Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCA 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 7.31% | 4.28% | 4.14% | 6.97% | 6.34% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCA 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.87 | 7.31 | 4.28 | 4.14 | 6.97 | 6.34 | NA | … | … | 8.62 | 16.87 | -6.49 | 11.02 | 8.16 | -2.22 | 4.80 | 10.00 | 14.14 | 0.47 | 13.04 | 25.42 | -23.98 | 10.04 | 15.93 | 8.53 | 13.05 | 22.31 | -10.32 | -4.34 |
| Sharpe Ratio | NA | 0.81 | 0.52 | 0.64 | 0.73 | NA | NA | … | … | 0.43 | 2.34 | -0.84 | 2.15 | 0.87 | -0.26 | 0.77 | 1.26 | 1.80 | 0.03 | 1.02 | 1.30 | -0.97 | 0.65 | 1.35 | 0.88 | 1.50 | 2.21 | -0.88 | -0.52 |
| Standard Deviation(%) | NA | 16.02 | 11.31 | 10.15 | 9.78 | NA | NA | … | … | 19.37 | 6.60 | 9.32 | 4.84 | 9.13 | 8.65 | 6.25 | 7.91 | 7.81 | 14.22 | 12.65 | 19.51 | 25.80 | 10.78 | 9.36 | 7.20 | 8.05 | 9.78 | 12.90 | 12.74 |
| Draw Down(%) | NA | 19.23 | 19.23 | 19.23 | 19.23 | NA | NA | … | … | 19.23 | 3.21 | 12.59 | 2.08 | 5.73 | 10.01 | 5.36 | 8.16 | 6.28 | 12.30 | 9.68 | 20.33 | 37.50 | 6.67 | 9.67 | 4.47 | 6.70 | 7.92 | 20.53 | 17.57 |
| Yield(%) | NA | 1.56 | 1.80 | 1.92 | 2.58 | NA | NA | … | … | 0.86 | 2.03 | 2.65 | 0.32 | 3.18 | 2.35 | 3.22 | 2.84 | 3.52 | 3.32 | 3.15 | 4.04 | 3.42 | 3.82 | 3.69 | 3.83 | 2.21 | 1.73 | 1.05 | 1.57 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| HCA 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.92%
Feb 2006 – Feb 2009 |
-0.12%
Feb 2004 – Feb 2009 |
4.91%
Oct 2007 – Oct 2017 |
5.59%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCA 401K PLAN Strategic Asset Allocation – Optimal Moderate |
21.06%
Feb 2009 – Feb 2012 |
16.03%
Feb 2009 – Feb 2014 |
9.79%
Feb 2009 – Feb 2019 |
8.38%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart