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 - Optimal Moderate | NA | 29.93% | 5.72% | 10.87% | 7.43% | 8.12% | 6.89% | 7.09% |
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 - Optimal 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 | 29.93 | 5.72 | 10.87 | 7.43 | 8.12 | 6.89 | 7.09 | NA | 19.78 | 11.73 | -5.12 | -3.61 | 32.49 | 15.88 | -1.99 | 6.62 | 1.86 | 0.78 | 5.58 | 18.51 | 8.95 | 0.35 | 10.04 | 19.96 | -20.55 | 6.07 | 8.44 | 8.51 | 12.00 | 21.81 | -5.62 | 4.25 |
| Sharpe Ratio | NA | 1.40 | 0.46 | 0.58 | 0.52 | NA | NA | 0.50 | 0.09 | 1.28 | 0.85 | -0.60 | -0.30 | 1.58 | 1.81 | -0.30 | 1.12 | 0.20 | 0.08 | 0.83 | 2.83 | 1.14 | 0.02 | 0.90 | 1.08 | -0.99 | 0.34 | 0.89 | 1.37 | 2.35 | 2.74 | -0.57 | 0.22 |
| Standard Deviation(%) | NA | 10.24 | 10.04 | 13.22 | 11.17 | NA | NA | 11.14 | 9.89 | 10.28 | 8.82 | 10.83 | 12.31 | 20.43 | 7.98 | 11.03 | 5.33 | 8.46 | 9.63 | 6.69 | 6.54 | 7.81 | 14.52 | 11.10 | 18.40 | 21.78 | 8.94 | 5.82 | 4.64 | 4.71 | 7.72 | 11.91 | 8.65 |
| Draw Down(%) | NA | 7.58 | 9.47 | 20.02 | 20.02 | NA | NA | 34.77 | 0.76 | 7.58 | 6.46 | 9.47 | 10.77 | 20.02 | 4.86 | 10.08 | 2.72 | 9.67 | 8.07 | 4.99 | 3.23 | 6.35 | 13.01 | 10.71 | 18.06 | 29.92 | 5.92 | 5.67 | 3.02 | 3.41 | 4.61 | 14.56 | 10.90 |
| Yield(%) | NA | 2.83 | 2.91 | 3.20 | 2.85 | NA | NA | 2.80 | NA | 0.64 | 2.89 | 2.91 | 2.40 | 5.81 | 2.01 | 4.21 | 0.53 | 1.38 | 4.35 | 1.88 | 5.04 | 0.74 | 3.27 | 0.47 | 0.17 | 1.23 | 7.84 | 5.28 | 4.20 | 2.11 | 0.52 | 0.43 | 4.17 |
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 - Optimal Moderate |
-7.00%
Feb 2006 - Feb 2009 |
-0.63%
Feb 2004 - Feb 2009 |
4.18%
May 2007 - May 2017 |
4.70%
Mar 2005 - Mar 2020 |
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 - Optimal Moderate |
16.46%
Apr 2018 - Apr 2021 |
14.11%
Feb 2009 - Feb 2014 |
9.29%
Aug 2011 - Aug 2021 |
9.07%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart