Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New York Presbyterian Hospital 403b Strategic Asset Allocation – Optimal Moderate | NA | 22.85% | 2.98% | 8.94% | 7.11% | 8.10% | 7.00% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New York Presbyterian Hospital 403b 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 (%) | -0.92 | 22.85 | 2.98 | 8.94 | 7.11 | 8.10 | 7.00 | … | … | 0.44 | 10.21 | 11.67 | -13.38 | 8.97 | 24.42 | 19.87 | -6.34 | 11.93 | 6.35 | 0.71 | 4.43 | 15.11 | 13.93 | -1.18 | 13.72 | 28.69 | -24.72 | 6.13 | 10.96 | 5.29 | 10.61 | 20.99 | -7.86 | 1.55 |
| Sharpe Ratio | NA | 0.54 | -0.13 | 0.42 | 0.52 | NA | NA | … | … | 0.05 | 0.41 | 0.94 | -1.04 | 0.88 | 1.38 | 2.71 | -0.77 | 2.58 | 0.73 | 0.08 | 0.65 | 2.11 | 1.79 | -0.08 | 1.13 | 1.63 | -1.15 | 0.34 | 1.21 | 0.49 | 1.43 | 2.14 | -0.64 | -0.07 |
| Standard Deviation(%) | NA | 8.70 | 10.67 | 12.26 | 10.31 | NA | NA | … | … | 7.94 | 8.73 | 7.89 | 14.22 | 10.15 | 17.50 | 6.82 | 9.92 | 4.37 | 8.38 | 8.91 | 6.81 | 7.16 | 7.76 | 14.85 | 12.08 | 17.57 | 22.25 | 9.14 | 6.35 | 6.35 | 6.77 | 9.50 | 14.08 | 10.92 |
| Draw Down(%) | NA | 5.85 | 19.69 | 20.56 | 20.56 | NA | NA | … | … | 0.69 | 5.85 | 6.55 | 19.99 | 6.32 | 20.56 | 3.22 | 14.05 | 1.95 | 7.65 | 9.05 | 5.28 | 6.25 | 6.25 | 14.92 | 9.45 | 17.39 | 34.23 | 5.47 | 4.75 | 3.94 | 5.36 | 7.47 | 18.35 | 13.06 |
| Yield(%) | NA | 4.92 | 4.94 | 4.82 | 4.02 | NA | NA | … | … | NA | 1.02 | 4.28 | 4.53 | 4.87 | 5.36 | 4.26 | 4.13 | 0.35 | 2.35 | 5.45 | 3.80 | 3.03 | 3.52 | 2.60 | 2.26 | 1.99 | 3.11 | 4.82 | 3.69 | 4.11 | 2.92 | 3.36 | 2.59 | 3.81 |
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 |
|---|---|---|---|---|
| New York Presbyterian Hospital 403b Strategic Asset Allocation – Optimal Moderate |
-8.16%
Feb 2006 – Feb 2009 |
-2.24%
Feb 2004 – Feb 2009 |
5.19%
Sep 2001 – Sep 2011 |
5.27%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New York Presbyterian Hospital 403b Strategic Asset Allocation – Optimal Moderate |
20.19%
Feb 2009 – Feb 2012 |
16.81%
Feb 2009 – Feb 2014 |
10.34%
Feb 2009 – Feb 2019 |
9.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart