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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.22% | 1.26% | 5.28% | 4.81% | 6.30% | 5.76% | 6.42% |
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 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 (%) | -1.32 | 23.22 | 1.26 | 5.28 | 4.81 | 6.30 | 5.76 | 6.42 | NA | 6.37 | 9.27 | -14.17 | 9.71 | 11.54 | 16.96 | -7.58 | 10.93 | 7.04 | -2.38 | 6.10 | 8.04 | 11.10 | 3.89 | 13.53 | 25.84 | -20.91 | 4.22 | 12.25 | 6.14 | 11.38 | 25.40 | -0.16 | 1.67 |
| Sharpe Ratio | NA | 0.10 | -0.36 | 0.14 | 0.28 | NA | NA | 0.52 | 0.02 | -0.03 | 0.57 | -1.31 | 1.15 | 0.67 | 2.64 | -1.11 | 2.00 | 0.78 | -0.30 | 0.98 | 1.21 | 2.15 | 0.35 | 1.46 | 1.78 | -1.36 | 0.17 | 1.63 | 0.77 | 1.79 | 4.06 | -0.18 | -0.09 |
| Standard Deviation(%) | NA | 8.72 | 9.91 | 11.45 | 9.60 | NA | NA | 9.08 | 10.13 | 8.73 | 8.79 | 11.87 | 8.45 | 16.94 | 5.90 | 8.04 | 5.15 | 8.80 | 8.00 | 6.20 | 6.60 | 5.13 | 10.96 | 9.20 | 14.43 | 16.03 | 7.14 | 5.51 | 5.16 | 5.85 | 6.09 | 7.04 | 6.78 |
| Draw Down(%) | NA | 6.84 | 19.41 | 22.96 | 22.96 | NA | NA | 32.75 | 0.88 | 6.83 | 8.89 | 20.09 | 4.95 | 22.96 | 3.13 | 12.26 | 2.03 | 6.82 | 9.51 | 5.82 | 6.81 | 4.04 | 10.10 | 6.75 | 14.18 | 31.12 | 5.52 | 4.89 | 3.68 | 6.91 | 4.71 | 11.25 | 9.62 |
| Yield(%) | NA | 2.01 | 3.18 | 3.14 | 3.09 | NA | NA | 4.27 | NA | 0.36 | 2.26 | 2.73 | 4.60 | 3.27 | 2.63 | 4.37 | 0.41 | 3.69 | 3.43 | 3.46 | 3.29 | 5.40 | 3.04 | 5.09 | 5.24 | 6.22 | 8.22 | 5.21 | 4.68 | 6.00 | 4.38 | 4.67 | 5.48 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.57%
Feb 2006 - Feb 2009 |
-0.81%
Feb 2004 - Feb 2009 |
3.25%
Oct 2013 - Oct 2023 |
4.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
19.61%
Feb 2009 - Feb 2012 |
14.92%
Feb 2009 - Feb 2014 |
9.04%
Feb 2009 - Feb 2019 |
7.84%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart