Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ascension Health 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 6.10% | 5.62% | 3.33% | 4.93% | 6.41% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ascension Health 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 6.10 | 5.62 | 3.33 | 4.93 | 6.41 | NA | … | … | 6.05 | -3.08 | 11.08 | 3.96 | -3.77 | -0.56 | 13.82 | 8.06 | 0.53 | 7.77 | 22.45 | -3.65 | 12.12 | 10.43 | 7.56 | 8.68 | 19.41 | 1.37 | 6.54 |
| Sharpe Ratio | NA | 0.80 | 0.58 | 0.35 | 0.62 | NA | NA | … | … | 0.80 | -0.62 | 2.36 | 1.01 | -0.61 | -0.12 | 2.28 | 1.80 | 0.06 | 0.85 | 2.87 | -1.13 | 0.91 | 0.91 | 0.90 | 1.07 | 3.21 | 0.06 | 1.16 |
| Standard Deviation(%) | NA | 5.79 | 5.89 | 5.60 | 6.16 | NA | NA | … | … | 5.79 | 7.11 | 4.43 | 3.73 | 6.25 | 4.90 | 6.05 | 4.45 | 7.76 | 9.09 | 7.78 | 4.07 | 10.02 | 7.85 | 5.96 | 7.25 | 5.83 | 4.60 | 3.66 |
| Draw Down(%) | NA | 4.73 | 8.55 | 8.71 | 9.68 | NA | NA | … | … | 4.73 | 8.55 | 2.76 | 3.02 | 8.71 | 5.50 | 4.12 | 4.62 | 8.10 | 8.15 | 4.34 | 6.29 | 7.74 | 9.50 | 4.36 | 5.93 | 2.87 | 5.20 | 2.77 |
| Yield(%) | NA | 4.36 | 2.47 | 3.56 | 3.53 | NA | NA | … | … | 4.36 | 2.51 | 0.53 | 3.96 | 6.08 | 4.69 | 1.45 | 4.56 | 1.80 | 5.06 | 5.96 | 2.64 | 6.58 | 5.60 | 5.34 | 4.74 | 3.68 | 5.48 | 6.65 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Ascension Health 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.17%
Dec 2013 – Dec 2016 |
1.38%
Dec 2013 – Dec 2018 |
4.61%
Nov 2009 – Nov 2019 |
6.11%
Feb 2004 – Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ascension Health 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
13.05%
Jan 2003 – Jan 2006 |
12.41%
Oct 2002 – Oct 2007 |
9.73%
Apr 2001 – Apr 2011 |
7.83%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart