Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCPMG PHYSICIANS TAX SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 4.09% | 9.16% | 6.79% | 9.45% | 9.95% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCPMG PHYSICIANS TAX SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.88 | 4.09 | 9.16 | 6.79 | 9.45 | 9.95 | NA | … | … | 18.29 | -1.38 | 13.37 | 5.04 | 0.32 | 11.18 | 19.40 | 9.80 | 1.71 | 17.00 | 17.06 | 0.30 | 10.86 | 12.92 | 9.12 | 13.47 | 15.71 | -5.05 | 2.16 |
| Sharpe Ratio | NA | 1.12 | 1.22 | 0.78 | 0.97 | NA | NA | … | … | 2.32 | -0.26 | 2.56 | 0.53 | 0.03 | 1.47 | 2.81 | 1.17 | 0.12 | 1.47 | 1.82 | -0.11 | 0.86 | 1.32 | 1.22 | 1.75 | 2.09 | -0.96 | -0.02 |
| Standard Deviation(%) | NA | 9.09 | 7.90 | 8.35 | 9.19 | NA | NA | … | … | 7.35 | 10.50 | 4.97 | 9.05 | 8.85 | 7.58 | 6.90 | 8.36 | 13.60 | 11.53 | 9.34 | 5.74 | 9.16 | 7.32 | 5.71 | 7.15 | 7.20 | 6.42 | 6.48 |
| Draw Down(%) | NA | 9.94 | 12.49 | 12.49 | 12.49 | NA | NA | … | … | 3.21 | 12.49 | 2.31 | 7.00 | 7.89 | 4.63 | 4.05 | 6.95 | 11.64 | 8.08 | 4.43 | 5.43 | 6.53 | 9.10 | 4.37 | 7.02 | 6.35 | 8.02 | 8.16 |
| Yield(%) | NA | 3.99 | 3.28 | 3.79 | 2.90 | NA | NA | … | … | 1.70 | 3.40 | 3.11 | 3.24 | 5.28 | 3.70 | 2.46 | 1.98 | 1.97 | 2.19 | 3.74 | 4.38 | 7.26 | 7.31 | 2.96 | 2.95 | 3.47 | 4.92 | 5.52 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| SCPMG PHYSICIANS TAX SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate |
4.40%
Jul 2001 – Jul 2004 |
5.55%
Dec 2013 – Dec 2018 |
8.41%
Sep 2001 – Sep 2011 |
8.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCPMG PHYSICIANS TAX SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate |
15.80%
Apr 2003 – Apr 2006 |
14.16%
Jun 2009 – Jun 2014 |
11.81%
Jul 2003 – Jul 2013 |
10.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart