Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HAWAII MEDICAL SERVICE ASSOCIATION EMPLOYEE THRIFT PLAN Tactical Asset Allocation Moderate | NA | -7.64% | -4.92% | 2.34% | 4.29% | 6.96% | 7.71% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HAWAII MEDICAL SERVICE ASSOCIATION EMPLOYEE THRIFT PLAN 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 | -7.64 | -4.92 | 2.34 | 4.29 | 6.96 | 7.71 | … | … | 0.49 | 7.71 | 14.31 | -11.78 | 13.53 | 12.00 | 18.07 | -3.87 | 12.54 | 8.84 | -0.57 | 11.08 | 17.61 | 11.10 | 3.31 | 17.30 | 15.14 | 0.29 | 9.22 | 13.51 | 9.89 | 13.00 | 23.97 | 2.55 | 0.70 |
| Sharpe Ratio | NA | 0.05 | -0.02 | 0.20 | 0.32 | NA | NA | … | … | 0.06 | 0.03 | 1.30 | -0.93 | 1.40 | 0.61 | 2.33 | -0.51 | 2.70 | 1.02 | -0.07 | 1.48 | 2.42 | 1.39 | 0.23 | 1.43 | 1.55 | -0.11 | 0.62 | 1.25 | 1.17 | 1.59 | 3.23 | 0.26 | -0.25 |
| Standard Deviation(%) | NA | 39.21 | 24.50 | 21.25 | 16.05 | NA | NA | … | … | 7.72 | 39.22 | 7.73 | 14.18 | 9.66 | 19.15 | 7.15 | 10.17 | 4.41 | 8.47 | 8.75 | 7.46 | 7.27 | 7.95 | 14.17 | 12.06 | 9.72 | 5.74 | 10.08 | 8.20 | 6.60 | 7.59 | 7.20 | 5.58 | 6.50 |
| Draw Down(%) | NA | 25.11 | 25.11 | 25.11 | 25.11 | NA | NA | … | … | 0.55 | 25.11 | 6.65 | 16.88 | 3.78 | 21.00 | 3.08 | 12.26 | 1.86 | 6.15 | 9.45 | 4.25 | 5.08 | 5.75 | 12.10 | 8.44 | 4.95 | 5.43 | 7.15 | 9.35 | 5.07 | 7.37 | 3.01 | 3.57 | 7.91 |
| Yield(%) | NA | 4.02 | 3.02 | 2.89 | 3.14 | NA | NA | … | … | NA | 1.12 | 4.33 | 2.64 | 1.35 | 1.93 | 4.71 | 3.28 | 2.93 | 3.26 | 3.25 | 3.63 | 2.86 | 2.47 | 2.09 | 2.48 | 4.06 | 4.38 | 4.03 | 2.89 | 2.54 | 2.55 | 3.97 | 5.66 | 5.30 |
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 |
|---|---|---|---|---|
| HAWAII MEDICAL SERVICE ASSOCIATION EMPLOYEE THRIFT PLAN Tactical Asset Allocation Moderate |
-4.66%
Oct 2021 – Oct 2024 |
2.34%
Oct 2019 – Oct 2024 |
4.29%
Oct 2014 – Oct 2024 |
6.98%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAWAII MEDICAL SERVICE ASSOCIATION EMPLOYEE THRIFT PLAN Tactical Asset Allocation Moderate |
16.68%
Apr 2003 – Apr 2006 |
14.25%
Jun 2009 – Jun 2014 |
11.84%
Apr 2003 – Apr 2013 |
11.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart