Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PHYSICIAN AFFILIATE GROUP OF NEW YORK P.C. DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | NA | 4.99% | 2.69% | 6.19% | 4.03% | 6.32% | NA | 5.80% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PHYSICIAN AFFILIATE GROUP OF NEW YORK P.C. DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.09 | 4.99 | 2.69 | 6.19 | 4.03 | 6.32 | NA | 5.80 | 11.15 | 3.65 | -1.19 | 0.45 | 19.89 | 4.91 | -2.73 | 1.30 | 15.79 | -1.76 | 3.26 | 9.08 | 2.44 | 11.64 | 25.34 | -2.98 | 1.59 |
Sharpe Ratio | NA | 2.28 | 0.77 | 1.06 | 0.75 | NA | NA | 0.73 | 2.25 | 0.61 | -0.23 | 0.07 | 2.45 | 1.02 | -0.38 | 0.13 | 2.73 | -0.75 | 0.02 | 0.74 | 0.04 | 1.30 | 2.93 | -1.41 | -0.59 |
Standard Deviation(%) | NA | 4.67 | 5.24 | 6.18 | 6.27 | NA | NA | 6.59 | 4.68 | 5.65 | 5.35 | 6.42 | 8.12 | 4.77 | 7.35 | 8.99 | 5.74 | 3.59 | 9.90 | 7.77 | 6.10 | 8.22 | 8.41 | 2.90 | 1.23 |
Draw Down(%) | NA | 2.27 | 5.55 | 7.18 | 9.46 | NA | NA | 9.46 | 2.27 | 5.55 | 5.49 | 6.09 | 3.49 | 4.52 | 7.24 | 9.46 | 3.56 | 3.42 | 6.54 | 8.14 | 4.95 | 8.71 | 4.36 | 5.24 | 1.05 |
Yield(%) | NA | 3.71 | 3.76 | 3.09 | 2.69 | NA | NA | 3.15 | 3.49 | 5.07 | 2.55 | 1.80 | 2.43 | 3.64 | 0.68 | 2.31 | 2.80 | 1.88 | 5.14 | 6.35 | 3.93 | 1.93 | 1.63 | 1.56 | 3.17 |
Data as of 09/29/2017, 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 |
---|---|---|---|---|
PHYSICIAN AFFILIATE GROUP OF NEW YORK P.C. DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
0.55%
Feb 2014 - Feb 2017 |
1.66%
Oct 2007 - Oct 2012 |
3.85%
Nov 2006 - Nov 2016 |
5.43%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PHYSICIAN AFFILIATE GROUP OF NEW YORK P.C. DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
14.75%
Mar 2003 - Mar 2006 |
11.15%
Oct 2002 - Oct 2007 |
6.89%
Mar 2003 - Mar 2013 |
6.61%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart