Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MONTEFIORE MEDICAL CENTER PVA/TDA PLAN 5-18330 Tactical Asset Allocation Moderate | NA | 18.85% | -1.17% | 5.10% | 3.85% | 4.46% | 5.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MONTEFIORE MEDICAL CENTER PVA/TDA PLAN 5-18330 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 (%) | -1.10 | 18.85 | -1.17 | 5.10 | 3.85 | 4.46 | 5.78 | … | … | 0.58 | 6.18 | 10.68 | -19.43 | 6.98 | 23.83 | 9.69 | -2.11 | 7.09 | 1.63 | -4.46 | 2.15 | 15.23 | 7.73 | -0.02 | 3.79 | 10.83 | 2.25 | 10.42 | 13.28 | 6.41 | 16.03 | 23.99 | 6.14 | 8.57 |
| Sharpe Ratio | NA | 0.14 | -0.45 | 0.24 | 0.24 | NA | NA | … | … | 0.05 | -0.04 | 0.80 | -1.81 | 0.71 | 2.86 | 1.75 | -0.46 | 1.25 | 0.28 | -0.83 | 0.37 | 2.20 | 1.45 | -0.01 | 0.37 | 2.01 | 0.22 | 0.79 | 1.52 | 0.70 | 1.83 | 3.53 | 0.96 | 1.21 |
| Standard Deviation(%) | NA | 9.24 | 9.69 | 9.48 | 7.79 | NA | NA | … | … | 10.86 | 9.27 | 8.00 | 11.49 | 9.74 | 8.26 | 4.74 | 7.41 | 5.19 | 5.06 | 5.38 | 5.77 | 6.91 | 5.29 | 9.98 | 9.87 | 5.35 | 6.07 | 9.39 | 6.59 | 6.09 | 8.26 | 6.59 | 5.24 | 5.16 |
| Draw Down(%) | NA | 6.97 | 17.29 | 21.24 | 21.24 | NA | NA | … | … | 0.98 | 6.97 | 7.42 | 19.97 | 7.28 | 6.53 | 3.41 | 8.59 | 4.12 | 4.17 | 6.93 | 5.53 | 4.84 | 5.22 | 9.54 | 9.42 | 2.28 | 7.31 | 7.19 | 6.68 | 4.29 | 6.98 | 2.87 | 5.10 | 4.13 |
| Yield(%) | NA | 7.00 | 4.43 | 4.97 | 3.87 | NA | NA | … | … | NA | 0.74 | 7.07 | 2.27 | 3.21 | 10.53 | 1.98 | 3.95 | 0.44 | 2.90 | 2.56 | 4.12 | 2.43 | 4.98 | 2.97 | 3.66 | 4.37 | 4.77 | 4.10 | 3.45 | 2.73 | 3.98 | 4.29 | 6.09 | 8.91 |
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 |
|---|---|---|---|---|
| MONTEFIORE MEDICAL CENTER PVA/TDA PLAN 5-18330 Tactical Asset Allocation Moderate |
-1.80%
Dec 2021 – Dec 2024 |
0.78%
Dec 2013 – Dec 2018 |
2.35%
Oct 2013 – Oct 2023 |
3.81%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MONTEFIORE MEDICAL CENTER PVA/TDA PLAN 5-18330 Tactical Asset Allocation Moderate |
16.55%
Jul 2002 – Jul 2005 |
15.49%
Oct 2002 – Oct 2007 |
10.65%
Apr 2001 – Apr 2011 |
8.04%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart