Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.32% | 5.45% | 3.85% | 4.60% | 4.97% | 5.55% | 5.33% |
Data as of 06/30/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 09/14/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.00 | 6.32 | 5.45 | 3.85 | 4.60 | 4.97 | 5.55 | 5.33 | 3.66 | -13.95 | 15.30 | 5.31 | 16.08 | -4.25 | 9.66 | 3.43 | 1.42 | 7.08 | 8.62 | 10.43 | -0.12 | 10.82 | 22.46 | -18.37 | 2.02 | 14.24 | 5.52 | 10.59 | 15.87 | -3.96 | 3.60 |
| Sharpe Ratio | NA | -0.10 | 0.15 | 0.14 | 0.36 | NA | NA | 0.44 | 0.08 | -1.10 | 1.41 | 0.29 | 2.49 | -0.69 | 2.15 | 0.42 | 0.17 | 1.21 | 1.43 | 1.69 | -0.01 | 1.14 | 1.55 | -1.20 | -0.14 | 2.23 | 0.76 | 1.95 | 3.56 | -0.91 | 0.20 |
| Standard Deviation(%) | NA | 10.61 | 11.35 | 12.10 | 9.77 | NA | NA | 9.19 | 7.89 | 13.92 | 10.84 | 17.63 | 5.90 | 8.04 | 4.20 | 7.73 | 8.11 | 5.82 | 5.99 | 6.13 | 11.72 | 9.39 | 14.47 | 16.03 | 6.96 | 4.92 | 4.43 | 4.94 | 4.27 | 5.55 | 6.50 |
| Draw Down(%) | NA | 6.57 | 20.92 | 24.23 | 24.23 | NA | NA | 30.02 | 6.04 | 18.93 | 5.63 | 24.23 | 2.64 | 10.67 | 1.79 | 7.02 | 7.26 | 4.15 | 4.96 | 5.19 | 12.07 | 7.14 | 12.62 | 26.65 | 5.29 | 3.62 | 2.99 | 5.54 | 2.52 | 12.77 | 8.51 |
| Yield(%) | NA | 4.00 | 5.29 | 4.31 | 3.41 | NA | NA | 3.48 | 1.50 | 2.51 | 10.30 | 2.49 | 2.93 | 3.42 | 0.33 | 3.38 | 2.46 | 1.83 | 5.25 | 2.22 | 2.10 | 2.33 | 2.78 | 3.29 | 8.64 | 6.69 | 4.55 | 2.33 | 1.69 | 0.90 | 2.64 |
Data as of 06/30/2023, AR inception 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 LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.41%
Feb 2006 - Feb 2009 |
-0.20%
Feb 2004 - Feb 2009 |
4.11%
Mar 2010 - Mar 2020 |
3.92%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.67%
Feb 2009 - Feb 2012 |
12.66%
Feb 2009 - Feb 2014 |
8.37%
Feb 2009 - Feb 2019 |
6.64%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart