Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Tactical Asset Allocation Moderate | NA | 38.48% | 24.68% | 16.61% | 10.54% | 11.21% | 12.52% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.82 | 38.48 | 24.68 | 16.61 | 10.54 | 11.21 | 12.52 | … | … | -5.94 | 59.14 | 11.82 | 20.91 | -4.32 | 11.88 | 8.15 | -5.87 | 0.66 | 14.73 | 9.80 | 4.38 | 14.45 | 28.28 | -3.49 | 21.42 | 17.46 | 11.45 | 11.14 | 30.75 | 11.37 | 4.88 |
| Sharpe Ratio | NA | -0.12 | 1.01 | 0.86 | 0.76 | NA | NA | … | … | -0.51 | 1.92 | 0.60 | 2.89 | -0.59 | 1.98 | 1.30 | -0.81 | 0.10 | 2.06 | 2.04 | 0.49 | 1.12 | 2.57 | -0.75 | 1.52 | 1.50 | 1.30 | 1.04 | 5.29 | 1.80 | 0.50 |
| Standard Deviation(%) | NA | 10.32 | 21.60 | 17.50 | 13.19 | NA | NA | … | … | 11.91 | 30.80 | 19.38 | 6.76 | 9.55 | 5.67 | 6.10 | 7.30 | 6.38 | 7.12 | 4.78 | 8.96 | 12.83 | 10.96 | 5.87 | 12.14 | 9.44 | 7.14 | 9.81 | 5.68 | 5.70 | 5.20 |
| Draw Down(%) | NA | 10.98 | 22.32 | 22.32 | 22.32 | NA | NA | … | … | 10.24 | 4.84 | 22.32 | 2.39 | 12.35 | 2.90 | 6.08 | 8.93 | 7.98 | 6.00 | 3.07 | 6.29 | 8.81 | 5.54 | 7.59 | 9.55 | 13.68 | 5.77 | 14.10 | 4.27 | 6.08 | 4.19 |
| Yield(%) | NA | 5.02 | 22.84 | 14.79 | 9.75 | NA | NA | … | … | 0.25 | 48.39 | 5.15 | 4.61 | 5.02 | 0.69 | 5.30 | 4.75 | 2.82 | 7.03 | 4.01 | 4.02 | 3.74 | 4.10 | 3.32 | 10.18 | 10.17 | 5.78 | 5.17 | 6.47 | 5.43 | 8.87 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Tactical Asset Allocation Moderate |
0.52%
Feb 2014 – Feb 2017 |
1.87%
Dec 2013 – Dec 2018 |
4.52%
Apr 2010 – Apr 2020 |
8.50%
May 2005 – May 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Tactical Asset Allocation Moderate |
29.10%
Dec 2018 – Dec 2021 |
20.14%
Oct 2002 – Oct 2007 |
15.04%
Apr 2001 – Apr 2011 |
12.55%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart