Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TUCSON MEDICAL CENTER 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 17.44% | 1.94% | 6.69% | 6.26% | 7.27% | 6.92% | 7.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TUCSON MEDICAL CENTER 401K 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 (%) | -0.87 | 17.44 | 1.94 | 6.69 | 6.26 | 7.27 | 6.92 | 7.10 | NA | 4.11 | 11.57 | -12.06 | 5.28 | 23.29 | 16.96 | -6.85 | 13.41 | 4.64 | 3.46 | 2.41 | 14.17 | 11.53 | 0.93 | 13.49 | 27.17 | -21.92 | 7.46 | 12.08 | 9.42 | 11.59 | 31.29 | -7.31 | -0.47 |
| Sharpe Ratio | NA | -0.15 | -0.25 | 0.29 | 0.44 | NA | NA | 0.58 | 0.09 | -0.32 | 0.87 | -1.00 | 0.58 | 1.33 | 2.25 | -0.94 | 2.94 | 0.56 | 0.45 | 0.38 | 2.53 | 1.87 | 0.08 | 1.43 | 2.13 | -1.41 | 0.60 | 1.44 | 1.43 | 1.41 | 4.34 | -1.00 | -0.31 |
| Standard Deviation(%) | NA | 7.69 | 10.17 | 11.79 | 9.77 | NA | NA | 9.32 | 5.18 | 7.78 | 8.41 | 13.41 | 8.99 | 17.36 | 6.92 | 8.68 | 4.35 | 7.91 | 7.56 | 6.34 | 5.59 | 6.13 | 11.14 | 9.40 | 12.74 | 16.25 | 7.40 | 6.14 | 5.05 | 7.53 | 7.05 | 8.41 | 8.92 |
| Draw Down(%) | NA | 6.33 | 16.69 | 22.05 | 22.05 | NA | NA | 33.08 | 0.29 | 6.30 | 7.86 | 18.05 | 6.79 | 22.05 | 3.29 | 13.00 | 2.54 | 8.31 | 6.66 | 5.10 | 5.09 | 4.99 | 10.70 | 7.59 | 13.01 | 29.80 | 5.78 | 7.27 | 3.79 | 7.49 | 5.56 | 16.64 | 14.53 |
| Yield(%) | NA | 4.25 | 4.16 | 3.94 | 3.36 | NA | NA | 3.29 | NA | 0.71 | 4.37 | 2.21 | 5.31 | 5.94 | 1.28 | 2.87 | 0.41 | 2.49 | 5.26 | 2.79 | 3.47 | 3.37 | 3.83 | 2.54 | 2.83 | 3.44 | 6.28 | 5.89 | 3.31 | 2.24 | 1.69 | 1.19 | 2.02 |
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 |
|---|---|---|---|---|
| TUCSON MEDICAL CENTER 401K Strategic Asset Allocation - Equal Weight Moderate |
-5.85%
Feb 2006 - Feb 2009 |
0.38%
Feb 2004 - Feb 2009 |
5.11%
Oct 2013 - Oct 2023 |
5.08%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUCSON MEDICAL CENTER 401K Strategic Asset Allocation - Equal Weight Moderate |
19.87%
Mar 2003 - Mar 2006 |
15.69%
Feb 2009 - Feb 2014 |
9.98%
Mar 2003 - Mar 2013 |
8.99%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart