Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.57% | 3.94% | 8.16% | 6.95% | 8.32% | 7.31% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS 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 (%) | -0.92 | 25.57 | 3.94 | 8.16 | 6.95 | 8.32 | 7.31 | … | … | 0.71 | 8.52 | 11.58 | -12.72 | 9.58 | 20.32 | 19.54 | -4.95 | 11.40 | 2.60 | 4.13 | 4.14 | 19.07 | 12.99 | -0.43 | 16.14 | 27.60 | -28.09 | 11.99 | 9.15 | 8.55 | 14.32 | 26.91 | -6.63 | 5.16 |
| Sharpe Ratio | NA | 0.40 | -0.11 | 0.28 | 0.32 | NA | NA | … | … | 0.06 | 0.20 | 0.84 | -0.58 | 0.99 | 1.05 | 2.32 | -0.20 | 2.01 | 0.27 | 0.47 | 0.54 | 2.56 | 1.71 | -0.03 | 1.31 | 1.55 | -1.29 | 0.99 | 0.80 | 1.04 | 1.66 | 2.91 | -0.72 | 0.35 |
| Standard Deviation(%) | NA | 9.40 | 15.89 | 15.62 | 15.72 | NA | NA | … | … | 10.18 | 9.46 | 8.76 | 24.32 | 9.63 | 19.22 | 7.81 | 31.76 | 5.36 | 8.99 | 8.78 | 7.69 | 7.44 | 7.56 | 15.38 | 12.27 | 17.73 | 22.57 | 9.05 | 7.35 | 6.14 | 8.04 | 9.00 | 10.72 | 8.21 |
| Draw Down(%) | NA | 6.45 | 25.53 | 26.08 | 26.08 | NA | NA | … | … | 0.85 | 6.45 | 8.36 | 26.08 | 6.01 | 22.57 | 3.96 | 21.03 | 2.56 | 10.16 | 8.96 | 5.10 | 5.13 | 6.49 | 13.81 | 9.41 | 16.75 | 37.77 | 5.98 | 7.90 | 4.66 | 6.33 | 6.95 | 19.01 | 11.21 |
| Yield(%) | NA | 4.23 | 5.79 | 4.86 | 4.62 | NA | NA | … | … | NA | 0.73 | 4.14 | 3.50 | 9.13 | 3.33 | 3.91 | 7.75 | 0.33 | 3.68 | 5.44 | 5.11 | 4.30 | 3.52 | 2.42 | 2.18 | 2.78 | 2.72 | 5.52 | 5.67 | 4.07 | 4.16 | 4.04 | 4.49 | 7.11 |
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 |
|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.23%
Feb 2006 – Feb 2009 |
-1.16%
Feb 2004 – Feb 2009 |
5.26%
Oct 2013 – Oct 2023 |
5.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.64%
Feb 2009 – Feb 2012 |
18.03%
Feb 2009 – Feb 2014 |
11.06%
Feb 2009 – Feb 2019 |
10.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart