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 Strategic Asset Allocation - Optimal Moderate | NA | 10.65% | 7.18% | 7.88% | 5.78% | 6.96% | NA | 6.08% |
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 Strategic Asset Allocation - Optimal 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 (%) | 0.19 | 10.65 | 7.18 | 7.88 | 5.78 | 6.96 | NA | 6.08 | 15.24 | 7.34 | 2.30 | 2.70 | 16.74 | 10.84 | -0.89 | 21.81 | 26.54 | -26.09 | 5.27 | 6.93 | 6.31 | 10.01 | 12.01 | -4.15 | 0.05 |
| Sharpe Ratio | NA | 3.08 | 0.99 | 1.15 | 0.50 | NA | NA | 0.47 | 3.05 | 0.79 | 0.26 | 0.37 | 2.22 | 1.23 | -0.06 | 1.47 | 1.46 | -1.17 | 0.23 | 0.45 | 0.67 | 1.12 | 2.47 | -1.21 | -0.46 |
| Standard Deviation(%) | NA | 4.79 | 7.77 | 7.64 | 12.87 | NA | NA | 10.80 | 4.80 | 8.99 | 8.80 | 7.27 | 7.53 | 8.75 | 14.30 | 14.77 | 18.15 | 23.10 | 9.64 | 8.06 | 6.14 | 8.08 | 4.57 | 4.35 | 4.87 |
| Draw Down(%) | NA | 1.85 | 9.87 | 9.87 | 36.29 | NA | NA | 38.88 | 1.85 | 8.16 | 7.59 | 5.42 | 4.91 | 7.97 | 12.86 | 9.43 | 15.99 | 36.15 | 6.03 | 7.28 | 4.72 | 8.14 | 3.90 | 8.10 | 7.43 |
| Yield(%) | NA | 3.02 | 3.27 | 2.96 | 2.73 | NA | NA | 3.00 | 2.93 | 3.26 | 3.58 | 2.62 | 2.36 | 2.71 | 2.00 | 1.00 | 1.26 | 5.07 | 5.63 | 6.11 | 3.56 | 2.24 | 0.68 | 1.10 | 1.87 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.92%
Feb 2006 - Feb 2009 |
-3.07%
Feb 2004 - Feb 2009 |
4.77%
Sep 2001 - Sep 2011 |
4.99%
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 Strategic Asset Allocation - Optimal Moderate |
22.39%
Feb 2009 - Feb 2012 |
17.21%
Feb 2009 - Feb 2014 |
7.29%
Aug 2004 - Aug 2014 |
6.96%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart