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 Strategic Asset Allocation – Optimal Moderate | NA | 25.63% | 7.12% | 7.62% | 5.27% | 7.79% | 6.43% | … | … |
Data as of 03/28/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEALTH E SYSTEMS DBA HEALTHESYSTEMS 401K PROFIT SHARI Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/24/2024 |
| 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 (%) | -0.15 | 25.63 | 7.12 | 7.62 | 5.27 | 7.79 | 6.43 | … | … | 12.99 | 23.13 | -10.19 | 2.50 | 12.48 | 13.58 | -4.74 | 11.13 | 4.78 | -3.56 | 0.19 | 7.81 | 10.33 | 0.01 | 11.49 | 26.88 | -27.30 | 15.11 | 15.29 | 15.45 | 14.47 | 25.21 | -3.16 | 0.42 |
| Sharpe Ratio | NA | 2.82 | 0.50 | 0.52 | 0.43 | NA | NA | … | … | 1.46 | 2.49 | -0.95 | 0.24 | 0.67 | 1.52 | -0.62 | 2.21 | 0.54 | -0.41 | 0.03 | 1.12 | 1.37 | 0.00 | 1.00 | 1.41 | -1.20 | 1.08 | 1.35 | 2.02 | 2.06 | 3.36 | -0.46 | -0.23 |
| Standard Deviation(%) | NA | 7.50 | 9.60 | 11.88 | 10.11 | NA | NA | … | … | 7.73 | 7.58 | 12.19 | 10.13 | 18.23 | 8.00 | 9.76 | 4.76 | 8.51 | 8.69 | 6.12 | 6.93 | 7.51 | 14.55 | 11.42 | 18.96 | 23.54 | 11.23 | 8.90 | 6.56 | 6.58 | 7.29 | 9.36 | 8.18 |
| Draw Down(%) | NA | 4.73 | 19.28 | 22.84 | 22.84 | NA | NA | … | … | 3.28 | 4.73 | 17.62 | 7.43 | 22.59 | 4.08 | 12.06 | 2.82 | 7.43 | 11.01 | 5.31 | 7.03 | 6.34 | 13.09 | 8.58 | 17.58 | 38.56 | 7.71 | 10.85 | 4.30 | 7.18 | 7.44 | 17.38 | 11.63 |
| Yield(%) | NA | 16.31 | 11.85 | 8.11 | 5.69 | NA | NA | … | … | 4.48 | 15.63 | 6.25 | 9.01 | 3.57 | 1.25 | 6.54 | 0.43 | 1.07 | 5.59 | 3.30 | 3.71 | 3.09 | 2.57 | 1.51 | 1.46 | 4.41 | 4.14 | 5.70 | 3.22 | 2.59 | 2.14 | 2.27 | 3.21 |
Data as of 03/28/2024, 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 Strategic Asset Allocation – Optimal Moderate |
-6.88%
Feb 2006 – Feb 2009 |
0.31%
Mar 2015 – Mar 2020 |
2.48%
Sep 2012 – Sep 2022 |
2.34%
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 Strategic Asset Allocation – Optimal Moderate |
22.15%
Mar 2003 – Mar 2006 |
18.35%
Oct 2002 – Oct 2007 |
10.28%
Mar 2003 – Mar 2013 |
8.03%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart