Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Tactical Asset Allocation Moderate | NA | 23.35% | -0.05% | 5.80% | 4.79% | 6.30% | 7.33% | 8.15% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tenet Healthcare Corp 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 (%) | -1.41 | 23.35 | -0.05 | 5.80 | 4.79 | 6.30 | 7.33 | 8.15 | NA | 4.11 | 13.50 | -22.01 | 16.27 | 18.59 | 9.38 | -4.05 | 12.14 | 6.92 | -4.12 | 1.02 | 13.10 | 11.62 | 3.58 | 12.28 | 25.61 | -0.75 | 10.48 | 19.46 | 1.08 | 12.17 | 21.58 | 4.81 | 8.03 |
| Sharpe Ratio | NA | -0.19 | -0.43 | 0.20 | 0.28 | NA | NA | 0.75 | -0.02 | -0.26 | 0.86 | -1.39 | 1.56 | 2.13 | 1.58 | -0.71 | 2.15 | 1.15 | -0.64 | 0.15 | 1.97 | 2.56 | 0.34 | 0.92 | 2.57 | -0.28 | 0.78 | 2.10 | -0.15 | 1.48 | 3.87 | 0.78 | 1.11 |
| Standard Deviation(%) | NA | 9.38 | 12.73 | 11.61 | 9.28 | NA | NA | 8.49 | 9.33 | 9.47 | 10.79 | 16.81 | 10.42 | 8.61 | 5.05 | 7.56 | 5.35 | 5.86 | 6.47 | 6.49 | 6.63 | 4.52 | 10.52 | 13.20 | 9.91 | 5.95 | 9.60 | 7.72 | 7.44 | 7.59 | 5.40 | 4.71 | 5.15 |
| Draw Down(%) | NA | 7.40 | 22.58 | 25.59 | 25.59 | NA | NA | 25.59 | 0.93 | 7.13 | 10.96 | 25.59 | 5.24 | 9.51 | 2.94 | 10.61 | 2.16 | 4.75 | 9.63 | 7.02 | 5.95 | 3.45 | 10.60 | 10.81 | 4.79 | 9.34 | 7.54 | 5.90 | 5.55 | 9.35 | 2.87 | 4.02 | 3.85 |
| Yield(%) | NA | 3.31 | 5.50 | 5.49 | 3.87 | NA | NA | 4.61 | NA | 0.01 | 3.47 | 4.15 | 9.55 | 5.76 | 4.82 | 1.33 | 0.26 | 3.88 | 2.41 | 3.46 | 4.23 | 5.23 | 2.85 | 5.25 | 5.94 | 3.98 | 7.73 | 5.15 | 3.83 | 4.13 | 4.27 | 6.14 | 8.13 |
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 |
|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Tactical Asset Allocation Moderate |
-2.69%
Dec 2021 - Dec 2024 |
2.13%
Sep 2017 - Sep 2022 |
2.92%
Oct 2013 - Oct 2023 |
5.63%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Tactical Asset Allocation Moderate |
15.18%
Jul 2008 - Jul 2011 |
14.00%
May 2006 - May 2011 |
12.07%
Apr 2001 - Apr 2011 |
9.73%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart