Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -7.63% | 7.78% | 15.76% | 11.55% | 9.53% | 9.45% | … | … |
Data as of 03/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 05/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 2.13 | -7.63 | 7.78 | 15.76 | 11.55 | 9.53 | 9.45 | … | … | 7.63 | -19.12 | 9.09 | 16.79 | 18.00 | 58.15 | 12.30 | 5.40 | 3.85 | 5.64 | 17.64 | 14.55 | -0.78 | 10.57 | 25.16 | -23.26 | 8.14 | 11.32 | 9.58 | 9.19 | 11.73 | 7.61 | 2.68 |
| Sharpe Ratio | NA | -0.20 | 0.27 | 0.56 | 0.56 | NA | NA | … | … | 0.64 | -1.29 | 1.06 | 0.89 | 2.49 | 1.12 | 2.65 | 0.60 | 0.43 | 0.83 | 2.55 | 1.81 | -0.06 | 0.96 | 1.59 | -1.10 | 0.58 | 1.19 | 1.33 | 1.22 | 3.06 | 1.54 | 0.08 |
| Standard Deviation(%) | NA | 13.70 | 11.98 | 25.71 | 18.95 | NA | NA | … | … | 8.94 | 15.89 | 8.53 | 18.67 | 6.65 | 50.88 | 4.40 | 8.72 | 8.99 | 6.75 | 6.90 | 7.99 | 13.95 | 10.96 | 15.72 | 21.90 | 8.80 | 6.76 | 5.56 | 6.77 | 3.61 | 4.23 | 4.62 |
| Draw Down(%) | NA | 13.50 | 25.86 | 25.86 | 25.86 | NA | NA | … | … | 5.38 | 24.22 | 4.67 | 23.05 | 3.57 | 7.87 | 2.39 | 7.86 | 8.57 | 5.22 | 5.55 | 6.89 | 13.36 | 9.16 | 16.72 | 33.99 | 5.97 | 6.92 | 3.66 | 5.47 | 2.89 | 2.25 | 3.32 |
| Yield(%) | NA | 2.98 | 3.09 | 3.43 | 3.55 | NA | NA | … | … | 0.52 | 2.45 | 2.34 | 3.96 | 3.31 | 4.20 | 0.33 | 2.81 | 8.18 | 4.39 | 3.73 | 2.75 | 2.83 | 2.92 | 3.72 | 4.42 | 4.78 | 4.58 | 2.87 | 3.40 | 4.40 | 7.22 | 5.59 |
Data as of 03/31/2023, 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 |
|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.81%
Feb 2006 – Feb 2009 |
-0.68%
Feb 2004 – Feb 2009 |
5.76%
Jan 2006 – Jan 2016 |
6.70%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADDUS HEALTHCARE INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
34.62%
Oct 2018 – Oct 2021 |
22.18%
Feb 2016 – Feb 2021 |
16.33%
Feb 2009 – Feb 2019 |
11.38%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart