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 Strategic Asset Allocation – Optimal Moderate | NA | 21.05% | 1.49% | 6.08% | 5.29% | 6.91% | 6.62% | … | … |
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 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 (%) | -1.13 | 21.05 | 1.49 | 6.08 | 5.29 | 6.91 | 6.62 | … | … | 0.20 | 9.28 | 12.63 | -16.74 | 8.87 | 22.86 | 9.36 | -5.55 | 11.19 | 4.85 | -1.05 | 7.08 | 16.19 | 10.94 | 0.59 | 13.37 | 27.62 | -22.64 | 7.63 | 11.23 | 10.61 | 15.56 | 25.35 | 0.13 | 7.74 |
| Sharpe Ratio | NA | 0.46 | -0.25 | 0.31 | 0.25 | NA | NA | … | … | 0.02 | 0.33 | 0.96 | -1.20 | 0.88 | 1.18 | 0.88 | -0.25 | 2.14 | 0.56 | -0.13 | 1.08 | 2.41 | 1.38 | 0.04 | 1.22 | 1.73 | -1.13 | 0.51 | 1.08 | 1.25 | 1.92 | 2.87 | -0.08 | 0.61 |
| Standard Deviation(%) | NA | 8.01 | 11.09 | 12.97 | 13.50 | NA | NA | … | … | 7.00 | 8.09 | 8.74 | 15.06 | 10.08 | 19.21 | 9.05 | 27.30 | 4.92 | 8.28 | 8.08 | 6.55 | 6.71 | 7.91 | 14.05 | 10.87 | 15.88 | 20.77 | 9.12 | 7.38 | 6.78 | 7.60 | 8.58 | 11.54 | 8.88 |
| Draw Down(%) | NA | 5.14 | 21.91 | 22.57 | 31.20 | NA | NA | … | … | 0.62 | 4.98 | 6.74 | 22.49 | 8.21 | 21.50 | 6.37 | 24.52 | 1.66 | 7.58 | 8.09 | 4.65 | 5.68 | 6.54 | 12.56 | 8.09 | 15.28 | 33.84 | 6.02 | 7.81 | 4.13 | 6.00 | 7.85 | 13.65 | 9.33 |
| Yield(%) | NA | 5.30 | 3.84 | 4.91 | 3.79 | NA | NA | … | … | NA | 0.34 | 5.44 | 2.52 | 3.20 | 11.04 | 1.64 | 4.55 | 0.22 | 3.07 | 3.00 | 2.68 | 4.25 | 3.68 | 1.89 | 3.37 | 2.39 | 4.76 | 4.72 | 4.10 | 2.89 | 4.47 | 2.64 | 3.83 | 3.75 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.57%
Feb 2006 – Feb 2009 |
0.54%
Feb 2004 – Feb 2009 |
4.12%
Oct 2013 – Oct 2023 |
4.47%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MONTEFIORE MEDICAL CENTER PVA/TDA PLAN 5-18330 Strategic Asset Allocation – Optimal Moderate |
19.60%
Feb 2009 – Feb 2012 |
16.10%
Feb 2009 – Feb 2014 |
10.12%
Mar 2003 – Mar 2013 |
8.97%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart