Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 5.85% | 1.70% | 2.23% | 5.38% | 5.93% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Strategic Asset Allocation – Optimal 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 (%) | 2.06 | 5.85 | 1.70 | 2.23 | 5.38 | 5.93 | NA | … | … | 7.29 | 17.40 | -8.88 | 5.89 | 4.92 | -1.02 | 2.28 | 10.16 | 14.17 | -2.51 | 14.63 | 33.15 | -25.75 | 14.18 | 14.28 | 11.03 | 11.98 | 22.41 | -3.19 | -0.96 |
| Sharpe Ratio | NA | 0.67 | 0.18 | 0.29 | 0.44 | NA | NA | … | … | 0.38 | 2.30 | -0.37 | 0.96 | 0.57 | -0.13 | 0.30 | 1.32 | 2.03 | -0.18 | 1.33 | 1.97 | -1.25 | 1.15 | 1.52 | 1.54 | 1.66 | 3.00 | -0.40 | -0.32 |
| Standard Deviation(%) | NA | 15.39 | 18.54 | 15.15 | 12.55 | NA | NA | … | … | 18.55 | 6.93 | 27.33 | 5.46 | 8.23 | 8.19 | 7.61 | 7.65 | 6.94 | 14.17 | 10.94 | 16.80 | 21.36 | 9.66 | 7.22 | 5.76 | 6.62 | 7.23 | 10.81 | 10.30 |
| Draw Down(%) | NA | 19.19 | 26.13 | 26.13 | 26.13 | NA | NA | … | … | 19.19 | 3.09 | 26.13 | 4.35 | 7.34 | 10.30 | 5.77 | 8.26 | 5.65 | 14.99 | 7.95 | 16.11 | 37.12 | 6.51 | 8.67 | 4.18 | 6.39 | 6.76 | 15.99 | 14.11 |
| Yield(%) | NA | 5.75 | 4.02 | 3.68 | 4.03 | NA | NA | … | … | 0.30 | 7.70 | 5.08 | 0.25 | 2.22 | 6.74 | 7.02 | 4.65 | 3.36 | 2.22 | 2.56 | 3.11 | 6.54 | 7.24 | 5.33 | 5.69 | 3.11 | 4.75 | 0.54 | 9.40 |
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 |
|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-5.51%
Feb 2006 – Feb 2009 |
0.41%
Mar 2015 – Mar 2020 |
3.87%
Mar 2010 – Mar 2020 |
5.33%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHATTAHOOCHEE VALLEY HOSPITAL SOCIETY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
20.93%
Feb 2009 – Feb 2012 |
15.80%
Feb 2009 – Feb 2014 |
10.28%
Mar 2003 – Mar 2013 |
8.19%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart