Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 4.31% | 3.31% | 5.58% | 2.90% | 5.62% | 7.25% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.26 | 4.31 | 3.31 | 5.58 | 2.90 | 5.62 | 7.25 | … | … | 0.41 | 15.56 | -11.07 | 4.81 | 17.21 | 16.12 | -19.14 | 16.20 | 4.69 | -3.55 | 1.88 | 11.40 | 7.69 | -0.15 | 7.88 | 29.08 | -6.07 | 16.62 | 18.64 | 20.19 | 12.01 | 26.66 | 4.78 | 6.01 |
| Sharpe Ratio | NA | 0.70 | 0.03 | 0.61 | 0.29 | NA | NA | … | … | 0.02 | 1.51 | -1.35 | 0.49 | 1.49 | 2.13 | -1.13 | 3.20 | 0.76 | -0.59 | 0.34 | 1.54 | 1.39 | -0.02 | 0.73 | 2.95 | -1.05 | 1.15 | 1.86 | 2.61 | 1.23 | 4.58 | 0.76 | 0.99 |
| Standard Deviation(%) | NA | 7.46 | 8.78 | 9.07 | 9.32 | NA | NA | … | … | 8.31 | 7.50 | 9.25 | 9.68 | 11.42 | 6.90 | 18.04 | 4.87 | 5.94 | 6.09 | 5.44 | 7.39 | 5.51 | 9.35 | 10.61 | 9.83 | 6.68 | 11.80 | 8.25 | 6.90 | 8.98 | 5.68 | 4.82 | 3.75 |
| Draw Down(%) | NA | 6.03 | 15.45 | 15.58 | 24.98 | NA | NA | … | … | 1.66 | 6.03 | 13.35 | 7.45 | 15.58 | 4.00 | 24.98 | 1.75 | 5.68 | 8.75 | 5.74 | 8.09 | 5.87 | 10.26 | 9.63 | 4.72 | 10.80 | 10.79 | 8.78 | 5.55 | 11.05 | 2.29 | 6.35 | 2.54 |
| Yield(%) | NA | 3.61 | 3.87 | 4.24 | 3.67 | NA | NA | … | … | 0.01 | 3.90 | 2.15 | 5.80 | 4.61 | 5.22 | 2.72 | 0.34 | 5.11 | 2.77 | 4.72 | 4.51 | 4.64 | 2.48 | 4.51 | 4.80 | 2.95 | 5.71 | 5.47 | 4.68 | 2.47 | 4.64 | 1.84 | 5.07 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Tactical Asset Allocation Moderate |
-1.33%
May 2017 – May 2020 |
-0.68%
Dec 2013 – Dec 2018 |
2.68%
Mar 2010 – Mar 2020 |
4.38%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STANFORD HOSPITAL AND CLINICS RETIREMENT PLAN Tactical Asset Allocation Moderate |
22.56%
Oct 2004 – Oct 2007 |
19.93%
Oct 2002 – Oct 2007 |
13.45%
Apr 2001 – Apr 2011 |
10.70%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart