Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTEGRAMED AMERICA, INC. 401(k) PLAN Tactical Asset Allocation Moderate | NA | 8.11% | 6.64% | 6.57% | 4.74% | 6.18% | 6.47% | 6.01% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTEGRAMED AMERICA, INC. 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.37 | 8.11 | 6.64 | 6.57 | 4.74 | 6.18 | 6.47 | 6.01 | 1.22 | 20.34 | -6.31 | 4.71 | 19.29 | 10.06 | -3.38 | 10.91 | 2.59 | -0.22 | -0.15 | 15.22 | 6.38 | -4.09 | 14.57 | 18.24 | -4.03 | 8.74 | 13.95 | 8.07 | 5.86 | 13.48 | -6.95 | 2.31 |
| Sharpe Ratio | NA | 1.74 | 0.49 | 0.94 | 0.67 | NA | NA | 0.70 | 0.14 | 2.18 | -0.88 | 0.48 | 2.09 | 2.22 | -0.56 | 1.96 | 0.54 | -0.05 | -0.03 | 2.13 | 0.98 | -0.44 | 1.24 | 2.16 | -1.68 | 0.56 | 1.13 | 0.96 | 0.68 | 2.36 | -1.40 | 0.01 |
| Standard Deviation(%) | NA | 7.31 | 8.55 | 8.08 | 7.09 | NA | NA | 7.37 | 6.65 | 7.38 | 8.72 | 9.74 | 9.12 | 3.89 | 8.32 | 5.25 | 4.42 | 5.07 | 6.14 | 7.12 | 6.43 | 9.41 | 11.68 | 8.39 | 2.95 | 10.26 | 9.48 | 6.17 | 7.24 | 5.43 | 5.74 | 0.05 |
| Draw Down(%) | NA | 4.37 | 14.29 | 14.29 | 14.29 | NA | NA | 14.29 | 1.43 | 4.37 | 11.49 | 6.35 | 10.72 | 1.96 | 9.07 | 2.26 | 3.96 | 5.12 | 5.44 | 5.39 | 5.99 | 11.27 | 9.31 | 4.59 | 4.81 | 6.99 | 10.62 | 5.20 | 7.52 | 3.33 | 8.65 | 0.00 |
| Yield(%) | NA | 14.42 | 8.57 | 7.48 | 4.77 | NA | NA | 3.75 | 0.92 | 14.72 | 6.53 | 3.82 | 6.86 | 5.07 | 3.84 | 0.36 | 1.74 | 1.34 | 3.05 | 3.28 | 3.20 | 2.70 | 2.11 | 2.60 | 1.32 | 6.47 | 6.07 | 3.85 | 2.27 | 0.65 | 1.11 | 2.31 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| INTEGRAMED AMERICA, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
0.73%
Dec 2013 - Dec 2016 |
1.84%
Dec 2013 - Dec 2018 |
4.03%
Mar 2010 - Mar 2020 |
5.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTEGRAMED AMERICA, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
13.18%
Oct 2004 - Oct 2007 |
11.06%
Oct 2002 - Oct 2007 |
8.55%
Jul 2003 - Jul 2013 |
7.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart