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 - Optimal Moderate | NA | -4.40% | 2.72% | 3.43% | 8.27% | 6.12% | NA | 6.42% |
Data as of 10/31/2018, 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 - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | -4.40 | 2.72 | 3.43 | 8.27 | 6.12 | NA | 6.42 | -5.30 | 6.54 | 6.96 | -1.54 | 7.39 | 14.74 | 13.46 | 0.86 | 15.50 | 23.83 | -24.11 | 2.66 | 13.45 | 7.26 | 11.56 | 23.30 | -5.32 | 6.28 |
| Sharpe Ratio | NA | -0.85 | 0.27 | 0.32 | 0.73 | NA | NA | 0.46 | -0.85 | 1.46 | 0.86 | -0.20 | 1.22 | 2.05 | 1.82 | 0.06 | 1.33 | 1.18 | -1.10 | -0.04 | 1.54 | 0.85 | 1.44 | 2.66 | -0.60 | 0.39 |
| Standard Deviation(%) | NA | 7.79 | 6.83 | 6.94 | 10.54 | NA | NA | 10.90 | 7.79 | 4.06 | 7.90 | 8.05 | 6.05 | 7.19 | 7.38 | 14.98 | 11.62 | 20.12 | 22.72 | 8.97 | 6.58 | 6.00 | 7.36 | 8.50 | 10.75 | 10.19 |
| Draw Down(%) | NA | 10.90 | 10.90 | 10.90 | 20.85 | NA | NA | 41.22 | 10.90 | 2.81 | 6.35 | 7.62 | 4.24 | 6.59 | 5.69 | 14.93 | 8.57 | 20.85 | 35.12 | 6.21 | 5.91 | 4.44 | 6.66 | 7.12 | 15.98 | 11.39 |
| Yield(%) | NA | 5.58 | 2.97 | 3.15 | 3.42 | NA | NA | 3.72 | 5.57 | 0.61 | 2.66 | 3.86 | 3.03 | 3.11 | 4.16 | 2.66 | 4.50 | 3.71 | 3.22 | 4.92 | 4.68 | 4.97 | 3.71 | 3.35 | 3.49 | 4.72 |
Data as of 10/31/2018, 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 - Optimal Moderate |
-9.82%
Feb 2006 - Feb 2009 |
-2.74%
Feb 2004 - Feb 2009 |
5.10%
Nov 2006 - Nov 2016 |
6.09%
Nov 2003 - Nov 2018 |
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 - Optimal Moderate |
21.21%
Feb 2009 - Feb 2012 |
17.69%
Feb 2009 - Feb 2014 |
8.89%
Nov 2008 - Nov 2018 |
7.77%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart