Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Robert Wood Johnson University Hospital 403b Plan Tactical Asset Allocation Moderate | NA | 27.21% | 0.99% | 3.73% | 4.59% | 5.40% | 6.36% | 6.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Robert Wood Johnson University Hospital 403b Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.20 | 27.21 | 0.99 | 3.73 | 4.59 | 5.40 | 6.36 | 6.92 | NA | 7.39 | 21.03 | -24.25 | 6.05 | 8.75 | 12.60 | -1.68 | 13.14 | 5.39 | -0.09 | 1.09 | 18.10 | 8.33 | -1.11 | 5.24 | 16.00 | 0.64 | 12.26 | 11.78 | 8.05 | 7.39 | 17.27 | 5.51 | 5.68 |
| Sharpe Ratio | NA | 0.24 | -0.24 | 0.01 | 0.27 | NA | NA | 0.65 | 0.06 | 0.07 | 1.72 | -1.44 | 0.55 | 0.95 | 2.70 | -0.39 | 2.37 | 1.19 | -0.03 | 0.18 | 2.48 | 1.54 | -0.13 | 0.55 | 2.14 | -0.06 | 0.98 | 1.26 | 0.98 | 0.93 | 2.90 | 0.98 | 0.71 |
| Standard Deviation(%) | NA | 10.87 | 13.31 | 12.12 | 9.37 | NA | NA | 8.00 | 10.56 | 10.94 | 9.73 | 17.75 | 10.98 | 8.98 | 4.15 | 7.66 | 5.27 | 4.37 | 4.65 | 6.09 | 7.29 | 5.35 | 9.09 | 9.42 | 7.42 | 4.41 | 9.44 | 6.76 | 6.02 | 6.93 | 5.71 | 4.51 | 4.73 |
| Draw Down(%) | NA | 8.33 | 26.32 | 28.89 | 28.89 | NA | NA | 28.89 | 0.88 | 8.33 | 9.23 | 28.39 | 8.27 | 9.97 | 1.80 | 8.48 | 2.38 | 3.79 | 3.95 | 5.87 | 5.04 | 4.44 | 9.87 | 8.47 | 4.01 | 4.95 | 6.75 | 7.28 | 4.01 | 5.83 | 3.45 | 3.15 | 4.33 |
| Yield(%) | NA | 4.99 | 5.56 | 5.91 | 4.26 | NA | NA | 4.16 | NA | 0.66 | 5.16 | 2.62 | 8.27 | 6.99 | 6.62 | 4.12 | 0.22 | 4.00 | 1.47 | 3.14 | 1.12 | 4.56 | 1.87 | 4.04 | 4.34 | 3.41 | 4.75 | 6.03 | 2.21 | 3.94 | 4.21 | 4.18 | 7.82 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Robert Wood Johnson University Hospital 403b Plan Tactical Asset Allocation Moderate |
-5.05%
Sep 2019 - Sep 2022 |
-1.01%
Sep 2017 - Sep 2022 |
2.47%
Oct 2013 - Oct 2023 |
3.78%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Robert Wood Johnson University Hospital 403b Plan Tactical Asset Allocation Moderate |
12.58%
Oct 2004 - Oct 2007 |
11.92%
Oct 2002 - Oct 2007 |
9.35%
Apr 2001 - Apr 2011 |
8.27%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart