Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCA 401K PLAN Asset Allocation Composite Moderate | NA | 11.54% | 0.86% | 3.60% | 4.46% | 5.74% | 6.57% | 7.19% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCA 401K PLAN Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
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 (%) | 1.28 | 11.54 | 0.86 | 3.60 | 4.46 | 5.74 | 6.57 | 7.19 | NA | 5.46 | 8.04 | -13.27 | 7.13 | 10.85 | 16.35 | -5.40 | 11.47 | 8.12 | -2.78 | 6.23 | 12.17 | 13.49 | 0.34 | 8.88 | 12.87 | 2.10 | 4.79 | 16.92 | 7.22 | 13.39 | 21.16 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.16 | -0.25 | 0.23 | 0.34 | NA | NA | 0.66 | 0.34 | -0.13 | 0.52 | -1.58 | 0.95 | 1.08 | 2.28 | -0.77 | 2.36 | 1.11 | -0.41 | 0.99 | 1.51 | 1.74 | 0.02 | 0.86 | 1.31 | 0.09 | 0.17 | 1.67 | 0.72 | 1.53 | 2.45 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.36 | 8.31 | 8.50 | 7.77 | NA | NA | 8.44 | 8.44 | 8.36 | 7.35 | 9.26 | 7.44 | 9.84 | 6.57 | 8.71 | 4.60 | 7.15 | 6.78 | 6.28 | 8.06 | 7.73 | 14.83 | 10.21 | 9.78 | 12.65 | 10.64 | 8.17 | 7.03 | 8.15 | 8.36 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.85 | 15.31 | 17.52 | 17.52 | NA | NA | 18.05 | 1.97 | 5.85 | 6.28 | 14.03 | 3.29 | 12.79 | 2.76 | 11.02 | 2.04 | 5.24 | 7.31 | 4.64 | 7.07 | 5.72 | 12.06 | 8.18 | 4.65 | 14.34 | 6.71 | 7.77 | 4.42 | 6.98 | 3.51 | 0.00 | 0.00 |
| Yield(%) | NA | 3.28 | 2.45 | 2.31 | 2.74 | NA | NA | 2.85 | NA | 0.89 | 3.26 | 1.93 | 1.40 | 1.80 | 2.78 | 4.26 | 4.40 | 2.76 | 2.10 | 2.40 | 2.16 | 3.14 | 2.50 | 2.81 | 4.07 | 4.26 | 3.66 | 3.68 | 3.73 | 2.95 | 1.24 | 1.11 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCA 401K PLAN Asset Allocation Composite Moderate |
-1.04%
Apr 2021 - Apr 2024 |
2.23%
Jan 2018 - Jan 2023 |
3.60%
Oct 2013 - Oct 2023 |
5.46%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCA 401K PLAN Asset Allocation Composite Moderate |
16.45%
Apr 2003 - Apr 2006 |
13.56%
Oct 2002 - Oct 2007 |
10.65%
Apr 2003 - Apr 2013 |
9.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart