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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.85% | 7.48% | 9.61% | 7.69% | 7.86% | 7.06% | 7.54% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.41 | 17.85 | 7.48 | 9.61 | 7.69 | 7.86 | 7.06 | 7.54 | NA | 9.74 | 16.85 | -8.08 | 6.52 | 18.42 | 19.45 | -6.48 | 15.25 | 6.08 | 0.27 | 3.42 | 15.48 | 10.56 | -0.05 | 10.52 | 19.85 | -16.15 | 6.51 | 10.53 | 5.15 | 9.67 | 20.66 | 0.28 | 4.33 |
| Sharpe Ratio | NA | 0.13 | 0.37 | 0.60 | 0.57 | NA | NA | 0.64 | 0.31 | 0.38 | 1.65 | -0.76 | 0.69 | 0.98 | 2.61 | -0.84 | 3.46 | 0.71 | 0.03 | 0.51 | 2.49 | 1.80 | -0.01 | 1.13 | 1.79 | -1.35 | 0.54 | 1.15 | 0.60 | 1.26 | 2.42 | -0.08 | 0.24 |
| Standard Deviation(%) | NA | 8.20 | 9.56 | 11.86 | 10.04 | NA | NA | 9.18 | 7.23 | 8.27 | 7.63 | 12.43 | 9.40 | 18.55 | 6.92 | 9.26 | 4.22 | 8.32 | 8.51 | 6.73 | 6.21 | 5.84 | 11.14 | 9.24 | 11.05 | 12.69 | 6.51 | 6.33 | 4.93 | 6.92 | 8.26 | 10.80 | 8.35 |
| Draw Down(%) | NA | 5.36 | 13.49 | 19.19 | 22.52 | NA | NA | 24.57 | 1.88 | 5.07 | 6.09 | 15.50 | 6.02 | 22.52 | 3.83 | 13.28 | 1.29 | 7.24 | 7.92 | 5.25 | 5.46 | 4.67 | 10.88 | 7.18 | 10.26 | 22.61 | 4.27 | 5.90 | 3.51 | 5.34 | 7.13 | 10.83 | 9.62 |
| Yield(%) | NA | 3.22 | 3.67 | 4.17 | 3.66 | NA | NA | 3.56 | NA | 0.63 | 3.54 | 2.61 | 6.00 | 4.21 | 4.00 | 3.62 | 3.58 | 2.65 | 3.30 | 2.67 | 2.46 | 2.95 | 1.95 | 2.95 | 2.91 | 3.48 | 5.20 | 4.02 | 3.88 | 2.63 | 2.78 | 5.44 | 4.40 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.42%
Feb 2006 - Feb 2009 |
0.49%
Feb 2004 - Feb 2009 |
4.97%
Feb 2006 - Feb 2016 |
5.33%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Houston Methodist 403B Plan Strategic Asset Allocation - Equal Weight Moderate |
14.64%
Dec 2018 - Dec 2021 |
12.99%
Feb 2009 - Feb 2014 |
8.76%
Sep 2011 - Sep 2021 |
9.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart