Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Texas Health Resources 401k Plan Strategic Asset Allocation – Optimal Moderate | NA | 25.54% | 3.52% | 9.06% | 7.45% | 8.48% | 7.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Texas Health Resources 401k 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 (%) | -0.93 | 25.54 | 3.52 | 9.06 | 7.45 | 8.48 | 7.43 | … | … | 0.51 | 10.77 | 16.97 | -15.25 | 0.05 | 35.47 | 15.30 | -3.54 | 14.03 | 4.60 | 1.34 | 7.01 | 15.96 | 11.45 | 1.14 | 13.42 | 20.15 | -21.80 | 9.74 | 8.85 | 8.47 | 11.73 | 18.75 | -2.27 | 1.38 |
| Sharpe Ratio | NA | 0.66 | -0.02 | 0.52 | 0.58 | NA | NA | … | … | 0.05 | 0.51 | 1.55 | -1.24 | 0.00 | 2.44 | 2.02 | -0.49 | 2.97 | 0.55 | 0.16 | 1.18 | 2.49 | 1.58 | 0.08 | 1.22 | 1.18 | -1.01 | 0.76 | 0.77 | 0.86 | 1.40 | 2.09 | -0.32 | -0.09 |
| Standard Deviation(%) | NA | 8.17 | 10.28 | 11.23 | 9.63 | NA | NA | … | … | 8.22 | 8.21 | 8.19 | 13.46 | 10.10 | 14.45 | 6.88 | 9.88 | 4.51 | 7.94 | 8.43 | 5.95 | 6.40 | 7.22 | 13.17 | 10.91 | 16.95 | 22.61 | 8.88 | 7.25 | 7.32 | 7.71 | 8.65 | 10.57 | 10.30 |
| Draw Down(%) | NA | 4.92 | 20.33 | 24.77 | 24.77 | NA | NA | … | … | 0.70 | 4.92 | 7.37 | 21.21 | 8.31 | 14.94 | 3.17 | 11.62 | 1.71 | 7.12 | 6.93 | 4.41 | 5.22 | 5.40 | 11.14 | 8.48 | 17.72 | 33.32 | 5.84 | 6.40 | 4.48 | 5.93 | 6.09 | 12.94 | 12.23 |
| Yield(%) | NA | 4.28 | 4.02 | 4.60 | 4.53 | NA | NA | … | … | NA | 0.84 | 4.09 | 3.27 | 4.33 | 8.86 | 2.13 | 4.15 | 5.95 | 3.57 | 4.50 | 4.63 | 3.29 | 2.96 | 3.01 | 2.09 | 2.65 | 2.90 | 7.17 | 4.29 | 2.62 | 7.02 | 3.26 | 4.53 | 3.13 |
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 |
|---|---|---|---|---|
| Texas Health Resources 401k Plan Strategic Asset Allocation – Optimal Moderate |
-6.66%
Feb 2006 – Feb 2009 |
-0.55%
Feb 2004 – Feb 2009 |
5.43%
Jan 2006 – Jan 2016 |
5.35%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Texas Health Resources 401k Plan Strategic Asset Allocation – Optimal Moderate |
18.13%
Feb 2009 – Feb 2012 |
15.27%
Feb 2009 – Feb 2014 |
10.37%
Feb 2009 – Feb 2019 |
9.79%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart