Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Tactical Asset Allocation Moderate | NA | -4.27% | 4.98% | 5.65% | 4.78% | 6.30% | 6.08% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wake Forest Baptist Medical Center 403B 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 (%) | -1.04 | -4.27 | 4.98 | 5.65 | 4.78 | 6.30 | 6.08 | … | … | -0.15 | 6.86 | -13.53 | 17.18 | 20.60 | 14.47 | -3.58 | 14.64 | -1.00 | -3.77 | 9.12 | 14.33 | 9.70 | 0.30 | 10.96 | 15.36 | -7.03 | 8.96 | 16.91 | 1.18 | 6.58 | 18.30 | -7.88 | 2.31 |
| Sharpe Ratio | NA | 0.09 | 0.05 | 0.55 | 0.44 | NA | NA | … | … | -0.05 | 0.24 | -1.73 | 1.38 | 1.35 | 1.58 | -0.40 | 1.80 | -0.14 | -0.37 | 0.90 | 1.94 | 1.43 | 0.02 | 0.77 | 1.33 | -2.24 | 0.56 | 1.74 | -0.15 | 0.71 | 2.95 | -1.56 | 0.01 |
| Standard Deviation(%) | NA | 10.90 | 10.47 | 11.36 | 10.64 | NA | NA | … | … | 8.70 | 10.73 | 8.64 | 12.40 | 15.08 | 8.29 | 12.34 | 7.80 | 8.43 | 10.30 | 10.12 | 7.38 | 6.76 | 13.15 | 14.16 | 11.46 | 3.55 | 10.71 | 7.83 | 6.82 | 7.93 | 5.98 | 5.74 | 0.05 |
| Draw Down(%) | NA | 10.53 | 18.39 | 18.39 | 18.39 | NA | NA | … | … | 2.12 | 10.53 | 15.36 | 6.01 | 10.64 | 5.39 | 12.41 | 3.26 | 8.73 | 10.43 | 6.23 | 5.30 | 5.04 | 13.74 | 11.02 | 5.55 | 7.61 | 8.14 | 7.28 | 4.57 | 7.81 | 3.29 | 8.62 | 0.00 |
| Yield(%) | NA | 3.39 | 3.12 | 4.58 | 3.31 | NA | NA | … | … | 0.07 | 3.53 | 3.50 | 2.21 | 10.26 | 3.33 | 1.67 | 0.11 | 1.39 | 4.06 | 2.92 | 4.27 | 2.05 | 0.95 | 0.09 | 0.48 | 0.75 | 5.43 | 6.87 | 3.40 | 0.42 | 0.47 | 1.02 | 2.31 |
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 |
|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Tactical Asset Allocation Moderate |
1.07%
Oct 2013 – Oct 2016 |
1.30%
Feb 2015 – Feb 2020 |
4.75%
Apr 2010 – Apr 2020 |
5.56%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Tactical Asset Allocation Moderate |
17.39%
Dec 2018 – Dec 2021 |
12.59%
Oct 2016 – Oct 2021 |
8.83%
Dec 2011 – Dec 2021 |
8.01%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart