Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Houston Methodist 403B Plan Tactical Asset Allocation Moderate | NA | 20.47% | 3.23% | 7.50% | 5.63% | 6.20% | 6.90% | 8.23% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Houston Methodist 403B Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.25 | 20.47 | 3.23 | 7.50 | 5.63 | 6.20 | 6.90 | 8.23 | NA | 9.93 | 8.26 | -13.99 | 6.47 | 21.00 | 16.36 | -6.57 | 15.19 | 2.27 | -3.68 | 2.68 | 17.07 | 11.70 | -1.62 | 6.66 | 20.07 | 1.05 | 5.80 | 10.76 | 6.96 | 12.03 | 21.22 | 11.92 | 9.49 |
| Sharpe Ratio | NA | 0.03 | -0.19 | 0.45 | 0.36 | NA | NA | 0.78 | -0.05 | 0.37 | 0.57 | -1.53 | 0.71 | 1.98 | 2.33 | -0.83 | 3.24 | 0.28 | -0.46 | 0.41 | 2.38 | 1.50 | -0.12 | 0.69 | 2.22 | 0.02 | 0.30 | 1.05 | 0.70 | 1.56 | 3.31 | 2.34 | 1.87 |
| Standard Deviation(%) | NA | 9.24 | 8.72 | 9.20 | 8.39 | NA | NA | 8.05 | 9.61 | 9.01 | 7.05 | 10.07 | 9.12 | 10.46 | 6.42 | 9.48 | 4.49 | 7.24 | 8.12 | 6.52 | 7.16 | 7.77 | 13.85 | 9.57 | 8.99 | 5.01 | 9.45 | 7.12 | 6.87 | 7.13 | 6.20 | 4.63 | 3.84 |
| Draw Down(%) | NA | 7.42 | 15.39 | 19.32 | 19.32 | NA | NA | 19.32 | 4.08 | 6.60 | 6.03 | 14.65 | 5.22 | 9.31 | 3.24 | 13.54 | 1.37 | 5.26 | 9.56 | 5.59 | 6.01 | 6.37 | 13.82 | 8.67 | 4.17 | 6.19 | 6.47 | 6.65 | 4.40 | 5.50 | 2.31 | 2.37 | 2.38 |
| Yield(%) | NA | 3.24 | 3.61 | 3.53 | 3.43 | NA | NA | 3.93 | NA | 0.54 | 3.69 | 2.41 | 4.78 | 2.61 | 4.39 | 3.06 | 4.05 | 3.05 | 3.16 | 3.43 | 2.17 | 2.78 | 1.71 | 4.08 | 2.61 | 4.31 | 6.16 | 6.86 | 3.20 | 2.71 | 3.45 | 8.43 | 6.85 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Houston Methodist 403B Plan Tactical Asset Allocation Moderate |
-0.76%
Apr 2021 - Apr 2024 |
1.71%
Dec 2013 - Dec 2018 |
3.72%
Oct 2013 - Oct 2023 |
5.69%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Houston Methodist 403B Plan Tactical Asset Allocation Moderate |
14.98%
Dec 2001 - Dec 2004 |
13.35%
May 2002 - May 2007 |
10.88%
Apr 2001 - Apr 2011 |
8.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart