Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEALTH E SYSTEMS DBA HEALTHESYSTEMS 401K PROFIT SHARI Tactical Asset Allocation Moderate | NA | 30.19% | 5.54% | 7.88% | 3.74% | 5.42% | 7.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEALTH E SYSTEMS DBA HEALTHESYSTEMS 401K PROFIT SHARI Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.75 | 30.19 | 5.54 | 7.88 | 3.74 | 5.42 | 7.49 | … | … | 1.02 | 14.79 | 16.02 | -9.52 | 1.67 | 15.52 | 1.78 | -5.66 | 9.88 | 6.49 | -10.43 | -2.21 | 11.82 | 9.79 | 1.84 | 16.95 | 29.07 | -8.60 | 20.16 | 14.54 | 14.52 | 14.28 | 33.80 | 7.96 | 3.07 |
| Sharpe Ratio | NA | 0.89 | 0.34 | 0.48 | 0.25 | NA | NA | … | … | 0.15 | 0.69 | 1.58 | -1.24 | 0.15 | 1.60 | 0.07 | -0.93 | 1.68 | 1.34 | -1.97 | -0.34 | 1.64 | 1.70 | 0.20 | 1.34 | 2.89 | -1.86 | 1.33 | 1.14 | 1.72 | 1.58 | 6.15 | 1.45 | 0.13 |
| Standard Deviation(%) | NA | 11.90 | 9.60 | 9.96 | 8.14 | NA | NA | … | … | 6.55 | 11.95 | 7.43 | 8.81 | 11.35 | 9.53 | 5.35 | 7.46 | 5.49 | 4.69 | 5.32 | 6.63 | 7.21 | 5.72 | 8.96 | 12.60 | 10.03 | 5.13 | 12.89 | 9.88 | 7.19 | 8.43 | 5.38 | 4.74 | 5.65 |
| Draw Down(%) | NA | 11.07 | 13.67 | 20.27 | 20.27 | NA | NA | … | … | 0.34 | 11.07 | 4.43 | 14.09 | 9.63 | 10.10 | 5.65 | 12.05 | 3.53 | 3.89 | 11.58 | 7.26 | 6.73 | 5.03 | 8.51 | 8.12 | 4.74 | 10.54 | 9.78 | 14.43 | 5.33 | 11.52 | 2.37 | 7.03 | 4.87 |
| Yield(%) | NA | 16.50 | 13.08 | 9.12 | 6.14 | NA | NA | … | … | NA | 4.51 | 15.37 | 8.07 | 11.18 | 4.10 | 2.20 | 2.06 | 0.45 | 2.38 | 5.31 | 6.28 | 6.18 | 3.24 | 3.72 | 3.36 | 4.30 | 3.51 | 6.39 | 9.33 | 5.64 | 5.60 | 7.03 | 4.63 | 7.75 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| HEALTH E SYSTEMS DBA HEALTHESYSTEMS 401K PROFIT SHARI Tactical Asset Allocation Moderate |
-2.45%
Nov 2013 – Nov 2016 |
-1.28%
Aug 2014 – Aug 2019 |
1.14%
Oct 2013 – Oct 2023 |
3.75%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEALTH E SYSTEMS DBA HEALTHESYSTEMS 401K PROFIT SHARI Tactical Asset Allocation Moderate |
22.40%
Jan 2003 – Jan 2006 |
20.81%
Oct 2002 – Oct 2007 |
14.49%
Apr 2001 – Apr 2011 |
10.44%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart