Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TENET HEALTHCARE CORPORATION 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 19.55% | 3.12% | 7.30% | 6.95% | 8.54% | 8.92% | 8.77% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TENET HEALTHCARE CORPORATION 401K RETIREMENT SAVINGS 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 (%) | -1.32 | 19.55 | 3.12 | 7.30 | 6.95 | 8.54 | 8.92 | 8.77 | NA | 7.74 | 11.95 | -12.48 | 16.55 | 12.57 | 17.41 | -4.52 | 10.72 | 11.24 | -1.36 | 8.50 | 14.81 | 12.52 | 2.95 | 16.16 | 24.38 | 1.75 | 3.46 | 19.32 | 4.61 | 11.97 | 16.99 | -1.27 | 2.02 |
| Sharpe Ratio | NA | 0.25 | -0.12 | 0.35 | 0.46 | NA | NA | 0.75 | 0.03 | 0.14 | 1.00 | -1.07 | 1.59 | 0.63 | 2.55 | -0.61 | 2.24 | 1.30 | -0.15 | 1.16 | 1.97 | 1.71 | 0.19 | 1.37 | 2.20 | 0.12 | 0.05 | 2.24 | 0.37 | 1.64 | 2.04 | -0.38 | -0.05 |
| Standard Deviation(%) | NA | 8.13 | 9.85 | 12.49 | 10.40 | NA | NA | 9.47 | 7.63 | 8.18 | 7.67 | 12.90 | 10.38 | 19.44 | 6.28 | 9.48 | 4.49 | 8.48 | 9.01 | 7.31 | 7.51 | 7.28 | 15.67 | 11.74 | 11.03 | 6.61 | 8.99 | 7.16 | 6.60 | 6.75 | 7.97 | 6.22 | 6.04 |
| Draw Down(%) | NA | 5.04 | 15.52 | 23.80 | 23.80 | NA | NA | 23.80 | 0.61 | 5.04 | 5.86 | 17.96 | 4.71 | 23.80 | 3.09 | 14.50 | 2.59 | 6.17 | 10.21 | 3.79 | 8.08 | 5.04 | 13.10 | 7.94 | 4.62 | 7.77 | 6.40 | 4.08 | 5.12 | 8.06 | 5.89 | 6.54 | 5.70 |
| Yield(%) | NA | 3.24 | 3.32 | 3.92 | 4.19 | NA | NA | 0.00 | NA | 1.54 | 2.97 | 2.40 | 4.15 | 4.78 | 5.76 | 2.15 | 9.80 | 2.62 | 4.55 | 3.13 | 2.50 | 4.66 | 2.30 | 4.90 | 5.50 | 4.88 | 6.11 | 6.35 | 5.37 | 5.50 | 3.83 | 5.19 | 7.76 |
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 CORPORATION 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.82%
Dec 2021 - Dec 2024 |
3.13%
Mar 2015 - Mar 2020 |
5.85%
Oct 2013 - Oct 2023 |
7.82%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TENET HEALTHCARE CORPORATION 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
17.24%
Oct 2008 - Oct 2011 |
15.11%
Oct 2008 - Oct 2013 |
12.13%
Apr 2003 - Apr 2013 |
10.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart