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 Strategic Asset Allocation – Optimal Moderate | NA | 23.09% | 2.63% | 6.46% | 5.98% | 7.66% | 7.00% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -0.92 | 23.09 | 2.63 | 6.46 | 5.98 | 7.66 | 7.00 | … | … | 0.22 | 9.45 | 15.00 | -15.09 | 9.78 | 12.02 | 18.28 | -5.46 | 12.46 | 7.15 | -0.35 | 8.03 | 15.87 | 12.46 | -0.38 | 15.64 | 22.68 | -22.70 | 8.26 | 12.25 | 9.82 | 13.03 | 22.63 | -7.39 | 0.43 |
| Sharpe Ratio | NA | 0.46 | -0.12 | 0.25 | 0.42 | NA | NA | … | … | 0.03 | 0.36 | 1.26 | -1.14 | 1.16 | 0.64 | 2.54 | -0.72 | 2.80 | 0.85 | -0.04 | 1.24 | 2.30 | 1.56 | -0.03 | 1.30 | 1.29 | -1.08 | 0.55 | 1.20 | 1.16 | 1.60 | 2.51 | -0.69 | -0.16 |
| Standard Deviation(%) | NA | 7.81 | 10.72 | 12.29 | 10.22 | NA | NA | … | … | 6.05 | 7.86 | 8.52 | 14.50 | 8.40 | 18.39 | 6.64 | 9.42 | 4.22 | 8.16 | 8.66 | 6.45 | 6.89 | 7.95 | 14.20 | 11.99 | 17.47 | 21.90 | 9.57 | 7.51 | 6.57 | 7.57 | 8.73 | 12.30 | 11.43 |
| Draw Down(%) | NA | 5.01 | 20.57 | 22.61 | 22.61 | NA | NA | … | … | 0.52 | 5.01 | 7.89 | 21.07 | 3.52 | 22.61 | 3.37 | 12.34 | 1.52 | 6.33 | 8.48 | 4.66 | 5.76 | 6.54 | 13.78 | 8.56 | 17.40 | 33.48 | 6.37 | 7.66 | 4.47 | 7.04 | 7.30 | 18.31 | 14.81 |
| Yield(%) | NA | 4.21 | 3.17 | 3.18 | 2.95 | NA | NA | … | … | NA | 0.83 | 3.88 | 3.10 | 1.72 | 3.83 | 2.58 | 3.03 | 0.39 | 2.38 | 4.41 | 3.60 | 3.26 | 3.00 | 3.00 | 2.41 | 2.87 | 3.30 | 4.39 | 4.09 | 2.78 | 2.71 | 3.18 | 2.95 | 3.05 |
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 Strategic Asset Allocation – Optimal Moderat |
-6.82%
Feb 2006 – Feb 2009 |
-0.01%
Feb 2004 – Feb 2009 |
4.75%
Oct 2013 – Oct 2023 |
4.76%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAWAII MEDICAL SERVICE ASSOCIATION EMPLOYEE THRIFT PLAN Strategic Asset Allocation – Optimal Moderat |
19.35%
Feb 2009 – Feb 2012 |
16.31%
Feb 2009 – Feb 2014 |
10.52%
Feb 2009 – Feb 2019 |
9.09%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart