 | 10.02 | 8.12 | 10.30 | 7.51 | 5.96 | 6.63 | 5.66 | 4.08 | 5.43 |
| Draw Down(%) | NA | 11.01 | 11.01 | 11.01 | 16.09 | NA | NA | 16.09 | 11.01 | 1.77 | 5.12 | 7.23 | 5.78 | 5.90 | 6.68 | 16.09 | 8.77 | 5.25 | 8.09 | 7.05 | 8.28 | 4.63 | 5.58 | 2.91 | 2.44 | 4.10 |
| Yield(%) | NA | 4.37 | 6.61 | 4.94 | 4.65 | NA | NA | 5.24 | 4.34 | 9.24 | 5.94 | 2.05 | 2.99 | 3.47 | 3.91 | 3.71 | 4.72 | 5.43 | 9.61 | 4.32 | 5.95 | 3.64 | 4.49 | 3.57 | 8.14 | 8.82 |
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 |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Asset Allocation Composite Moderate |
1.64%
Feb 2014 - Feb 2017 |
4.23%
Nov 2013 - Nov 2018 |
7.88%
Oct 2007 - Oct 2017 |
8.72%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Asset Allocation Composite Moderate |
15.23%
Apr 2008 - Apr 2011 |
14.41%
Oct 2002 - Oct 2007 |
12.70%
Apr 2001 - Apr 2011 |
10.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart