Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New York Presbyterian Hospital 403b Tactical Asset Allocation Moderate | NA | 25.61% | 1.12% | 7.58% | 6.61% | 8.14% | 8.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York Presbyterian Hospital 403b 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 (%) | -1.06 | 25.61 | 1.12 | 7.58 | 6.61 | 8.14 | 8.17 | … | … | 0.43 | 11.01 | 14.80 | -17.53 | 9.84 | 17.46 | 19.98 | -5.37 | 12.59 | 7.02 | -1.49 | 5.54 | 16.66 | 15.91 | 4.32 | 13.38 | 13.40 | 0.79 | 9.42 | 8.73 | 5.25 | 13.09 | 11.33 | 7.13 | 7.22 |
| Sharpe Ratio | NA | 0.53 | -0.05 | 0.29 | 0.43 | NA | NA | … | … | 0.04 | 0.39 | 1.29 | -1.31 | 0.86 | 0.95 | 2.81 | -0.66 | 2.27 | 0.81 | -0.17 | 0.71 | 2.29 | 2.10 | 0.32 | 1.17 | 1.36 | -0.02 | 0.66 | 0.79 | 0.46 | 1.68 | 1.30 | 1.15 | 1.00 |
| Standard Deviation(%) | NA | 11.18 | 11.53 | 13.20 | 10.91 | NA | NA | … | … | 10.22 | 11.31 | 8.19 | 14.48 | 11.47 | 18.22 | 6.61 | 10.15 | 5.26 | 8.38 | 8.79 | 7.74 | 7.25 | 7.54 | 13.41 | 11.39 | 9.77 | 8.73 | 9.73 | 6.92 | 6.74 | 7.22 | 8.18 | 5.22 | 4.89 |
| Draw Down(%) | NA | 8.05 | 20.80 | 27.78 | 27.78 | NA | NA | … | … | 0.79 | 8.05 | 6.25 | 23.87 | 8.88 | 20.55 | 3.13 | 13.67 | 2.08 | 7.80 | 9.10 | 5.13 | 4.52 | 5.29 | 11.69 | 8.50 | 4.92 | 10.61 | 6.91 | 5.16 | 4.14 | 5.69 | 7.66 | 5.42 | 3.34 |
| Yield(%) | NA | 4.86 | 6.96 | 6.75 | 5.63 | NA | NA | … | … | NA | 1.18 | 4.88 | 3.80 | 13.22 | 7.23 | 5.81 | 4.85 | 3.58 | 5.52 | 4.07 | 4.43 | 3.43 | 3.54 | 4.09 | 1.54 | 3.76 | 4.51 | 3.75 | 3.12 | 4.42 | 3.63 | 5.38 | 5.56 | 7.29 |
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 |
|---|---|---|---|---|
| New York Presbyterian Hospital 403b Tactical Asset Allocation Moderate |
-0.55%
Apr 2021 – Apr 2024 |
2.81%
Sep 2017 – Sep 2022 |
4.86%
Oct 2013 – Oct 2023 |
6.46%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York Presbyterian Hospital 403b Tactical Asset Allocation Moderate |
15.71%
Oct 2018 – Oct 2021 |
13.69%
Oct 2008 – Oct 2013 |
10.51%
Apr 2003 – Apr 2013 |
9.65%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart