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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.83% | 4.01% | 7.03% | 4.78% | 6.95% | 6.15% | 6.71% |
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 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 (%) | -1.33 | 22.83 | 4.01 | 7.03 | 4.78 | 6.95 | 6.15 | 6.71 | NA | 6.00 | 13.93 | -10.48 | 13.56 | 10.56 | 16.48 | -7.07 | 3.61 | 2.58 | -1.50 | 8.83 | 11.94 | 13.40 | 2.43 | 16.06 | 25.47 | -23.61 | 1.58 | 15.86 | 7.37 | 14.43 | 22.52 | -4.13 | 6.07 |
| Sharpe Ratio | NA | 0.02 | -0.10 | 0.33 | 0.28 | NA | NA | 0.44 | 0.02 | -0.08 | 1.08 | -0.94 | 1.58 | 0.58 | 2.71 | -1.09 | 0.55 | 0.27 | -0.18 | 1.49 | 1.56 | 1.70 | 0.15 | 1.25 | 1.04 | -1.02 | -0.15 | 1.98 | 0.82 | 1.90 | 3.00 | -0.56 | 0.41 |
| Standard Deviation(%) | NA | 7.69 | 9.98 | 11.74 | 9.78 | NA | NA | 11.47 | 6.23 | 7.77 | 8.99 | 12.57 | 8.55 | 17.78 | 5.57 | 7.67 | 5.44 | 8.82 | 8.46 | 5.92 | 7.61 | 7.84 | 16.14 | 12.76 | 24.33 | 24.11 | 9.53 | 6.36 | 6.31 | 7.08 | 7.28 | 9.44 | 9.15 |
| Draw Down(%) | NA | 5.20 | 15.41 | 21.94 | 21.94 | NA | NA | 41.93 | 0.37 | 5.20 | 8.43 | 16.30 | 3.77 | 21.94 | 2.47 | 10.86 | 5.63 | 6.75 | 7.82 | 4.25 | 7.95 | 6.06 | 14.76 | 9.02 | 21.73 | 35.94 | 7.07 | 4.37 | 4.44 | 8.10 | 7.12 | 14.87 | 11.31 |
| Yield(%) | NA | 4.99 | 3.31 | 4.07 | 3.67 | NA | NA | 4.09 | NA | 0.98 | 4.92 | 1.73 | 2.86 | 2.86 | 7.92 | 4.05 | 0.62 | 2.59 | 5.54 | 3.61 | 4.27 | 4.99 | 2.51 | 4.72 | 4.38 | 3.11 | 5.81 | 5.04 | 5.02 | 4.82 | 3.37 | 3.85 | 4.48 |
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 CORPORATION 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-9.93%
Feb 2006 - Feb 2009 |
-2.21%
Feb 2004 - Feb 2009 |
3.42%
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 CORPORATION 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
23.09%
Feb 2009 - Feb 2012 |
18.21%
Feb 2009 - Feb 2014 |
9.74%
Feb 2009 - Feb 2019 |
8.91%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart