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 Strategic Asset Allocation - Equal Weight Moderate | NA | 13.84% | 4.74% | 6.73% | 4.81% | 6.74% | 5.63% | 5.26% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.34 | 13.84 | 4.74 | 6.73 | 4.81 | 6.74 | 5.63 | 5.26 | 2.02 | 21.02 | -5.35 | -0.55 | 19.77 | 17.25 | -6.88 | 12.38 | 0.73 | 0.14 | 1.61 | 14.07 | 10.64 | 1.41 | 14.68 | 18.33 | -26.52 | 7.43 | 10.20 | 10.74 | 10.36 | 21.07 | -12.23 | 1.06 |
| Sharpe Ratio | NA | 1.93 | 0.30 | 0.67 | 0.50 | NA | NA | 0.42 | 0.27 | 2.24 | -0.56 | -0.05 | 1.18 | 2.38 | -0.80 | 2.41 | 0.06 | 0.01 | 0.23 | 2.22 | 1.79 | 0.13 | 1.51 | 1.17 | -1.31 | 0.43 | 0.92 | 1.46 | 1.50 | 2.51 | -0.88 | -0.10 |
| Standard Deviation(%) | NA | 7.37 | 10.67 | 11.55 | 10.07 | NA | NA | 10.74 | 6.41 | 7.48 | 11.99 | 12.26 | 16.61 | 6.67 | 10.25 | 4.88 | 9.29 | 8.94 | 7.06 | 6.33 | 5.91 | 10.46 | 9.67 | 15.56 | 20.95 | 10.35 | 7.54 | 5.86 | 6.28 | 8.13 | 15.16 | 12.04 |
| Draw Down(%) | NA | 4.42 | 19.22 | 22.57 | 22.57 | NA | NA | 40.11 | 1.12 | 4.42 | 13.90 | 9.35 | 22.57 | 3.77 | 14.33 | 2.27 | 8.85 | 8.44 | 6.00 | 4.93 | 4.93 | 11.34 | 7.77 | 16.48 | 34.91 | 7.24 | 8.74 | 4.44 | 6.51 | 6.53 | 21.90 | 15.81 |
| Yield(%) | NA | 14.26 | 7.73 | 6.03 | 4.53 | NA | NA | 3.67 | 0.86 | 14.61 | 5.91 | 1.99 | 3.43 | 3.73 | 6.33 | 0.65 | 1.08 | 4.05 | 3.19 | 2.95 | 2.40 | 2.59 | 2.51 | 2.16 | 1.92 | 8.09 | 5.82 | 3.74 | 3.25 | 0.43 | 0.69 | 2.06 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.91%
Feb 2006 - Feb 2009 |
-1.66%
Feb 2004 - Feb 2009 |
3.46%
Dec 2006 - Dec 2016 |
3.39%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTEGRAMED AMERICA, INC. 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.80%
Feb 2009 - Feb 2012 |
14.59%
Feb 2009 - Feb 2014 |
8.41%
Feb 2009 - Feb 2019 |
7.55%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart