Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Asset Allocation Composite Moderate | NA | 16.23% | 1.63% | 5.84% | 5.99% | 6.45% | 6.97% | 8.05% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tenet Healthcare Corp 401K Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.07 | 16.23 | 1.63 | 5.84 | 5.99 | 6.45 | 6.97 | 8.05 | NA | 5.94 | 3.48 | -11.80 | 13.07 | 12.94 | 19.57 | -2.38 | 14.55 | 6.07 | -3.69 | 6.25 | 13.72 | 11.74 | -1.24 | 5.46 | 16.05 | -2.58 | 14.00 | 12.03 | 2.46 | 18.06 | 29.45 | 2.22 | 2.31 |
| Sharpe Ratio | NA | 0.10 | -0.35 | 0.32 | 0.45 | NA | NA | 0.77 | 0.26 | -0.07 | -0.10 | -1.51 | 1.42 | 1.19 | 2.86 | -0.41 | 2.74 | 0.81 | -0.50 | 0.96 | 1.76 | 1.40 | -0.09 | 0.55 | 1.69 | -0.86 | 1.16 | 1.18 | 0.04 | 2.03 | 4.00 | 0.51 | 0.01 |
| Standard Deviation(%) | NA | 8.54 | 8.31 | 8.97 | 8.17 | NA | NA | 8.13 | 7.56 | 8.69 | 7.65 | 8.76 | 9.21 | 10.67 | 6.36 | 9.03 | 5.09 | 7.25 | 7.47 | 6.49 | 7.79 | 8.38 | 14.85 | 9.83 | 9.42 | 4.07 | 9.53 | 7.40 | 7.11 | 8.42 | 7.20 | 2.19 | 0.05 |
| Draw Down(%) | NA | 6.90 | 16.26 | 18.00 | 18.00 | NA | NA | 18.00 | 1.66 | 6.15 | 7.96 | 12.51 | 4.38 | 10.29 | 2.55 | 11.57 | 2.26 | 6.02 | 9.11 | 3.92 | 7.15 | 7.40 | 13.65 | 8.97 | 4.67 | 7.01 | 6.11 | 8.58 | 6.11 | 7.95 | 3.28 | 1.47 | 0.00 |
| Yield(%) | NA | 2.78 | 4.01 | 4.28 | 3.84 | NA | NA | 3.63 | NA | 0.57 | 2.65 | 1.91 | 8.04 | 4.21 | 4.66 | 4.10 | 3.89 | 3.02 | 2.79 | 3.63 | 4.49 | 4.18 | 2.86 | 1.55 | 3.40 | 0.91 | 7.45 | 6.08 | 2.63 | 3.89 | 3.12 | 1.21 | 2.31 |
Data as of 11/29/2024, 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 Corp 401K Plan Asset Allocation Composite Moderate |
-1.11%
Dec 2021 - Dec 2024 |
3.55%
Sep 2018 - Sep 2023 |
4.57%
Oct 2013 - Oct 2023 |
5.92%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tenet Healthcare Corp 401K Plan Asset Allocation Composite Moderate |
18.40%
Apr 2003 - Apr 2006 |
15.53%
Oct 2002 - Oct 2007 |
10.98%
Apr 2003 - Apr 2013 |
9.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart