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 Strategic Asset Allocation – Optimal Moderate | NA | 0.60% | 4.72% | 5.09% | 6.26% | NA | NA | … | … |
Data as of 10/30/2015, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | 0.60 | 4.72 | 5.09 | 6.26 | NA | NA | … | … | -0.28 | 1.20 | 11.32 | 11.91 | -0.80 | 16.20 | 26.76 | -26.24 | 11.75 | 15.44 | 11.26 | 17.57 | 29.32 | -1.00 | 6.24 |
| Sharpe Ratio | NA | -0.04 | 0.53 | 0.49 | 0.39 | NA | NA | … | … | -0.04 | 0.19 | 1.58 | 1.63 | -0.06 | 1.28 | 1.36 | -1.20 | 0.84 | 1.49 | 1.44 | 2.19 | 4.05 | -0.23 | 0.45 |
| Standard Deviation(%) | NA | 8.67 | 7.41 | 9.11 | 12.84 | NA | NA | … | … | 8.67 | 6.25 | 7.13 | 7.28 | 14.06 | 12.60 | 19.55 | 22.67 | 10.36 | 8.15 | 6.31 | 7.57 | 7.07 | 9.07 | 8.82 |
| Draw Down(%) | NA | 10.07 | 10.07 | 13.78 | 40.50 | NA | NA | … | … | 10.07 | 5.52 | 7.81 | 6.06 | 13.78 | 9.21 | 18.46 | 38.94 | 7.51 | 10.10 | 4.67 | 8.58 | 4.98 | 14.15 | 11.00 |
| Yield(%) | NA | 6.91 | 5.00 | 4.62 | 4.58 | NA | NA | … | … | 6.90 | 3.60 | 4.47 | 3.08 | 4.70 | 3.39 | 3.03 | 3.61 | 7.70 | 5.05 | 6.32 | 3.59 | 3.25 | 2.30 | 4.61 |
Data as of 10/30/2015, 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 Strategic Asset Allocation – Optimal Moderate |
-7.38%
Feb 2006 – Feb 2009 |
0.86%
Feb 2004 – Feb 2009 |
5.59%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| METHODIST HEALTH SYSTEM 403B PLAN Strategic Asset Allocation – Optimal Moderate |
22.25%
Mar 2003 – Mar 2006 |
18.00%
Oct 2002 – Oct 2007 |
10.85%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart