Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Tactical Asset Allocation Moderate | NA | 17.97% | -1.68% | 3.18% | 2.74% | 3.65% | 5.15% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.22 | 17.97 | -1.68 | 3.18 | 2.74 | 3.65 | 5.15 | … | … | 1.08 | 7.72 | 5.28 | -14.38 | 1.45 | 16.00 | 5.51 | -0.21 | 6.62 | 4.31 | -3.03 | -1.72 | 16.30 | 6.36 | 0.68 | 2.83 | 13.83 | 1.89 | 12.85 | 12.46 | 5.84 | 12.78 | 16.85 | 6.63 | 6.62 |
| Sharpe Ratio | NA | 0.34 | -0.45 | 0.03 | 0.13 | NA | NA | … | … | 0.10 | 0.11 | 0.14 | -1.60 | 0.13 | 1.76 | 0.87 | -0.19 | 0.87 | 0.93 | -0.54 | -0.25 | 2.27 | 1.25 | 0.06 | 0.25 | 1.64 | 0.18 | 1.06 | 1.19 | 0.58 | 1.44 | 2.78 | 1.72 | 1.12 |
| Standard Deviation(%) | NA | 10.38 | 9.33 | 9.58 | 8.03 | NA | NA | … | … | 9.75 | 10.39 | 7.36 | 9.87 | 10.81 | 8.97 | 4.72 | 8.16 | 6.88 | 4.40 | 5.66 | 6.90 | 7.17 | 5.06 | 10.63 | 10.77 | 8.39 | 5.52 | 9.30 | 7.72 | 6.32 | 8.24 | 5.80 | 3.21 | 3.85 |
| Draw Down(%) | NA | 6.98 | 17.74 | 22.46 | 22.46 | NA | NA | … | … | 0.67 | 6.98 | 7.12 | 15.01 | 7.48 | 10.63 | 3.78 | 9.18 | 6.29 | 2.82 | 5.76 | 5.41 | 4.70 | 4.36 | 10.74 | 10.95 | 4.43 | 4.15 | 5.94 | 9.70 | 4.52 | 6.81 | 3.23 | 1.65 | 2.78 |
| Yield(%) | NA | 3.99 | 4.19 | 4.22 | 3.78 | NA | NA | … | … | NA | 0.65 | 4.10 | 3.67 | 3.85 | 5.47 | 3.97 | 3.06 | 0.16 | 2.77 | 5.19 | 4.97 | 6.34 | 4.44 | 1.96 | 3.72 | 5.06 | 3.95 | 6.38 | 3.79 | 2.59 | 3.17 | 2.97 | 5.45 | 6.54 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Tactical Asset Allocation Moderate |
-3.81%
Apr 2021 – Apr 2024 |
-0.53%
Sep 2018 – Sep 2023 |
1.12%
Oct 2013 – Oct 2023 |
3.18%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Tactical Asset Allocation Moderate |
14.10%
Apr 2003 – Apr 2006 |
13.00%
Oct 2002 – Oct 2007 |
9.85%
Apr 2001 – Apr 2011 |
7.56%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart