Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -3.47% | 2.09% | 1.76% | 2.19% | 5.22% | 6.09% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CENTENE MANAGEMENT CORPORATION 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 (%) | -0.12 | -3.47 | 2.09 | 1.76 | 2.19 | 5.22 | 6.09 | … | … | -1.26 | 7.31 | -13.52 | 11.48 | 14.09 | 5.78 | -6.32 | 11.53 | 3.50 | -3.60 | 2.29 | 13.90 | 8.32 | 1.00 | 14.12 | 24.22 | -10.01 | 15.10 | 17.24 | 5.74 | 12.52 | 19.85 | 0.78 | 3.40 |
| Sharpe Ratio | NA | 0.18 | -0.21 | 0.30 | 0.27 | NA | NA | … | … | -0.17 | 0.41 | -1.61 | 1.17 | 1.53 | 0.78 | -1.17 | 2.29 | 0.58 | -0.61 | 0.36 | 2.10 | 1.54 | 0.09 | 1.14 | 2.97 | -2.43 | 1.06 | 1.47 | 0.58 | 1.51 | 3.29 | -0.13 | 1.37 |
| Standard Deviation(%) | NA | 7.82 | 8.82 | 8.45 | 7.24 | NA | NA | … | … | 8.93 | 7.43 | 9.28 | 9.81 | 9.03 | 5.62 | 6.52 | 4.75 | 5.70 | 5.93 | 6.27 | 6.59 | 5.38 | 10.63 | 12.30 | 8.11 | 4.50 | 11.47 | 9.48 | 6.17 | 7.69 | 5.82 | 2.55 | 0.80 |
| Draw Down(%) | NA | 7.62 | 16.91 | 16.91 | 16.91 | NA | NA | … | … | 2.41 | 7.62 | 14.96 | 5.38 | 12.92 | 2.62 | 12.01 | 2.47 | 4.34 | 7.51 | 6.60 | 6.06 | 4.40 | 11.31 | 9.00 | 4.26 | 10.53 | 9.30 | 12.99 | 4.30 | 6.93 | 3.26 | 3.11 | 0.28 |
| Yield(%) | NA | 3.74 | 4.21 | 5.29 | 3.82 | NA | NA | … | … | 0.01 | 3.97 | 2.23 | 6.51 | 7.32 | 6.60 | 2.22 | 0.27 | 3.44 | 1.68 | 4.20 | 6.53 | 4.36 | 3.08 | 3.40 | 2.49 | 2.57 | 5.46 | 5.48 | 4.22 | 1.98 | 2.03 | 0.92 | 2.21 |
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 |
|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
-0.40%
Apr 2017 – Apr 2020 |
0.44%
Mar 2015 – Mar 2020 |
2.19%
Oct 2013 – Oct 2023 |
4.46%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.80%
Oct 2004 – Oct 2007 |
15.14%
Oct 2002 – Oct 2007 |
10.93%
Apr 2003 – Apr 2013 |
8.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart