Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Tactical Asset Allocation Moderate | NA | 1.33% | 3.28% | 3.54% | 3.10% | 5.59% | 7.66% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.14 | 1.33 | 3.28 | 3.54 | 3.10 | 5.59 | 7.66 | … | … | 0.24 | 12.68 | -10.39 | 5.12 | 16.51 | 7.69 | -6.04 | 12.57 | 5.83 | -3.97 | 0.85 | 13.86 | 9.00 | -2.09 | 8.49 | 29.47 | -6.96 | 23.64 | 22.32 | 15.27 | 11.89 | 27.12 | 6.28 | 5.05 |
| Sharpe Ratio | NA | 0.18 | -0.06 | 0.46 | 0.39 | NA | NA | … | … | -0.01 | 0.93 | -1.35 | 0.50 | 1.80 | 1.20 | -0.85 | 1.83 | 1.11 | -0.61 | 0.13 | 1.87 | 1.51 | -0.24 | 0.75 | 2.75 | -1.27 | 1.54 | 1.71 | 1.96 | 1.17 | 4.74 | 1.05 | 0.62 |
| Standard Deviation(%) | NA | 8.90 | 9.19 | 8.64 | 7.72 | NA | NA | … | … | 8.06 | 9.09 | 8.72 | 10.09 | 9.04 | 5.25 | 8.62 | 6.53 | 5.08 | 6.56 | 6.38 | 7.40 | 5.93 | 9.01 | 11.28 | 10.69 | 6.20 | 13.39 | 11.18 | 6.67 | 9.38 | 5.58 | 4.92 | 4.42 |
| Draw Down(%) | NA | 8.68 | 13.76 | 13.76 | 13.76 | NA | NA | … | … | 2.13 | 8.68 | 10.76 | 6.53 | 10.53 | 4.06 | 13.52 | 4.10 | 3.90 | 9.88 | 6.51 | 5.70 | 5.02 | 9.80 | 9.02 | 5.02 | 7.18 | 10.23 | 15.36 | 6.09 | 11.72 | 2.59 | 6.48 | 2.84 |
| Yield(%) | NA | 5.51 | 4.03 | 3.71 | 3.64 | NA | NA | … | … | 0.00 | 5.86 | 2.64 | 3.96 | 2.62 | 3.93 | 2.82 | 0.42 | 3.31 | 5.62 | 5.77 | 3.73 | 3.79 | 3.53 | 3.73 | 4.15 | 2.59 | 10.66 | 10.98 | 5.66 | 3.76 | 3.43 | 6.31 | 7.79 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
0.47%
Oct 2017 – Oct 2020 |
1.63%
Dec 2013 – Dec 2018 |
3.10%
Oct 2013 – Oct 2023 |
4.73%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
25.20%
Oct 2004 – Oct 2007 |
21.35%
Oct 2002 – Oct 2007 |
14.31%
Apr 2001 – Apr 2011 |
10.96%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart