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 Strategic Asset Allocation - Equal Weight Moderate | NA | 30.67% | 5.64% | 10.70% | 6.52% | 7.17% | 6.30% | 6.11% |
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 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 (%) | -1.01 | 30.67 | 5.64 | 10.70 | 6.52 | 7.17 | 6.30 | 6.11 | NA | 17.35 | 11.09 | -5.32 | -3.96 | 33.70 | 15.88 | -5.86 | 2.41 | 0.92 | 1.68 | 4.13 | 16.33 | 9.84 | -0.99 | 10.08 | 22.47 | -21.17 | 6.05 | 9.50 | 7.26 | 10.00 | 19.22 | -7.58 | 0.08 |
| Sharpe Ratio | NA | 1.09 | 0.35 | 0.52 | 0.40 | NA | NA | 0.41 | 0.08 | 0.98 | 0.75 | -0.52 | -0.32 | 1.62 | 1.68 | -0.62 | 0.25 | 0.08 | 0.17 | 0.51 | 2.47 | 1.26 | -0.07 | 0.88 | 1.37 | -1.12 | 0.35 | 0.97 | 0.87 | 1.44 | 2.31 | -0.77 | -0.25 |
| Standard Deviation(%) | NA | 10.97 | 11.08 | 13.83 | 11.74 | NA | NA | 11.18 | 12.88 | 10.98 | 9.08 | 12.82 | 12.55 | 20.66 | 8.59 | 11.65 | 7.25 | 8.53 | 9.50 | 8.00 | 6.60 | 7.76 | 14.16 | 11.42 | 16.36 | 19.71 | 8.84 | 6.42 | 5.88 | 6.30 | 8.01 | 11.28 | 8.96 |
| Draw Down(%) | NA | 7.28 | 11.06 | 20.39 | 20.39 | NA | NA | 33.76 | 1.03 | 7.28 | 6.81 | 11.85 | 12.40 | 18.15 | 4.92 | 15.17 | 5.72 | 9.36 | 7.76 | 6.50 | 3.56 | 6.51 | 13.12 | 9.84 | 15.84 | 29.08 | 5.99 | 6.52 | 3.70 | 4.35 | 5.90 | 15.17 | 12.10 |
| Yield(%) | NA | 5.48 | 4.92 | 4.96 | 4.20 | NA | NA | 3.08 | NA | 0.61 | 5.58 | 2.68 | 6.29 | 5.85 | 5.03 | 7.15 | 0.52 | 1.42 | 4.27 | 3.82 | 3.44 | 1.42 | 2.42 | 0.89 | 1.08 | 1.42 | 5.57 | 4.28 | 1.48 | 1.00 | 0.96 | 1.02 | 2.74 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.53%
Feb 2006 - Feb 2009 |
-0.85%
Feb 2004 - Feb 2009 |
3.94%
Dec 2007 - Dec 2017 |
4.08%
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 Strategic Asset Allocation - Equal Weight Moderate |
15.73%
Feb 2009 - Feb 2012 |
13.83%
Feb 2009 - Feb 2014 |
7.85%
Sep 2011 - Sep 2021 |
8.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart