Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRYANLGH HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.00% | 1.71% | 6.53% | 6.14% | 7.70% | 7.14% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRYANLGH 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 (%) | -1.24 | 25.00 | 1.71 | 6.53 | 6.14 | 7.70 | 7.14 | … | … | 0.18 | 7.63 | 12.13 | -15.37 | 10.24 | 15.13 | 19.78 | -5.85 | 11.27 | 5.89 | 1.74 | 5.88 | 14.74 | 14.70 | 0.01 | 14.83 | 25.53 | -22.62 | 7.69 | 13.02 | 10.21 | 13.42 | 23.23 | -3.87 | 2.21 |
| Sharpe Ratio | NA | 0.22 | -0.25 | 0.23 | 0.40 | NA | NA | … | … | 0.02 | 0.12 | 0.88 | -1.16 | 1.20 | 0.79 | 2.97 | -0.80 | 2.65 | 0.67 | 0.20 | 0.90 | 2.04 | 1.87 | 0.00 | 1.24 | 1.38 | -1.00 | 0.51 | 1.38 | 1.33 | 1.66 | 2.79 | -0.49 | -0.01 |
| Standard Deviation(%) | NA | 8.59 | 11.00 | 12.58 | 10.36 | NA | NA | … | … | 7.68 | 8.63 | 8.95 | 14.44 | 8.49 | 18.82 | 6.19 | 8.98 | 4.01 | 8.52 | 8.79 | 6.53 | 7.22 | 7.84 | 15.42 | 11.94 | 18.46 | 23.46 | 9.29 | 7.09 | 6.05 | 7.51 | 8.09 | 10.21 | 8.56 |
| Draw Down(%) | NA | 6.33 | 20.53 | 22.62 | 22.62 | NA | NA | … | … | 0.63 | 6.22 | 8.78 | 21.34 | 4.36 | 22.62 | 2.83 | 12.12 | 1.94 | 8.05 | 8.94 | 4.84 | 6.72 | 6.12 | 14.93 | 8.80 | 18.79 | 35.36 | 5.84 | 7.45 | 3.80 | 6.78 | 7.11 | 13.88 | 10.58 |
| Yield(%) | NA | 5.20 | 5.14 | 5.50 | 5.08 | NA | NA | … | … | NA | 0.98 | 4.87 | 4.52 | 4.95 | 7.50 | 4.38 | 5.03 | 0.51 | 3.19 | 6.89 | 7.97 | 5.09 | 4.06 | 2.63 | 4.10 | 4.31 | 5.30 | 6.22 | 4.17 | 3.65 | 3.15 | 2.92 | 3.96 | 4.83 |
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 |
|---|---|---|---|---|
| BRYANLGH HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-7.24%
Feb 2006 – Feb 2009 |
-0.24%
Feb 2004 – Feb 2009 |
4.53%
Oct 2013 – Oct 2023 |
5.11%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRYANLGH HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
21.06%
Feb 2009 – Feb 2012 |
17.34%
Feb 2009 – Feb 2014 |
10.91%
Feb 2009 – Feb 2019 |
9.37%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart