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 Strategic Asset Allocation – Optimal Moderate | NA | -3.19% | -3.77% | 3.16% | 4.47% | 6.18% | 5.60% | … | … |
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 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 (%) | -18.93 | -3.19 | -3.77 | 3.16 | 4.47 | 6.18 | 5.60 | … | … | 0.61 | 3.74 | 15.07 | -11.40 | 9.30 | 14.02 | 17.34 | -3.58 | 12.03 | 6.65 | 1.84 | 4.74 | 20.09 | 10.82 | -1.69 | 10.81 | 21.59 | -23.40 | 7.17 | 11.07 | 8.10 | 11.20 | 24.71 | -11.44 | -1.34 |
| Sharpe Ratio | NA | -0.04 | -0.06 | 0.14 | 0.27 | NA | NA | … | … | 0.10 | -0.07 | 1.32 | -0.87 | 1.06 | 0.72 | 2.05 | -0.50 | 1.94 | 0.70 | 0.19 | 0.65 | 2.76 | 1.24 | -0.12 | 0.93 | 1.33 | -1.12 | 0.42 | 0.98 | 0.90 | 1.35 | 2.64 | -0.99 | -0.29 |
| Standard Deviation(%) | NA | 42.44 | 26.36 | 22.45 | 16.96 | NA | NA | … | … | 5.57 | 42.45 | 8.21 | 14.61 | 8.76 | 19.02 | 7.76 | 9.73 | 5.87 | 9.20 | 9.29 | 7.27 | 7.26 | 8.66 | 14.97 | 11.52 | 16.21 | 21.69 | 9.95 | 8.00 | 6.58 | 7.60 | 9.11 | 12.68 | 12.59 |
| Draw Down(%) | NA | 20.03 | 20.03 | 22.85 | 22.85 | NA | NA | … | … | 0.25 | 20.03 | 7.19 | 17.75 | 4.61 | 22.85 | 4.39 | 12.55 | 3.44 | 8.60 | 9.70 | 5.64 | 4.68 | 7.65 | 14.40 | 9.87 | 16.26 | 32.97 | 6.82 | 8.48 | 4.78 | 6.41 | 8.17 | 20.39 | 18.05 |
| Yield(%) | NA | 3.85 | 4.89 | 4.69 | 4.41 | NA | NA | … | … | NA | 0.52 | 4.20 | 3.52 | 6.48 | 4.53 | 4.34 | 5.05 | 0.29 | 2.97 | 7.34 | 5.34 | 4.39 | 2.20 | 1.93 | 1.33 | 1.26 | 2.76 | 6.17 | 6.97 | 4.63 | 1.19 | 1.21 | 1.12 | 1.79 |
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 Strategic Asset Allocation – Optimal Mo |
-7.73%
Feb 2006 – Feb 2009 |
-1.03%
Feb 2004 – Feb 2009 |
4.47%
Oct 2014 – Oct 2024 |
4.69%
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 Strategic Asset Allocation – Optimal Mo |
17.73%
Mar 2003 – Mar 2006 |
14.89%
Feb 2009 – Feb 2014 |
10.07%
Feb 2009 – Feb 2019 |
9.08%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart