Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCA 401K PLAN Tactical Asset Allocation Moderate | NA | 18.86% | 2.05% | 7.69% | 6.00% | 7.48% | 9.29% | 8.06% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCA 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.27 | 18.86 | 2.05 | 7.69 | 6.00 | 7.48 | 9.29 | 8.06 | NA | 6.66 | 13.42 | -15.56 | 13.56 | 18.75 | 16.01 | -6.29 | 10.13 | 9.21 | -4.19 | 4.45 | 13.67 | 11.53 | 5.47 | 14.97 | 12.51 | 7.85 | 16.41 | 18.40 | 14.85 | 16.22 | 22.76 | -17.06 | -7.39 |
| Sharpe Ratio | NA | 0.20 | -0.19 | 0.31 | 0.36 | NA | NA | 0.57 | 0.08 | 0.01 | 1.11 | -1.24 | 1.16 | 0.91 | 2.08 | -0.72 | 1.55 | 0.96 | -0.45 | 0.57 | 1.65 | 1.54 | 0.40 | 1.15 | 0.99 | 0.88 | 0.86 | 1.16 | 1.36 | 1.42 | 2.21 | -1.35 | -0.89 |
| Standard Deviation(%) | NA | 10.30 | 10.99 | 13.51 | 11.34 | NA | NA | 11.29 | 10.77 | 10.35 | 8.29 | 13.70 | 11.64 | 20.27 | 7.02 | 10.61 | 6.13 | 9.36 | 9.46 | 7.84 | 8.25 | 7.44 | 13.62 | 12.90 | 12.59 | 7.91 | 15.55 | 13.00 | 9.35 | 10.72 | 9.97 | 13.45 | 10.96 |
| Draw Down(%) | NA | 8.15 | 18.55 | 22.54 | 22.54 | NA | NA | 32.80 | 0.92 | 8.15 | 7.07 | 20.38 | 6.30 | 22.54 | 3.39 | 13.28 | 2.66 | 5.59 | 8.79 | 5.16 | 6.98 | 4.48 | 11.51 | 8.70 | 8.70 | 5.37 | 9.03 | 14.02 | 6.10 | 11.28 | 9.28 | 26.39 | 12.45 |
| Yield(%) | NA | 2.12 | 2.54 | 2.31 | 2.05 | NA | NA | 0.00 | NA | 1.11 | 2.19 | 3.02 | 2.42 | 1.66 | 2.37 | 1.65 | 1.73 | 1.78 | 1.67 | 2.06 | 1.58 | 2.82 | 3.08 | 2.03 | 4.36 | 6.45 | 3.24 | 3.01 | 3.25 | 2.33 | 1.53 | 2.05 | 1.43 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCA 401K PLAN Tactical Asset Allocation Moderate |
-2.26%
May 2001 - May 2004 |
2.26%
Mar 2015 - Mar 2020 |
4.79%
Oct 2013 - Oct 2023 |
6.73%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCA 401K PLAN Tactical Asset Allocation Moderate |
23.38%
Apr 2003 - Apr 2006 |
20.11%
Mar 2003 - Mar 2008 |
15.15%
Apr 2003 - Apr 2013 |
11.83%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart