Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BETH ISRAEL DEACONESS MEDICAL CENTER VOLUNTARY 403(B) PLAN Tactical Asset Allocation Moderate | NA | 32.77% | 8.36% | 12.92% | 10.45% | 11.44% | 10.68% | 10.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BETH ISRAEL DEACONESS MEDICAL CENTER VOLUNTARY 403(B) 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 (%) | -1.23 | 32.77 | 8.36 | 12.92 | 10.45 | 11.44 | 10.68 | 10.58 | NA | 12.71 | 19.27 | -10.43 | 11.81 | 22.46 | 20.37 | -3.54 | 20.12 | 8.00 | 0.44 | 7.93 | 25.66 | 12.82 | 0.29 | 14.41 | 12.16 | 3.10 | 8.67 | 11.16 | 8.47 | 14.31 | 21.98 | -2.28 | 4.81 |
| Sharpe Ratio | NA | 0.53 | 0.24 | 0.49 | 0.57 | NA | NA | 0.69 | 0.07 | 0.44 | 1.40 | -0.86 | 0.87 | 0.84 | 1.87 | -0.35 | 2.58 | 0.76 | 0.04 | 0.73 | 2.63 | 1.19 | 0.01 | 0.87 | 0.75 | 0.25 | 0.42 | 0.80 | 0.69 | 1.55 | 2.55 | -0.79 | 0.89 |
| Standard Deviation(%) | NA | 13.92 | 12.90 | 16.64 | 14.04 | NA | NA | 12.51 | 12.74 | 14.01 | 10.73 | 13.73 | 13.48 | 26.45 | 10.16 | 13.97 | 7.56 | 10.29 | 11.45 | 10.79 | 9.73 | 10.72 | 17.99 | 16.38 | 16.01 | 8.69 | 13.52 | 9.90 | 9.14 | 8.63 | 8.36 | 4.31 | 2.82 |
| Draw Down(%) | NA | 10.85 | 17.04 | 25.69 | 25.69 | NA | NA | 25.69 | 1.02 | 10.85 | 8.71 | 18.02 | 7.25 | 25.69 | 5.29 | 15.95 | 2.26 | 7.61 | 10.03 | 7.83 | 4.89 | 8.98 | 15.49 | 15.05 | 15.13 | 6.69 | 9.65 | 10.54 | 5.85 | 5.07 | 3.60 | 3.62 | 1.83 |
| Yield(%) | NA | 3.47 | 4.25 | 4.69 | 4.70 | NA | NA | 0.00 | NA | 1.34 | 3.52 | 2.96 | 6.49 | 6.35 | 3.62 | 6.53 | 5.18 | 5.08 | 3.92 | 4.86 | 0.86 | 1.42 | 3.68 | 0.59 | 0.57 | 3.25 | 8.32 | 12.94 | 1.64 | 0.95 | 0.70 | 1.00 | 2.02 |
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 |
|---|---|---|---|---|
| BETH ISRAEL DEACONESS MEDICAL CENTER VOLUNTARY 403(B) PLAN Tactical Asset Allocation Moderate |
2.36%
Apr 2006 - Apr 2009 |
5.14%
Mar 2015 - Mar 2020 |
8.11%
Mar 2010 - Mar 2020 |
8.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BETH ISRAEL DEACONESS MEDICAL CENTER VOLUNTARY 403(B) PLAN Tactical Asset Allocation Moderate |
18.12%
Dec 2018 - Dec 2021 |
16.20%
Jun 2009 - Jun 2014 |
12.52%
Sep 2011 - Sep 2021 |
12.17%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart