Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 6.01% | 2.55% | 2.51% | 4.38% | 3.77% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 6.01 | 2.55 | 2.51 | 4.38 | 3.77 | NA | … | … | 4.51 | 8.61 | -3.74 | 4.77 | 3.98 | -0.44 | 3.16 | 7.99 | 8.71 | 4.19 | 7.81 | 15.34 | -14.85 | 8.76 | 5.17 | -0.08 | 10.69 | 18.26 | 5.27 | 5.65 |
| Sharpe Ratio | NA | 0.57 | 0.36 | 0.55 | 0.87 | NA | NA | … | … | 0.52 | 1.75 | -1.01 | 1.24 | 1.03 | -0.10 | 0.88 | 2.14 | 2.11 | 0.75 | 1.31 | 2.40 | -1.57 | 1.17 | 0.51 | -0.51 | 1.52 | 2.76 | 0.66 | 0.62 |
| Standard Deviation(%) | NA | 7.24 | 5.60 | 4.88 | 4.69 | NA | NA | … | … | 8.33 | 4.12 | 5.04 | 3.33 | 3.65 | 4.58 | 3.56 | 3.71 | 4.10 | 5.54 | 5.89 | 6.35 | 10.03 | 4.90 | 3.71 | 4.45 | 6.40 | 6.37 | 6.36 | 5.36 |
| Draw Down(%) | NA | 10.37 | 10.37 | 10.37 | 10.37 | NA | NA | … | … | 10.37 | 2.34 | 8.85 | 2.57 | 1.80 | 4.42 | 3.36 | 3.27 | 2.16 | 3.85 | 3.93 | 3.42 | 21.37 | 3.42 | 2.14 | 4.63 | 6.63 | 4.43 | 6.08 | 4.10 |
| Yield(%) | NA | 3.79 | 3.56 | 3.63 | 4.00 | NA | NA | … | … | 0.95 | 5.38 | 4.84 | 0.24 | 2.95 | 6.90 | 4.42 | 2.67 | 5.41 | 6.19 | 2.06 | 5.37 | 3.63 | 4.94 | 3.90 | 3.49 | 4.66 | 5.22 | 5.26 | 9.30 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Tactical Asset Allocation Moderate |
-1.46%
Feb 2006 – Feb 2009 |
0.54%
Feb 2004 – Feb 2009 |
3.14%
Feb 2008 – Feb 2018 |
3.66%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPRESS SCRIPTS INC. 401K PLAN Tactical Asset Allocation Moderate |
12.32%
Jun 2002 – Jun 2005 |
9.19%
Nov 2002 – Nov 2007 |
6.49%
Jul 2002 – Jul 2012 |
5.74%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart