Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALLSCRIPTS HEALTHCARE LLC RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -4.61% | -1.01% | 0.11% | 0.08% | 2.25% | 4.16% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLSCRIPTS HEALTHCARE LLC RETIREMENT SAVINGS 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 (%) | -0.22 | -4.61 | -1.01 | 0.11 | 0.08 | 2.25 | 4.16 | … | … | -0.31 | 5.22 | -12.64 | 2.74 | 13.33 | 4.77 | -2.37 | 4.26 | 3.81 | -4.78 | -5.06 | 12.68 | 6.92 | -3.15 | 3.69 | 17.02 | 0.21 | 14.46 | 11.57 | 7.59 | 12.19 | 18.66 | 7.98 | 6.54 |
| Sharpe Ratio | NA | 0.03 | -0.45 | 0.08 | 0.02 | NA | NA | … | … | -0.08 | 0.14 | -1.66 | 0.29 | 1.46 | 0.66 | -0.49 | 0.56 | 0.88 | -0.91 | -0.75 | 1.87 | 1.43 | -0.28 | 0.40 | 3.07 | -0.18 | 1.23 | 1.10 | 0.96 | 1.50 | 3.05 | 2.22 | 1.16 |
| Standard Deviation(%) | NA | 7.37 | 8.25 | 7.99 | 7.02 | NA | NA | … | … | 7.81 | 7.06 | 8.47 | 9.35 | 8.97 | 5.12 | 7.55 | 6.52 | 4.08 | 5.30 | 6.77 | 6.76 | 4.81 | 11.18 | 8.93 | 5.52 | 3.90 | 9.34 | 7.57 | 5.63 | 7.50 | 5.90 | 3.09 | 3.66 |
| Draw Down(%) | NA | 6.60 | 20.65 | 20.65 | 20.65 | NA | NA | … | … | 2.63 | 6.60 | 13.44 | 5.74 | 10.47 | 3.81 | 9.71 | 7.72 | 3.26 | 6.45 | 6.84 | 4.94 | 5.12 | 12.43 | 7.46 | 2.36 | 3.34 | 6.68 | 9.66 | 4.61 | 7.26 | 3.53 | 1.65 | 2.77 |
| Yield(%) | NA | 4.39 | 4.92 | 4.89 | 4.30 | NA | NA | … | … | 0.01 | 4.62 | 4.37 | 5.67 | 5.37 | 4.38 | 2.69 | 0.45 | 3.50 | 6.99 | 4.92 | 3.80 | 4.67 | 1.23 | 5.18 | 5.58 | 2.90 | 5.88 | 5.01 | 3.06 | 5.26 | 2.87 | 5.67 | 6.65 |
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 |
|---|---|---|---|---|
| ALLSCRIPTS HEALTHCARE LLC RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.10%
Dec 2013 – Dec 2016 |
-0.91%
Dec 2013 – Dec 2018 |
0.08%
Oct 2013 – Oct 2023 |
2.11%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLSCRIPTS HEALTHCARE LLC RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.02%
Apr 2003 – Apr 2006 |
13.74%
Oct 2002 – Oct 2007 |
10.52%
Apr 2001 – Apr 2011 |
6.99%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart