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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.13% | 2.90% | 8.87% | 7.12% | 7.54% | 6.78% | 7.03% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.93 | 22.13 | 2.90 | 8.87 | 7.12 | 7.54 | 6.78 | 7.03 | NA | 2.10 | 12.17 | -8.92 | 5.79 | 25.91 | 18.43 | -4.03 | 11.92 | 3.44 | 2.37 | 4.59 | 13.45 | 9.15 | -1.63 | 13.57 | 22.73 | -22.57 | 7.76 | 10.49 | 9.25 | 10.00 | 18.37 | -1.83 | 5.37 |
| Sharpe Ratio | NA | -0.35 | -0.18 | 0.35 | 0.47 | NA | NA | 0.52 | 0.09 | -0.52 | 0.93 | -0.81 | 0.53 | 1.35 | 2.39 | -0.53 | 2.68 | 0.38 | 0.27 | 0.59 | 2.03 | 1.31 | -0.13 | 1.39 | 1.47 | -1.31 | 0.59 | 1.12 | 1.24 | 1.37 | 2.49 | -0.34 | 0.40 |
| Standard Deviation(%) | NA | 8.63 | 10.13 | 12.59 | 10.53 | NA | NA | 10.08 | 7.31 | 8.71 | 8.49 | 12.67 | 10.94 | 19.01 | 7.13 | 10.13 | 4.22 | 8.43 | 8.79 | 7.71 | 6.61 | 6.93 | 12.42 | 9.73 | 15.35 | 17.92 | 8.09 | 6.43 | 5.72 | 6.64 | 7.09 | 8.71 | 7.56 |
| Draw Down(%) | NA | 8.12 | 13.54 | 21.29 | 21.29 | NA | NA | 32.94 | 0.49 | 8.12 | 7.36 | 14.78 | 8.73 | 21.29 | 3.31 | 13.08 | 1.68 | 9.13 | 7.90 | 5.10 | 5.55 | 6.42 | 11.51 | 7.57 | 12.82 | 31.42 | 5.73 | 7.22 | 3.48 | 6.31 | 6.45 | 12.71 | 8.89 |
| Yield(%) | NA | 4.37 | 5.52 | 5.42 | 4.33 | NA | NA | 4.06 | NA | 0.70 | 4.38 | 5.28 | 5.92 | 6.94 | 3.97 | 4.52 | 0.37 | 3.88 | 3.61 | 3.79 | 2.67 | 3.78 | 0.90 | 3.69 | 3.22 | 2.63 | 7.84 | 5.57 | 4.82 | 4.37 | 2.90 | 3.34 | 4.38 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.06%
Feb 2006 - Feb 2009 |
-0.25%
Feb 2004 - Feb 2009 |
4.47%
Feb 2006 - Feb 2016 |
5.10%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Robert Wood Johnson University Hospital 403b Plan Strategic Asset Allocation - Equal Weight Moderate |
16.41%
Dec 2018 - Dec 2021 |
13.78%
Feb 2009 - Feb 2014 |
8.97%
Sep 2011 - Sep 2021 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart