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 Strategic Asset Allocation – Optimal Moderate | NA | 11.13% | 8.59% | 6.78% | 9.01% | 7.46% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCPMG PHYSICIANS TAX SAVINGS RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| 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 (%) | 1.05 | 11.13 | 8.59 | 6.78 | 9.01 | 7.46 | NA | … | … | 17.75 | -3.47 | 15.31 | 5.31 | 2.49 | 7.98 | 19.16 | 12.18 | 0.07 | 14.79 | 24.88 | -23.23 | 6.76 | 11.01 | 7.32 | 14.26 | 25.03 | -5.72 | 2.86 |
| Sharpe Ratio | NA | 2.12 | 1.05 | 0.80 | 0.95 | NA | NA | … | … | 2.12 | -0.46 | 3.43 | 0.63 | 0.28 | 1.20 | 2.71 | 1.52 | 0.00 | 1.27 | 1.44 | -1.09 | 0.40 | 1.08 | 0.84 | 1.90 | 2.91 | -0.57 | 0.05 |
| Standard Deviation(%) | NA | 7.70 | 7.90 | 8.12 | 9.00 | NA | NA | … | … | 7.70 | 10.43 | 4.29 | 8.13 | 8.78 | 6.63 | 7.07 | 7.96 | 13.76 | 11.59 | 17.26 | 22.08 | 9.21 | 7.17 | 6.16 | 7.00 | 8.35 | 11.87 | 10.54 |
| Draw Down(%) | NA | 4.45 | 11.26 | 11.26 | 12.51 | NA | NA | … | … | 4.45 | 11.26 | 1.53 | 7.27 | 7.63 | 4.47 | 4.96 | 6.60 | 12.51 | 9.01 | 17.57 | 34.82 | 7.54 | 7.21 | 4.10 | 6.17 | 7.53 | 16.65 | 13.47 |
| Yield(%) | NA | 3.30 | 2.40 | 3.05 | 2.83 | NA | NA | … | … | 3.30 | 3.45 | 0.34 | 2.84 | 5.28 | 3.42 | 2.79 | 2.29 | 2.25 | 2.17 | 2.64 | 3.54 | 6.92 | 7.23 | 4.33 | 3.50 | 3.39 | 3.45 | 4.25 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-7.73%
Feb 2006 – Feb 2009 |
-1.08%
Feb 2004 – Feb 2009 |
6.10%
Feb 2006 – Feb 2016 |
6.89%
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 Strategic Asset Allocation – Optimal Moderate |
19.91%
Feb 2009 – Feb 2012 |
17.11%
Feb 2009 – Feb 2014 |
11.70%
Feb 2009 – Feb 2019 |
9.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart