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 Asset Allocation Composite Moderate | NA | 16.19% | 2.91% | 7.48% | 6.14% | 7.03% | 7.11% | 7.47% |
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 Asset Allocation Composite 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 (%) | 1.32 | 16.19 | 2.91 | 7.48 | 6.14 | 7.03 | 7.11 | 7.47 | NA | 5.52 | 9.23 | -11.24 | 6.92 | 21.76 | 17.52 | -5.12 | 11.97 | 8.37 | -5.45 | 4.19 | 17.35 | 13.79 | 0.12 | 8.76 | 14.08 | -2.52 | 6.45 | 10.64 | 8.02 | 11.21 | 17.82 | 1.25 | 2.31 |
| Sharpe Ratio | NA | -0.06 | -0.07 | 0.52 | 0.48 | NA | NA | 0.74 | 0.30 | -0.13 | 0.89 | -1.30 | 0.72 | 2.14 | 2.34 | -0.66 | 2.26 | 1.21 | -0.74 | 0.61 | 2.34 | 1.70 | 0.01 | 0.93 | 1.65 | -0.97 | 0.38 | 1.13 | 0.96 | 1.56 | 2.97 | 0.08 | 0.01 |
| Standard Deviation(%) | NA | 8.26 | 7.82 | 8.74 | 8.12 | NA | NA | 7.70 | 7.91 | 8.30 | 5.61 | 9.69 | 9.63 | 10.06 | 6.89 | 9.70 | 5.01 | 6.74 | 7.39 | 6.87 | 7.40 | 8.09 | 13.61 | 9.36 | 8.47 | 3.54 | 9.07 | 6.54 | 6.06 | 6.59 | 5.77 | 1.75 | 0.05 |
| Draw Down(%) | NA | 6.76 | 10.98 | 16.05 | 16.05 | NA | NA | 16.05 | 1.87 | 6.39 | 7.21 | 13.77 | 5.00 | 6.49 | 3.66 | 13.27 | 1.62 | 4.22 | 9.15 | 5.29 | 5.18 | 6.48 | 13.06 | 8.27 | 4.45 | 6.15 | 6.53 | 5.77 | 4.01 | 5.11 | 2.32 | 1.38 | 0.00 |
| Yield(%) | NA | 4.32 | 3.85 | 4.36 | 3.93 | NA | NA | 3.27 | NA | 0.54 | 5.48 | 1.87 | 5.56 | 5.65 | 2.98 | 3.09 | 5.45 | 2.71 | 3.07 | 3.66 | 2.35 | 2.19 | 2.03 | 1.47 | 2.08 | 0.74 | 7.11 | 5.49 | 3.29 | 2.72 | 2.42 | 1.01 | 2.31 |
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 Asset Allocation Composite Moderate |
-0.05%
Apr 2021 - Apr 2024 |
2.55%
Dec 2013 - Dec 2018 |
4.67%
Oct 2013 - Oct 2023 |
6.10%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Houston Methodist 403B Plan Asset Allocation Composite Moderate |
15.23%
Dec 2018 - Dec 2021 |
11.92%
Apr 2016 - Apr 2021 |
9.37%
Apr 2003 - Apr 2013 |
8.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart