Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYU HOSPITALS CENTER AND PARTICIPATING EMPLOYERS 403(B) PLAN Tactical Asset Allocation Moderate | NA | -9.42% | -7.07% | 0.87% | 3.15% | 5.14% | 5.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYU HOSPITALS CENTER AND PARTICIPATING EMPLOYERS 403(B) PLAN 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 (%) | -26.90 | -9.42 | -7.07 | 0.87 | 3.15 | 5.14 | 5.58 | … | … | 0.00 | 4.99 | 13.74 | -12.81 | 14.04 | 8.65 | 14.40 | -0.89 | 14.09 | 8.28 | -3.06 | 3.88 | 25.53 | 8.24 | -0.47 | 6.85 | 13.37 | -9.47 | 6.49 | 13.92 | 9.32 | 11.67 | 27.92 | -3.98 | -4.11 |
| Sharpe Ratio | NA | -0.01 | -0.05 | 0.08 | 0.18 | NA | NA | … | … | -0.14 | -0.02 | 1.12 | -1.04 | 1.22 | 0.41 | 1.50 | -0.18 | 2.39 | 0.83 | -0.27 | 0.45 | 2.90 | 0.92 | -0.03 | 0.62 | 1.24 | -1.64 | 0.32 | 1.37 | 0.88 | 1.27 | 2.99 | -1.15 | -1.02 |
| Standard Deviation(%) | NA | 64.03 | 38.12 | 31.30 | 23.17 | NA | NA | … | … | 0.37 | 64.05 | 8.47 | 13.59 | 11.51 | 20.33 | 8.64 | 12.10 | 5.63 | 9.77 | 11.48 | 8.62 | 8.78 | 8.94 | 16.62 | 10.99 | 10.72 | 6.33 | 10.80 | 7.80 | 8.09 | 8.47 | 9.12 | 4.42 | 6.32 |
| Draw Down(%) | NA | 27.78 | 27.78 | 27.78 | 27.78 | NA | NA | … | … | 0.04 | 27.78 | 8.04 | 19.19 | 5.20 | 22.65 | 4.58 | 12.54 | 2.02 | 7.90 | 11.67 | 5.81 | 4.26 | 7.68 | 14.69 | 8.47 | 4.95 | 10.46 | 7.89 | 8.92 | 5.93 | 7.02 | 4.23 | 5.19 | 8.96 |
| Yield(%) | NA | 4.42 | 5.98 | 5.58 | 4.94 | NA | NA | … | … | NA | 0.65 | 5.15 | 2.66 | 10.55 | 5.62 | 4.92 | 3.21 | 2.04 | 3.93 | 4.15 | 8.41 | 6.82 | 1.90 | 1.87 | 1.04 | 1.83 | 2.56 | 4.91 | 7.11 | 4.94 | 1.17 | 1.39 | 1.78 | 2.23 |
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 |
|---|---|---|---|---|
| NYU HOSPITALS CENTER AND PARTICIPATING EMPLOYERS 403(B) PLAN Tactical Asset Allocation Moderate |
-6.80%
Oct 2021 – Oct 2024 |
0.87%
Oct 2019 – Oct 2024 |
3.15%
Oct 2014 – Oct 2024 |
5.03%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYU HOSPITALS CENTER AND PARTICIPATING EMPLOYERS 403(B) PLAN Tactical Asset Allocation Moderate |
18.84%
Apr 2003 – Apr 2006 |
13.89%
Oct 2002 – Oct 2007 |
9.34%
Sep 2011 – Sep 2021 |
8.86%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart