Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| St. Dominic Health Services Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 24.55% | 2.97% | 8.46% | 7.22% | 8.65% | 7.00% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| St. Dominic Health Services 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 (%) | -0.94 | 24.55 | 2.97 | 8.46 | 7.22 | 8.65 | 7.00 | … | … | 0.57 | 6.36 | 11.82 | -11.80 | 4.02 | 26.66 | 20.54 | -4.31 | 10.30 | 6.98 | 2.04 | 6.05 | 17.71 | 12.44 | -1.53 | 17.84 | 23.85 | -23.11 | 5.08 | 9.86 | 3.86 | 12.06 | 22.74 | -5.45 | 10.17 |
| Sharpe Ratio | NA | 0.09 | -0.20 | 0.32 | 0.49 | NA | NA | … | … | 0.05 | -0.03 | 0.83 | -0.90 | 0.38 | 1.48 | 2.55 | -0.54 | 2.10 | 0.81 | 0.22 | 0.96 | 2.58 | 1.61 | -0.10 | 1.43 | 1.28 | -1.09 | 0.25 | 0.81 | 0.22 | 1.30 | 2.08 | -0.49 | 0.83 |
| Standard Deviation(%) | NA | 9.32 | 11.34 | 12.79 | 10.74 | NA | NA | … | … | 9.78 | 9.31 | 9.11 | 14.70 | 10.63 | 17.81 | 7.50 | 10.32 | 4.60 | 8.42 | 9.13 | 6.27 | 6.86 | 7.71 | 15.58 | 12.41 | 18.62 | 21.96 | 8.39 | 8.12 | 7.79 | 8.54 | 10.60 | 13.28 | 9.49 |
| Draw Down(%) | NA | 7.93 | 19.45 | 22.07 | 22.07 | NA | NA | … | … | 0.79 | 7.92 | 9.05 | 19.52 | 8.40 | 22.07 | 3.59 | 13.01 | 2.38 | 8.17 | 8.97 | 4.85 | 5.64 | 6.08 | 16.22 | 10.59 | 18.93 | 34.99 | 5.45 | 5.64 | 4.54 | 6.04 | 9.47 | 18.68 | 9.27 |
| Yield(%) | NA | 4.78 | 4.31 | 4.97 | 4.67 | NA | NA | … | … | NA | 0.72 | 4.73 | 3.70 | 3.71 | 5.52 | 7.21 | 5.67 | 0.77 | 2.89 | 8.30 | 4.50 | 2.73 | 3.69 | 2.88 | 3.88 | 3.42 | 2.38 | 5.92 | 4.05 | 3.03 | 3.69 | 3.04 | 3.63 | 6.69 |
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 |
|---|---|---|---|---|
| St. Dominic Health Services Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-9.10%
Feb 2006 – Feb 2009 |
-2.86%
Feb 2004 – Feb 2009 |
5.32%
May 2002 – May 2012 |
5.64%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| St. Dominic Health Services Retirement Plan Strategic Asset Allocation – Optimal Moderate |
20.39%
Feb 2009 – Feb 2012 |
17.26%
Feb 2009 – Feb 2014 |
11.07%
Feb 2009 – Feb 2019 |
10.24%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart