Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Methodist Hospital of Southern California Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 27.12% | 8.17% | 11.08% | 6.08% | 7.54% | 8.15% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Methodist Hospital of Southern California Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.33 | 27.12 | 8.17 | 11.08 | 6.08 | 7.54 | 8.15 | … | … | 0.22 | 10.39 | 22.85 | -6.89 | 11.91 | 16.26 | 14.16 | -4.95 | -0.06 | 2.50 | -4.37 | 5.71 | 14.72 | 8.28 | 3.55 | 14.53 | 25.80 | -0.47 | 7.07 | 13.90 | 7.58 | 12.00 | 18.48 | 7.27 | 6.85 |
| Sharpe Ratio | NA | 0.50 | 0.26 | 0.53 | 0.35 | NA | NA | … | … | 0.02 | 0.43 | 0.65 | -0.78 | 1.24 | 2.08 | 2.36 | -1.05 | -0.15 | 0.34 | -0.83 | 1.14 | 2.34 | 1.44 | 0.39 | 1.14 | 2.77 | -0.31 | 0.56 | 1.54 | 0.73 | 1.63 | 3.65 | 1.41 | 1.22 |
| Standard Deviation(%) | NA | 8.84 | 18.26 | 15.17 | 11.44 | NA | NA | … | … | 9.18 | 8.88 | 28.55 | 10.57 | 9.58 | 7.70 | 5.41 | 5.98 | 4.55 | 6.73 | 5.31 | 4.99 | 6.28 | 5.70 | 8.95 | 12.66 | 9.28 | 4.49 | 7.29 | 6.89 | 7.44 | 6.78 | 4.87 | 4.37 | 3.74 |
| Draw Down(%) | NA | 6.76 | 13.32 | 15.42 | 15.42 | NA | NA | … | … | 0.73 | 6.69 | 13.32 | 12.84 | 5.94 | 9.40 | 2.66 | 9.66 | 5.47 | 4.50 | 7.71 | 3.19 | 5.38 | 4.09 | 8.62 | 8.92 | 5.25 | 4.68 | 5.05 | 4.10 | 5.05 | 8.45 | 2.15 | 5.46 | 1.95 |
| Yield(%) | NA | 15.10 | 11.75 | 10.33 | 7.47 | NA | NA | … | … | NA | 4.53 | 14.66 | 11.04 | 4.79 | 10.52 | 6.35 | 4.15 | 0.66 | 5.54 | 7.26 | 5.17 | 4.97 | 3.91 | 1.60 | 4.60 | 4.86 | 3.21 | 3.43 | 8.12 | 4.35 | 6.49 | 3.36 | 5.50 | 6.06 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Methodist Hospital of Southern California Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.67%
Mar 2015 – Mar 2018 |
-0.31%
Dec 2013 – Dec 2018 |
4.35%
Oct 2013 – Oct 2023 |
6.29%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Methodist Hospital of Southern California Retirement Savings Plan Tactical Asset Allocation Moderate |
15.72%
Mar 2009 – Mar 2012 |
13.32%
Feb 2009 – Feb 2014 |
11.79%
Apr 2001 – Apr 2011 |
9.20%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart