Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MossAdams HSA Investment Plan Strategic Asset Allocation – Optimal Moderate | NA | 13.20% | 7.90% | 5.94% | 8.04% | 6.84% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MossAdams HSA Investment Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.55 | 13.20 | 7.90 | 5.94 | 8.04 | 6.84 | NA | … | … | 18.90 | -5.69 | 13.45 | 9.34 | -1.70 | 8.70 | 9.91 | 11.73 | 1.17 | 14.71 | 25.35 | -23.98 | 4.69 | 14.17 | 8.34 | 13.77 | 21.91 | -8.57 | -4.37 |
| Sharpe Ratio | NA | 2.71 | 1.07 | 0.78 | 0.85 | NA | NA | … | … | 2.71 | -0.80 | 3.10 | 1.11 | -0.21 | 1.45 | 1.34 | 1.50 | 0.08 | 1.21 | 1.28 | -1.02 | 0.17 | 1.50 | 0.93 | 1.69 | 2.63 | -0.83 | -0.57 |
| Standard Deviation(%) | NA | 6.46 | 6.74 | 7.40 | 8.77 | NA | NA | … | … | 6.46 | 8.75 | 4.14 | 8.23 | 8.36 | 5.98 | 7.38 | 7.77 | 14.16 | 12.08 | 19.79 | 24.34 | 9.68 | 7.23 | 6.61 | 7.60 | 8.07 | 11.71 | 11.66 |
| Draw Down(%) | NA | 3.01 | 11.69 | 11.69 | 12.41 | NA | NA | … | … | 3.01 | 11.69 | 1.92 | 5.68 | 9.05 | 4.76 | 7.91 | 6.30 | 12.41 | 8.33 | 18.55 | 36.40 | 6.33 | 6.61 | 4.15 | 8.23 | 6.97 | 16.61 | 17.41 |
| Yield(%) | NA | 2.62 | 2.68 | 2.78 | 2.99 | NA | NA | … | … | 2.62 | 2.54 | 2.75 | 3.35 | 2.55 | 2.58 | 3.05 | 3.65 | 3.03 | 3.47 | 3.56 | 3.42 | 3.63 | 3.51 | 3.44 | 3.38 | 4.05 | 2.38 | 2.99 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| MossAdams HSA Investment Plan Strategic Asset Allocation – Optimal Moderate |
-8.62%
Feb 2006 – Feb 2009 |
-1.30%
Feb 2004 – Feb 2009 |
5.04%
Feb 2006 – Feb 2016 |
5.56%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MossAdams HSA Investment Plan Strategic Asset Allocation – Optimal Moderate |
21.35%
Feb 2009 – Feb 2012 |
15.99%
Feb 2009 – Feb 2014 |
10.66%
Feb 2009 – Feb 2019 |
8.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart