Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Strategic Asset Allocation – Optimal Moderate | NA | 21.07% | 3.91% | 7.10% | 5.64% | 6.53% | 4.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wake Forest Baptist Medical Center 403B 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 (%) | -0.80 | 21.07 | 3.91 | 7.10 | 5.64 | 6.53 | 4.93 | … | … | 0.40 | 9.42 | 10.37 | -9.07 | 8.62 | 14.30 | 15.07 | -6.47 | 10.41 | 3.63 | 0.88 | 1.69 | 14.75 | 12.96 | -5.18 | 14.07 | 18.07 | -27.45 | 3.20 | 12.97 | 4.31 | 9.20 | 18.41 | -12.28 | -3.34 |
| Sharpe Ratio | NA | 0.53 | -0.06 | 0.33 | 0.38 | NA | NA | … | … | 0.04 | 0.40 | 0.75 | -0.83 | 0.89 | 0.74 | 1.78 | -0.82 | 2.08 | 0.40 | 0.10 | 0.24 | 2.00 | 1.47 | -0.32 | 1.16 | 0.91 | -1.14 | 0.02 | 1.37 | 0.35 | 1.17 | 1.80 | -0.91 | -0.43 |
| Standard Deviation(%) | NA | 7.07 | 9.58 | 12.10 | 10.26 | NA | NA | … | … | 7.63 | 7.12 | 8.11 | 12.59 | 9.61 | 19.06 | 7.66 | 9.52 | 4.70 | 8.61 | 8.84 | 7.06 | 7.37 | 8.77 | 16.30 | 12.09 | 19.77 | 24.87 | 10.35 | 7.09 | 6.11 | 7.05 | 9.87 | 14.73 | 13.10 |
| Draw Down(%) | NA | 4.08 | 15.74 | 20.25 | 20.25 | NA | NA | … | … | 0.57 | 4.08 | 6.35 | 16.05 | 4.95 | 20.25 | 3.95 | 13.18 | 1.65 | 7.47 | 7.43 | 5.91 | 5.12 | 7.43 | 17.40 | 8.79 | 18.89 | 37.06 | 7.17 | 8.23 | 3.91 | 5.58 | 7.92 | 20.45 | 17.82 |
| Yield(%) | NA | 2.46 | 3.76 | 4.20 | 3.12 | NA | NA | … | … | NA | 0.64 | 2.57 | 3.96 | 3.79 | 7.69 | 2.00 | 3.91 | 0.35 | 1.63 | 3.04 | 1.09 | 3.44 | 1.20 | 0.67 | 0.22 | 0.43 | 1.25 | 4.25 | 5.90 | 2.49 | 0.39 | 0.64 | 1.13 | 1.55 |
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 |
|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Strategic Asset Allocation – Optimal Moderate |
-11.05%
Feb 2006 – Feb 2009 |
-4.18%
Feb 2004 – Feb 2009 |
2.48%
Dec 2001 – Dec 2011 |
2.93%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wake Forest Baptist Medical Center 403B Plan Strategic Asset Allocation – Optimal Moderate |
16.47%
Feb 2009 – Feb 2012 |
14.21%
Feb 2009 – Feb 2014 |
8.45%
Feb 2009 – Feb 2019 |
7.85%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart