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 - Optimal Moderate | NA | 22.74% | -0.19% | 4.38% | 5.60% | 7.76% | 7.13% | 7.60% |
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 - Optimal 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 (%) | -0.93 | 22.74 | -0.19 | 4.38 | 5.60 | 7.76 | 7.13 | 7.60 | NA | 5.01 | 9.75 | -17.37 | 4.04 | 19.99 | 17.65 | -3.12 | 11.61 | 6.02 | 2.60 | 5.71 | 18.28 | 12.32 | 2.48 | 19.64 | 27.53 | -24.47 | 7.14 | 11.41 | 10.73 | 13.62 | 29.49 | -5.56 | 3.91 |
| Sharpe Ratio | NA | -0.08 | -0.43 | 0.08 | 0.34 | NA | NA | 0.56 | -0.01 | -0.19 | 0.58 | -1.25 | 0.44 | 1.07 | 2.22 | -0.49 | 2.37 | 0.72 | 0.34 | 0.86 | 2.64 | 1.63 | 0.18 | 1.84 | 1.74 | -1.27 | 0.47 | 1.09 | 1.39 | 1.60 | 3.84 | -0.69 | 0.16 |
| Standard Deviation(%) | NA | 8.04 | 11.22 | 12.67 | 10.38 | NA | NA | 10.53 | 5.49 | 8.15 | 9.43 | 14.95 | 9.05 | 18.44 | 7.31 | 9.04 | 4.63 | 8.06 | 7.49 | 6.59 | 6.92 | 7.53 | 13.81 | 10.62 | 15.73 | 20.07 | 8.73 | 7.47 | 6.17 | 7.91 | 7.51 | 9.73 | 9.72 |
| Draw Down(%) | NA | 6.51 | 21.47 | 23.22 | 23.22 | NA | NA | 37.32 | 0.49 | 6.51 | 10.48 | 22.99 | 6.55 | 22.99 | 3.10 | 12.27 | 1.95 | 8.19 | 6.44 | 4.53 | 5.35 | 5.79 | 12.49 | 7.51 | 15.88 | 33.57 | 5.92 | 8.57 | 4.46 | 7.43 | 5.50 | 16.64 | 13.30 |
| Yield(%) | NA | 3.87 | 4.47 | 4.17 | 3.77 | NA | NA | 3.79 | NA | 0.71 | 3.45 | 4.72 | 3.88 | 5.73 | 1.75 | 4.68 | 0.25 | 2.81 | 5.28 | 4.14 | 4.68 | 4.09 | 4.61 | 3.53 | 2.20 | 2.40 | 6.99 | 6.24 | 3.99 | 3.67 | 2.38 | 2.22 | 2.71 |
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 - Optimal Moderate |
-7.97%
Feb 2006 - Feb 2009 |
-0.35%
Feb 2004 - Feb 2009 |
4.20%
Oct 2013 - Oct 2023 |
5.39%
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 - Optimal Moderate |
23.09%
Feb 2009 - Feb 2012 |
19.03%
Feb 2009 - Feb 2014 |
12.07%
Feb 2009 - Feb 2019 |
9.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart