Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Optumbank HSA Investment Plan Strategic Asset Allocation – Optimal Moderate | NA | 19.75% | 0.43% | 5.44% | 4.53% | 6.36% | 6.74% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Optumbank HSA Investment Plan Strategic Asset Allocation – Optimal 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 (%) | -1.26 | 19.75 | 0.43 | 5.44 | 4.53 | 6.36 | 6.74 | … | … | -0.03 | 7.13 | 9.62 | -15.28 | 8.61 | 14.70 | 18.06 | -6.26 | 8.90 | 4.22 | -1.31 | 6.42 | 11.59 | 12.64 | 0.66 | 14.33 | 30.93 | -27.24 | 17.80 | 11.66 | 14.14 | 17.59 | 25.45 | 0.63 | 3.07 |
| Sharpe Ratio | NA | 0.18 | -0.35 | 0.15 | 0.27 | NA | NA | … | … | -0.01 | 0.07 | 0.66 | -1.23 | 0.99 | 0.77 | 2.62 | -0.77 | 1.67 | 0.49 | -0.16 | 1.03 | 1.45 | 1.77 | 0.04 | 1.30 | 1.79 | -1.14 | 1.42 | 0.94 | 1.63 | 2.26 | 3.76 | -0.05 | 0.09 |
| Standard Deviation(%) | NA | 8.06 | 10.25 | 12.19 | 10.20 | NA | NA | … | … | 6.99 | 8.13 | 8.08 | 13.56 | 8.69 | 18.73 | 6.35 | 9.84 | 4.94 | 8.15 | 8.46 | 6.19 | 7.96 | 7.10 | 14.08 | 10.99 | 17.19 | 24.62 | 10.40 | 8.91 | 7.37 | 7.38 | 6.58 | 8.90 | 8.62 |
| Draw Down(%) | NA | 5.05 | 20.83 | 22.52 | 22.52 | NA | NA | … | … | 0.66 | 4.97 | 7.96 | 21.66 | 4.53 | 20.89 | 3.23 | 12.26 | 3.62 | 7.30 | 8.48 | 4.94 | 7.77 | 5.58 | 13.09 | 7.44 | 17.20 | 41.03 | 7.24 | 10.35 | 5.44 | 6.33 | 5.16 | 14.09 | 13.75 |
| Yield(%) | NA | 5.38 | 5.20 | 4.03 | 3.32 | NA | NA | … | … | NA | 0.71 | 5.34 | 5.00 | 4.43 | 2.02 | 2.74 | 3.58 | 0.24 | 2.15 | 4.11 | 3.01 | 3.68 | 3.62 | 3.18 | 5.11 | 9.18 | 6.98 | 7.49 | 5.95 | 4.18 | 3.51 | 3.23 | 2.58 | 2.61 |
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 |
|---|---|---|---|---|
| Optumbank HSA Investment Plan Strategic Asset Allocation – Optimal Moderate |
-6.11%
Feb 2006 – Feb 2009 |
1.48%
Mar 2015 – Mar 2020 |
3.45%
Oct 2013 – Oct 2023 |
4.09%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Optumbank HSA Investment Plan Strategic Asset Allocation – Optimal Moderate |
21.79%
Mar 2003 – Mar 2006 |
18.11%
Oct 2002 – Oct 2007 |
11.36%
Mar 2003 – Mar 2013 |
9.32%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart