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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.36% | 3.41% | 8.29% | 6.62% | 7.01% | 6.40% | 6.53% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.96 | 20.36 | 3.41 | 8.29 | 6.62 | 7.01 | 6.40 | 6.53 | NA | 8.68 | 12.59 | -10.64 | 2.68 | 26.40 | 15.50 | -5.98 | 17.85 | 1.91 | -0.19 | -0.18 | 15.20 | 11.95 | -0.88 | 9.91 | 24.02 | -24.03 | 9.59 | 9.22 | 8.31 | 12.19 | 19.11 | -2.00 | 1.09 |
| Sharpe Ratio | NA | 0.45 | -0.03 | 0.46 | 0.52 | NA | NA | 0.47 | 0.10 | 0.27 | 1.11 | -0.98 | 0.26 | 1.93 | 2.39 | -0.77 | 3.91 | 0.20 | -0.03 | -0.03 | 2.23 | 1.59 | -0.07 | 0.92 | 1.34 | -1.18 | 0.71 | 0.83 | 0.85 | 1.45 | 2.25 | -0.30 | -0.12 |
| Standard Deviation(%) | NA | 7.82 | 9.46 | 10.57 | 9.22 | NA | NA | 10.41 | 7.29 | 7.86 | 7.50 | 12.24 | 10.19 | 13.59 | 5.90 | 9.42 | 4.40 | 8.64 | 8.72 | 7.15 | 6.80 | 7.47 | 13.38 | 10.71 | 17.86 | 21.21 | 9.26 | 7.14 | 7.21 | 7.76 | 8.20 | 10.48 | 10.19 |
| Draw Down(%) | NA | 5.44 | 15.65 | 18.45 | 18.45 | NA | NA | 35.92 | 0.50 | 5.44 | 5.83 | 16.41 | 8.32 | 15.27 | 3.19 | 12.84 | 1.38 | 7.97 | 8.31 | 6.44 | 6.15 | 6.04 | 12.18 | 8.39 | 16.48 | 34.09 | 6.19 | 6.91 | 4.91 | 5.59 | 6.05 | 12.88 | 11.79 |
| Yield(%) | NA | 3.68 | 3.58 | 4.02 | 3.70 | NA | NA | 3.78 | NA | 0.73 | 3.80 | 2.57 | 4.05 | 6.52 | 2.49 | 2.88 | 4.36 | 2.06 | 4.11 | 3.42 | 3.10 | 2.99 | 3.06 | 2.64 | 2.97 | 3.03 | 7.29 | 4.07 | 2.35 | 7.71 | 3.17 | 4.13 | 3.50 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.98%
Feb 2006 - Feb 2009 |
-0.75%
Feb 2004 - Feb 2009 |
3.95%
Dec 2006 - Dec 2016 |
4.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Texas Health Resources 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
16.87%
Feb 2009 - Feb 2012 |
14.38%
Feb 2009 - Feb 2014 |
8.76%
Feb 2009 - Feb 2019 |
8.60%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart