Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.92% | 1.25% | 5.20% | 5.22% | 6.28% | 5.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT 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 (%) | -0.97 | 21.92 | 1.25 | 5.20 | 5.22 | 6.28 | 5.99 | … | … | 0.31 | 7.81 | 13.66 | -15.62 | 4.76 | 14.35 | 18.79 | -5.48 | 10.26 | 8.47 | -0.46 | 3.77 | 9.92 | 8.87 | -1.00 | 14.88 | 26.59 | -27.49 | 8.87 | 13.91 | 10.91 | 16.71 | 30.23 | -0.10 | 5.44 |
| Sharpe Ratio | NA | 0.30 | -0.25 | 0.15 | 0.20 | NA | NA | … | … | 0.04 | 0.16 | 1.06 | -1.33 | 0.54 | 0.73 | 2.57 | -0.14 | 1.62 | 0.93 | -0.06 | 0.55 | 1.34 | 1.09 | -0.07 | 1.27 | 1.42 | -1.23 | 0.58 | 1.30 | 1.35 | 1.96 | 3.95 | -0.15 | 0.39 |
| Standard Deviation(%) | NA | 7.59 | 10.03 | 12.25 | 18.10 | NA | NA | … | … | 7.19 | 7.67 | 8.90 | 12.76 | 8.74 | 19.26 | 6.77 | 48.03 | 5.94 | 8.86 | 8.24 | 6.86 | 7.39 | 8.11 | 14.88 | 11.66 | 18.68 | 23.08 | 10.11 | 8.21 | 6.49 | 8.05 | 7.48 | 8.32 | 8.12 |
| Draw Down(%) | NA | 4.51 | 20.39 | 24.90 | 37.95 | NA | NA | … | … | 0.60 | 4.51 | 8.85 | 20.40 | 5.28 | 24.90 | 2.96 | 34.33 | 5.83 | 6.81 | 9.50 | 5.81 | 8.25 | 8.64 | 15.52 | 8.53 | 18.92 | 39.27 | 7.55 | 9.34 | 4.48 | 8.21 | 5.47 | 13.85 | 11.06 |
| Yield(%) | NA | 3.85 | 4.73 | 4.74 | 3.92 | NA | NA | … | … | NA | 0.59 | 3.94 | 4.88 | 4.64 | 6.67 | 2.68 | 4.52 | 0.24 | 2.97 | 3.59 | 4.51 | 4.00 | 3.42 | 3.88 | 3.11 | 2.32 | 2.62 | 8.14 | 5.15 | 4.09 | 4.24 | 2.68 | 3.17 | 3.37 |
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 |
|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation – Optimal Mo |
-9.32%
Feb 2006 – Feb 2009 |
-0.82%
Feb 2004 – Feb 2009 |
3.76%
Oct 2013 – Oct 2023 |
3.43%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Strategic Asset Allocation – Optimal Mo |
21.73%
Mar 2003 – Mar 2006 |
17.49%
Oct 2002 – Oct 2007 |
9.78%
Feb 2009 – Feb 2019 |
8.60%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart