Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 3.60% | 4.02% | 3.51% | 3.57% | 6.83% | 8.35% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.69 | 3.60 | 4.02 | 3.51 | 3.57 | 6.83 | 8.35 | … | … | -0.19 | 14.15 | -13.13 | 11.42 | 7.21 | 12.36 | -3.64 | 16.05 | 5.20 | -3.82 | -0.02 | 12.16 | 8.76 | 5.61 | 13.55 | 25.41 | -1.70 | 21.86 | 15.32 | 15.02 | 15.41 | 27.15 | 11.43 | 3.56 |
| Sharpe Ratio | NA | 0.14 | 0.11 | 0.41 | 0.41 | NA | NA | … | … | -0.06 | 1.00 | -1.56 | 1.18 | 0.76 | 2.19 | -0.58 | 2.83 | 0.77 | -0.57 | 0.00 | 1.57 | 1.76 | 0.64 | 1.09 | 2.20 | -0.36 | 1.57 | 1.25 | 1.71 | 1.54 | 4.58 | 1.78 | 0.22 |
| Standard Deviation(%) | NA | 9.31 | 9.56 | 8.83 | 7.92 | NA | NA | … | … | 8.56 | 9.87 | 9.29 | 9.62 | 9.20 | 5.00 | 8.58 | 5.44 | 6.52 | 6.80 | 7.12 | 7.72 | 4.94 | 8.76 | 12.31 | 11.51 | 7.20 | 12.04 | 9.62 | 7.54 | 9.40 | 5.78 | 5.79 | 5.68 |
| Draw Down(%) | NA | 9.52 | 16.96 | 16.96 | 16.96 | NA | NA | … | … | 2.30 | 9.52 | 16.56 | 4.57 | 12.81 | 2.79 | 10.94 | 2.43 | 6.71 | 9.23 | 6.75 | 8.18 | 4.63 | 6.34 | 9.21 | 4.73 | 8.19 | 10.47 | 12.76 | 6.22 | 11.48 | 4.41 | 5.97 | 4.15 |
| Yield(%) | NA | 3.38 | 4.33 | 4.21 | 3.53 | NA | NA | … | … | 0.16 | 3.47 | 2.14 | 7.47 | 3.53 | 4.74 | 2.41 | 0.49 | 4.31 | 3.03 | 4.07 | 3.14 | 4.40 | 3.54 | 3.66 | 3.64 | 3.50 | 8.07 | 5.60 | 4.62 | 3.47 | 6.13 | 4.87 | 5.93 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.14%
Feb 2014 – Feb 2017 |
2.36%
Dec 2017 – Dec 2022 |
3.57%
Oct 2013 – Oct 2023 |
5.77%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE ARCHDIOCESE OF BALTIMORE 403(B) EMPLOYEE RETIREMENT PLAN Tactical Asset Allocation Moderate |
22.42%
Oct 2004 – Oct 2007 |
20.49%
Oct 2002 – Oct 2007 |
15.17%
Apr 2001 – Apr 2011 |
11.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart