Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Texas Health Resources 401k Plan Tactical Asset Allocation Moderate | NA | 19.67% | -0.02% | 4.79% | 4.34% | 5.00% | 5.89% | 6.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Texas Health Resources 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.08 | 19.67 | -0.02 | 4.79 | 4.34 | 5.00 | 5.89 | 6.14 | NA | 4.07 | 5.92 | -14.75 | 6.17 | 17.42 | 5.45 | -1.45 | 16.49 | 4.09 | -3.13 | -1.96 | 15.34 | 4.60 | 5.98 | 4.75 | 10.85 | 5.99 | 10.49 | 10.14 | 3.76 | 8.38 | 16.02 | 4.81 | 0.85 |
| Sharpe Ratio | NA | -0.09 | -0.58 | 0.09 | 0.27 | NA | NA | 0.60 | 0.06 | -0.23 | 0.22 | -1.68 | 0.68 | 1.58 | 1.03 | -0.35 | 3.45 | 0.93 | -0.62 | -0.30 | 2.23 | 0.89 | 0.83 | 0.47 | 1.12 | 0.99 | 0.85 | 1.03 | 0.27 | 1.01 | 2.26 | 0.88 | -0.37 |
| Standard Deviation(%) | NA | 10.84 | 9.46 | 9.69 | 7.83 | NA | NA | 7.33 | 10.95 | 10.82 | 7.57 | 9.62 | 9.04 | 10.89 | 3.92 | 7.99 | 4.60 | 4.16 | 5.10 | 6.63 | 6.88 | 5.11 | 7.19 | 9.90 | 9.61 | 5.14 | 8.86 | 6.68 | 5.95 | 7.38 | 6.79 | 4.18 | 3.98 |
| Draw Down(%) | NA | 10.44 | 17.75 | 19.43 | 19.43 | NA | NA | 19.43 | 0.83 | 10.44 | 5.86 | 15.37 | 3.82 | 10.21 | 2.84 | 8.04 | 1.51 | 3.65 | 5.15 | 5.29 | 5.15 | 3.65 | 4.11 | 8.19 | 4.47 | 2.80 | 5.44 | 5.71 | 3.99 | 5.83 | 2.82 | 2.79 | 4.85 |
| Yield(%) | NA | 3.96 | 3.74 | 4.98 | 4.11 | NA | NA | 3.84 | NA | 0.88 | 4.22 | 2.37 | 3.76 | 10.52 | 3.16 | 2.63 | 5.05 | 2.41 | 2.30 | 3.81 | 2.52 | 3.53 | 4.12 | 2.53 | 3.51 | 5.02 | 2.76 | 7.34 | 2.83 | 5.85 | 2.87 | 3.12 | 1.26 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Texas Health Resources 401k Plan Tactical Asset Allocation Moderate |
-2.05%
Dec 2021 - Dec 2024 |
0.89%
Sep 2018 - Sep 2023 |
2.53%
Oct 2013 - Oct 2023 |
4.29%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Texas Health Resources 401k Plan Tactical Asset Allocation Moderate |
10.82%
Oct 2004 - Oct 2007 |
10.53%
Oct 2002 - Oct 2007 |
8.54%
Apr 2003 - Apr 2013 |
7.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart