Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New York State Public Employees Federation Afl Cio Union Plan Tactical Asset Allocation Moderate | NA | 0.23% | 2.31% | 3.09% | 6.98% | 6.79% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York State Public Employees Federation Afl Cio Union Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 0.23 | 2.31 | 3.09 | 6.98 | 6.79 | NA | … | … | 5.54 | 6.13 | 1.19 | -0.50 | 8.29 | 6.53 | 10.36 | 1.68 | 15.40 | 20.03 | 0.16 | 5.20 | 10.98 | 4.57 | 10.25 | 14.04 | 5.36 | 7.88 |
| Sharpe Ratio | NA | -2.47 | -4.19 | -3.68 | -2.07 | NA | NA | … | … | -2.49 | -3.93 | -7.53 | -3.35 | -2.43 | -2.28 | -1.81 | -1.78 | -0.34 | 0.20 | -2.88 | -2.73 | -2.18 | -3.16 | -1.81 | -1.35 | -3.25 | -2.84 |
| Standard Deviation(%) | NA | 6.45 | 4.89 | 4.94 | 6.32 | NA | NA | … | … | 6.45 | 3.33 | 4.38 | 5.69 | 4.21 | 5.27 | 4.53 | 9.46 | 9.41 | 7.18 | 6.75 | 6.16 | 5.20 | 5.20 | 5.17 | 3.91 | 4.43 | 4.68 |
| Draw Down(%) | NA | 3.97 | 4.04 | 6.09 | 9.62 | NA | NA | … | … | 3.97 | 1.93 | 4.04 | 6.09 | 2.29 | 5.67 | 3.31 | 9.62 | 6.23 | 3.42 | 6.64 | 5.33 | 3.02 | 3.71 | 5.89 | 2.47 | 5.78 | 3.15 |
| Yield(%) | NA | 6.41 | 3.42 | 3.79 | 4.18 | NA | NA | … | … | 6.41 | 0.32 | 3.32 | 4.51 | 4.38 | 2.50 | 5.87 | 2.63 | 5.68 | 6.25 | 4.49 | 5.03 | 6.09 | 4.13 | 5.26 | 4.44 | 7.68 | 9.33 |
Data as of 10/31/2018, 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 State Public Employees Federation Afl Cio Union Plan Tactical Asset Allocation Moderate |
1.10%
Mar 2015 – Mar 2018 |
2.89%
Apr 2013 – Apr 2018 |
6.29%
Mar 2008 – Mar 2018 |
6.74%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York State Public Employees Federation Afl Cio Union Plan Tactical Asset Allocation Moderate |
13.63%
Feb 2009 – Feb 2012 |
11.14%
May 2006 – May 2011 |
9.92%
Apr 2001 – Apr 2011 |
7.92%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart