Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Tactical Asset Allocation Moderate | NA | 15.69% | -0.96% | 3.11% | 2.06% | 3.06% | 4.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM 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 (%) | -1.35 | 15.69 | -0.96 | 3.11 | 2.06 | 3.06 | 4.49 | … | … | 0.50 | 0.68 | 8.10 | -15.54 | 5.32 | 17.04 | -2.63 | -4.58 | 11.70 | 4.24 | -5.87 | 1.16 | 13.36 | 5.83 | -2.29 | 4.10 | 11.30 | -0.05 | 14.06 | 13.08 | 5.29 | 9.37 | 18.37 | 8.92 | 7.48 |
| Sharpe Ratio | NA | -0.45 | -0.68 | 0.01 | -0.02 | NA | NA | … | … | 0.05 | -0.56 | 0.53 | -1.82 | 0.55 | 1.97 | -0.74 | -0.84 | 2.17 | 0.69 | -1.19 | 0.19 | 2.18 | 1.11 | -0.22 | 0.37 | 0.81 | -0.17 | 0.91 | 0.95 | 0.49 | 1.05 | 2.96 | 1.67 | 1.10 |
| Standard Deviation(%) | NA | 10.48 | 9.13 | 9.13 | 7.63 | NA | NA | … | … | 9.67 | 10.49 | 7.28 | 9.27 | 9.66 | 8.51 | 5.44 | 7.03 | 5.11 | 5.89 | 4.95 | 6.14 | 6.10 | 5.20 | 10.50 | 10.76 | 13.88 | 5.58 | 12.22 | 10.34 | 6.35 | 8.01 | 5.98 | 4.67 | 4.68 |
| Draw Down(%) | NA | 9.60 | 17.66 | 19.63 | 19.63 | NA | NA | … | … | 0.73 | 9.55 | 6.16 | 15.85 | 5.35 | 6.36 | 6.88 | 10.99 | 3.58 | 4.37 | 6.74 | 5.82 | 4.39 | 3.98 | 11.74 | 10.00 | 11.37 | 5.82 | 9.50 | 14.26 | 4.86 | 7.76 | 3.19 | 2.85 | 4.42 |
| Yield(%) | NA | 4.56 | 5.40 | 4.55 | 2.98 | NA | NA | … | … | NA | 0.30 | 4.70 | 3.41 | 7.86 | 5.62 | 1.45 | 1.80 | 0.14 | 1.08 | 1.11 | 2.79 | 6.76 | 3.11 | 2.66 | 1.54 | 4.28 | 3.61 | 5.03 | 2.59 | 2.78 | 3.95 | 4.76 | 5.90 | 6.99 |
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 |
|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Tactical Asset Allocation Moderate |
-2.77%
Dec 2021 – Dec 2024 |
-1.38%
Feb 2018 – Feb 2023 |
0.92%
Oct 2013 – Oct 2023 |
2.15%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Tactical Asset Allocation Moderate |
15.12%
Oct 2004 – Oct 2007 |
13.62%
Oct 2002 – Oct 2007 |
9.37%
Apr 2001 – Apr 2011 |
7.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart