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401k Investor
CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN
CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate
CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate
live (public) 0.08% January 16
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | PTRAX (TOTAL RETURN FUND ADMINISTRATIVE) | 0.23% | Pacific Investment Management Company Total Return Administrative Fund | 39.94% |
| US Equity | RGAEX (GROWTH FUND OF AMERICA CLASS R-4) | 2.19% | The American Funds American Funds Growth Fund of Amer R4 Fund | 15.65% |
| US Equity | PLFPX (LARGECAP S&P 500 INDEX FUND R-5) | 1.85% | Principal Life Insurance Company LargeCap S P 500 Index Separate Account | 15.53% |
| CASH | CASH (CASH) | 0.0% | Principal Money Mkt Institutional Fund | 0.08% |
| Emerging Market Equity | GBEMX (VICTORY SOPHUS EMERGING MARKETS FUND (FORMERLY VICTORY RS EMERGING MARKETS FUND) CLASS A) | 1.05% | RS Emerging Mkts A Fund | 10.95% |
| International Equity | PIIIX (DIVERSIFIED INTERNATIONAL FUND INSTITUTIONAL CLASS) | 0.77% | Principal Diversified International Institutional Fund | 8.81% |
| International Equity | BISIX (BLACKROCK INTERNATIONAL DIVIDEND FUND INSTITUTIONAL) | 1.10% | Blackrock International Opportunities Institutional Fund | 9.04% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 01/16/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | 2.0% | 21.6% | -2.1% | 1.2% | 2.3% | 4.6% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 21.6% | 20.9% | 12.9% | 15.0% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.3% | 14.9% | 13.9% | 7.1% | 9.4% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
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(%) | -1.2 | 21.6 | -2.1 | 1.2 | 2.3 | 4.6 | 5.6 | 6.1 | 0.8 | 6.8 | 6.4 | -16.4 | -1.0 | 6.0 | 16.8 | -10.6 | 14.8 | 5.9 | -3.0 | 5.2 | 12.7 | 13.8 | -3.7 | 15.4 | 33.2 | -27.1 | 13.7 | 15.9 | 14.7 | 15.3 | 26.2 | -1.4 | 5.3 |
| Sharpe Ratio | NA | 0.64 | -0.38 | -0.16 | 0.09 | NA | NA | 0.45 | 0.1 | 0.38 | 0.25 | -1.35 | -0.1 | 0.33 | 2.25 | -1.21 | 2.95 | 0.66 | -0.37 | 0.72 | 1.86 | 1.85 | -0.23 | 1.34 | 1.98 | -1.23 | 1.01 | 1.41 | 1.86 | 1.89 | 4.02 | -0.31 | 0.39 |
| Draw Down(%) | NA | 5.6 | 21.6 | 29.4 | 29.4 | NA | NA | 39.6 | 1.7 | 5.0 | 9.6 | 22.0 | 8.2 | 29.4 | 4.0 | 17.9 | 1.8 | 8.1 | 10.2 | 6.4 | 6.8 | 6.1 | 18.0 | 8.8 | 15.6 | 38.4 | 8.0 | 11.9 | 5.1 | 8.5 | 6.0 | 14.3 | 8.8 |
| Standard Deviation(%) | NA | 8.3 | 10.9 | 12.5 | 10.5 | NA | NA | 11.0 | 6.1 | 8.5 | 10.7 | 13.2 | 10.6 | 17.8 | 6.8 | 9.9 | 4.8 | 8.6 | 8.4 | 7.2 | 6.8 | 7.4 | 15.8 | 11.4 | 16.7 | 22.7 | 10.4 | 8.8 | 6.7 | 7.6 | 6.3 | 8.2 | 7.4 |
| Treynor Ratio | NA | 0.09 | -0.08 | -0.04 | 0.02 | NA | NA | 0.1 | 0.01 | 0.05 | 0.04 | -0.36 | -0.02 | 0.13 | 0.32 | -0.23 | 0.23 | 0.09 | -0.06 | 0.09 | 0.23 | 0.25 | -0.06 | 0.25 | 0.56 | -0.54 | 0.18 | 0.18 | 0.24 | 0.28 | 0.84 | -0.09 | 0.11 |
| Alpha | NA | -0.02 | -0.03 | -0.03 | -0.02 | NA | NA | 0.01 | 0.01 | -0.03 | -0.03 | -0.03 | -0.07 | -0.01 | 0.01 | -0.03 | 0.01 | 0.0 | -0.01 | -0.01 | -0.01 | 0.02 | -0.02 | 0.03 | 0.06 | -0.03 | 0.04 | 0.02 | 0.04 | 0.04 | 0.06 | 0.02 | 0.02 |
| Beta | NA | 0.59 | 0.54 | 0.5 | 0.51 | NA | NA | 0.5 | 0.55 | 0.59 | 0.62 | 0.5 | 0.66 | 0.45 | 0.48 | 0.52 | 0.62 | 0.61 | 0.5 | 0.58 | 0.56 | 0.55 | 0.65 | 0.6 | 0.59 | 0.52 | 0.6 | 0.69 | 0.52 | 0.5 | 0.3 | 0.27 | 0.27 |
| RSquared | NA | 0.77 | 0.73 | 0.73 | 0.75 | NA | NA | 0.77 | 0.85 | 0.76 | 0.58 | 0.83 | 0.67 | 0.77 | 0.78 | 0.79 | 0.75 | 0.87 | 0.86 | 0.86 | 0.84 | 0.88 | 0.92 | 0.91 | 0.92 | 0.89 | 0.84 | 0.61 | 0.64 | 0.55 | 0.67 | 0.74 | 0.6 |
| Sortino Ratio | NA | 0.86 | -0.51 | -0.21 | 0.11 | NA | NA | 0.6 | 0.16 | 0.5 | 0.34 | -1.78 | -0.13 | 0.41 | 3.3 | -1.49 | 4.64 | 0.91 | -0.49 | 1.0 | 2.65 | 2.86 | -0.3 | 1.94 | 2.91 | -1.61 | 1.37 | 2.03 | 2.77 | 2.67 | 6.43 | -0.43 | 0.53 |
| Yield(%) | N/A | 2.5 | 3.0 | 3.6 | 4.7 | 6.7 | 9.5 | 4.83 | N/A | 2.5 | 5.3 | 2.5 | 2.6 | 6.3 | 2.8 | 5.7 | 4.7 | 3.7 | 6.4 | 7.6 | 6.4 | 3.9 | 3.7 | 3.6 | 3.2 | 5.9 | 7.4 | 7.2 | 6.3 | 5.1 | 2.6 | 3.4 | 4.0 |
| Dividend Growth(%) | N/A | -47.0 | -17.6 | -7.4 | 25.7 | N/A | N/A | N/A | N/A | -47.0 | 69.3 | -3.4 | -57.0 | 163.5 | -56.8 | 40.9 | 37.4 | -44.6 | -11.4 | 31.1 | 88.3 | 2.6 | 17.4 | 49.2 | -59.6 | -10.1 | 17.0 | 35.0 | 40.8 | 147.7 | -25.6 | -9.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 34 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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