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 403b Tactical Asset Allocation Moderate | NA | 23.14% | 3.52% | 10.51% | 8.03% | 9.22% | 8.73% | … | … |
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 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 (%) | -1.00 | 23.14 | 3.52 | 10.51 | 8.03 | 9.22 | 8.73 | … | … | 0.52 | 9.30 | 12.20 | -9.97 | 11.44 | 24.51 | 15.78 | -4.21 | 12.26 | 7.82 | 0.07 | 5.35 | 18.61 | 15.44 | 4.52 | 13.09 | 13.38 | -2.25 | 8.03 | 9.49 | 5.05 | 13.16 | 24.37 | 5.08 | 7.80 |
| Sharpe Ratio | NA | 0.39 | -0.03 | 0.49 | 0.55 | NA | NA | … | … | 0.05 | 0.26 | 0.91 | -0.85 | 1.01 | 1.28 | 2.00 | -0.54 | 2.27 | 0.96 | 0.00 | 0.67 | 2.46 | 2.09 | 0.33 | 1.10 | 1.34 | -0.37 | 0.50 | 0.93 | 0.43 | 1.69 | 3.17 | 0.68 | 1.13 |
| Standard Deviation(%) | NA | 10.21 | 10.97 | 13.06 | 10.83 | NA | NA | … | … | 8.73 | 10.35 | 8.72 | 13.34 | 11.34 | 19.02 | 7.18 | 10.28 | 5.12 | 7.92 | 8.71 | 7.96 | 7.54 | 7.37 | 13.73 | 11.83 | 9.90 | 8.47 | 10.00 | 6.70 | 6.68 | 7.22 | 7.47 | 5.86 | 4.85 |
| Draw Down(%) | NA | 8.95 | 16.13 | 20.25 | 20.25 | NA | NA | … | … | 0.63 | 8.95 | 7.46 | 16.59 | 7.85 | 20.25 | 3.79 | 13.86 | 2.36 | 6.38 | 8.17 | 5.17 | 4.45 | 4.96 | 11.98 | 8.31 | 4.92 | 10.61 | 7.57 | 5.00 | 4.13 | 5.70 | 5.11 | 5.42 | 3.34 |
| Yield(%) | NA | 3.06 | 4.75 | 5.36 | 4.92 | NA | NA | … | … | NA | 1.37 | 2.76 | 4.17 | 7.61 | 7.42 | 5.40 | 4.66 | 4.00 | 5.54 | 3.78 | 4.56 | 3.42 | 3.80 | 3.79 | 1.76 | 3.55 | 4.19 | 4.14 | 3.29 | 4.08 | 3.63 | 5.63 | 5.59 | 7.56 |
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 403b Tactical Asset Allocation Moderate |
2.38%
Apr 2021 – Apr 2024 |
3.65%
Mar 2015 – Mar 2020 |
6.55%
Oct 2013 – Oct 2023 |
7.30%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York Presbyterian 403b Tactical Asset Allocation Moderate |
17.12%
Dec 2018 – Dec 2021 |
13.84%
Feb 2009 – Feb 2014 |
11.10%
Sep 2011 – Sep 2021 |
9.86%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart