Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.55% | -2.15% | 1.16% | 2.25% | 4.63% | 5.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/16/2025 |
| 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 (%) | -1.22 | 21.55 | -2.15 | 1.16 | 2.25 | 4.63 | 5.58 | … | … | 0.76 | 6.83 | 6.37 | -16.36 | -1.01 | 6.05 | 16.81 | -10.59 | 14.83 | 5.91 | -3.05 | 5.19 | 12.72 | 13.76 | -3.66 | 15.37 | 33.23 | -27.07 | 13.70 | 15.92 | 14.66 | 15.31 | 26.23 | -1.41 | 5.30 |
| Sharpe Ratio | NA | 0.64 | -0.38 | -0.16 | 0.09 | NA | NA | … | … | 0.10 | 0.38 | 0.25 | -1.35 | -0.10 | 0.33 | 2.25 | -1.21 | 2.95 | 0.66 | -0.37 | 0.72 | 1.86 | 1.85 | -0.23 | 1.34 | 1.98 | -1.23 | 1.01 | 1.41 | 1.86 | 1.89 | 4.02 | -0.31 | 0.39 |
| Standard Deviation(%) | NA | 8.35 | 10.92 | 12.51 | 10.47 | NA | NA | … | … | 6.08 | 8.50 | 10.74 | 13.22 | 10.56 | 17.77 | 6.82 | 9.91 | 4.80 | 8.59 | 8.40 | 7.18 | 6.81 | 7.42 | 15.85 | 11.38 | 16.71 | 22.72 | 10.42 | 8.85 | 6.68 | 7.56 | 6.35 | 8.22 | 7.39 |
| Draw Down(%) | NA | 5.58 | 21.57 | 29.38 | 29.38 | NA | NA | … | … | 1.74 | 4.98 | 9.57 | 22.05 | 8.17 | 29.38 | 3.98 | 17.92 | 1.77 | 8.10 | 10.21 | 6.39 | 6.81 | 6.12 | 18.00 | 8.83 | 15.63 | 38.42 | 8.03 | 11.87 | 5.09 | 8.50 | 5.95 | 14.26 | 8.82 |
| Yield(%) | NA | 5.55 | 3.74 | 4.20 | 4.83 | NA | NA | … | … | NA | 0.97 | 5.28 | 2.50 | 2.57 | 6.27 | 2.80 | 5.74 | 4.69 | 3.68 | 6.36 | 7.61 | 6.45 | 3.90 | 3.66 | 3.58 | 3.19 | 5.86 | 7.38 | 7.22 | 6.25 | 5.07 | 2.57 | 3.44 | 4.01 |
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 |
|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate |
-6.11%
Feb 2006 – Feb 2009 |
-2.36%
May 2018 – May 2023 |
1.06%
Oct 2013 – Oct 2023 |
2.68%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHS/COMMUNITY HEALTH SYSTEMS, INC. 401(k) PLAN Strategic Asset Allocation – Optimal Moderate |
22.20%
Mar 2003 – Mar 2006 |
18.26%
Oct 2002 – Oct 2007 |
11.15%
Mar 2003 – Mar 2013 |
9.64%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart