Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -6.29% | 1.74% | 3.23% | 8.15% | 6.20% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.22 | -6.29 | 1.74 | 3.23 | 8.15 | 6.20 | NA | … | … | -3.51 | 5.09 | 2.59 | 1.74 | 5.31 | 18.61 | 13.50 | -1.19 | 14.41 | 27.01 | -28.76 | 13.80 | 8.57 | 8.62 | 12.47 | 20.71 | -5.09 | 0.15 |
| Sharpe Ratio | NA | -0.55 | 0.08 | 0.22 | 0.73 | NA | NA | … | … | -0.55 | 0.74 | 0.28 | 0.20 | 0.70 | 2.63 | 1.73 | -0.08 | 1.14 | 1.50 | -1.27 | 1.07 | 0.74 | 1.15 | 1.79 | 2.69 | -0.59 | -0.25 |
| Standard Deviation(%) | NA | 8.85 | 7.91 | 7.92 | 10.58 | NA | NA | … | … | 8.85 | 6.00 | 8.59 | 8.36 | 7.51 | 7.06 | 7.77 | 14.68 | 12.53 | 17.94 | 23.41 | 10.10 | 7.17 | 5.62 | 6.45 | 7.46 | 10.41 | 8.50 |
| Draw Down(%) | NA | 10.42 | 11.47 | 11.47 | 18.25 | NA | NA | … | … | 10.42 | 6.19 | 8.21 | 7.71 | 6.08 | 5.62 | 6.87 | 15.70 | 10.17 | 18.25 | 40.02 | 6.32 | 7.79 | 4.53 | 6.08 | 6.37 | 15.62 | 11.96 |
| Yield(%) | NA | 3.92 | 2.74 | 3.56 | 3.81 | NA | NA | … | … | 3.91 | 0.38 | 3.91 | 5.08 | 4.56 | 4.44 | 3.90 | 3.88 | 4.09 | 3.50 | 4.34 | 4.00 | 7.51 | 4.11 | 4.09 | 2.67 | 3.76 | 3.92 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-8.17%
Feb 2006 – Feb 2009 |
-1.50%
Feb 2004 – Feb 2009 |
4.72%
Apr 2008 – Apr 2018 |
6.13%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.68%
Feb 2009 – Feb 2012 |
17.45%
Feb 2009 – Feb 2014 |
8.63%
Nov 2008 – Nov 2018 |
8.06%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart