Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HOWARD COUNTY GENERAL HOSPITAL INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.19% | 2.20% | 6.59% | 6.19% | 8.24% | 7.57% | 7.58% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HOWARD COUNTY GENERAL HOSPITAL INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.98 | 23.19 | 2.20 | 6.59 | 6.19 | 8.24 | 7.57 | 7.58 | NA | 6.50 | 12.80 | -13.91 | 3.34 | 20.44 | 17.75 | -4.94 | 17.16 | 7.91 | -2.82 | 4.52 | 16.81 | 16.95 | -2.75 | 21.56 | 31.39 | -28.64 | 15.02 | 9.88 | 10.71 | 11.66 | 20.25 | 0.83 | -2.66 |
| Sharpe Ratio | NA | 0.15 | -0.24 | 0.23 | 0.44 | NA | NA | 0.56 | 0.06 | -0.01 | 1.00 | -1.08 | 0.36 | 1.24 | 2.36 | -0.69 | 3.48 | 0.87 | -0.33 | 0.64 | 2.33 | 2.11 | -0.19 | 1.96 | 2.05 | -1.40 | 1.22 | 0.89 | 1.35 | 1.39 | 2.35 | -0.03 | -0.62 |
| Standard Deviation(%) | NA | 8.07 | 10.65 | 11.76 | 9.98 | NA | NA | 10.51 | 6.94 | 8.13 | 8.56 | 14.17 | 9.26 | 16.27 | 6.93 | 9.11 | 4.75 | 8.83 | 8.75 | 7.07 | 7.21 | 8.01 | 14.37 | 10.98 | 15.28 | 21.08 | 9.84 | 7.47 | 6.31 | 7.71 | 8.32 | 9.40 | 7.97 |
| Draw Down(%) | NA | 6.36 | 21.41 | 22.74 | 22.74 | NA | NA | 38.71 | 0.67 | 6.36 | 8.48 | 21.51 | 5.56 | 20.93 | 3.62 | 11.96 | 1.46 | 7.46 | 9.91 | 5.82 | 6.39 | 6.81 | 15.56 | 7.65 | 13.63 | 35.71 | 6.05 | 7.90 | 3.96 | 5.70 | 5.82 | 10.35 | 11.42 |
| Yield(%) | NA | 5.19 | 4.98 | 4.77 | 4.59 | NA | NA | 4.34 | NA | 0.82 | 5.04 | 3.84 | 6.22 | 4.68 | 3.01 | 5.00 | 6.04 | 3.58 | 4.16 | 4.25 | 3.88 | 4.19 | 3.15 | 3.26 | 3.03 | 3.64 | 7.29 | 7.36 | 4.49 | 2.44 | 2.16 | 5.52 | 2.71 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOWARD COUNTY GENERAL HOSPITAL INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-6.86%
Feb 2006 - Feb 2009 |
-0.07%
Feb 2004 - Feb 2009 |
4.86%
Oct 2013 - Oct 2023 |
5.26%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOWARD COUNTY GENERAL HOSPITAL INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.85%
Feb 2009 - Feb 2012 |
18.51%
Feb 2009 - Feb 2014 |
11.74%
Feb 2009 - Feb 2019 |
9.96%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart