Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 18.83% | 3.16% | 6.21% | 4.22% | 4.26% | 5.38% | 5.54% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.02 | 18.83 | 3.16 | 6.21 | 4.22 | 4.26 | 5.38 | 5.54 | NA | 2.57 | 11.68 | -12.25 | 23.13 | 6.62 | 2.33 | -4.28 | 10.06 | 6.31 | -4.10 | -1.98 | 10.68 | 9.08 | -6.55 | 8.91 | 14.54 | -3.34 | 4.33 | 21.73 | 4.32 | 11.19 | 19.00 | -1.18 | -1.33 |
| Sharpe Ratio | NA | -0.38 | -0.33 | 0.29 | 0.23 | NA | NA | 0.47 | -0.03 | -0.48 | 0.83 | -1.08 | 1.57 | 0.63 | 0.15 | -0.66 | 1.75 | 1.15 | -0.62 | -0.25 | 1.55 | 1.66 | -0.67 | 0.80 | 1.86 | -1.67 | 0.15 | 2.28 | 0.33 | 1.51 | 3.07 | -0.86 | -0.91 |
| Standard Deviation(%) | NA | 8.24 | 10.12 | 11.22 | 9.17 | NA | NA | 8.07 | 8.16 | 8.33 | 8.90 | 12.63 | 14.72 | 10.16 | 6.18 | 8.52 | 5.38 | 5.31 | 6.69 | 7.95 | 6.87 | 5.44 | 9.89 | 11.08 | 7.76 | 2.56 | 9.05 | 8.10 | 6.45 | 6.80 | 5.96 | 2.65 | 4.01 |
| Draw Down(%) | NA | 8.09 | 14.23 | 19.21 | 19.48 | NA | NA | 19.48 | 0.71 | 8.00 | 7.67 | 15.89 | 6.95 | 13.13 | 5.58 | 12.07 | 2.41 | 2.90 | 7.18 | 8.00 | 5.57 | 4.39 | 13.92 | 9.02 | 5.19 | 3.63 | 6.29 | 4.29 | 4.65 | 7.92 | 2.71 | 4.28 | 5.20 |
| Yield(%) | NA | 4.06 | 6.35 | 5.00 | 4.05 | NA | NA | 3.45 | NA | 0.71 | 4.34 | 3.27 | 11.60 | 2.97 | 3.47 | 1.46 | 0.38 | 3.96 | 6.35 | 2.90 | 2.49 | 2.64 | 1.30 | 2.35 | 2.90 | 0.98 | 8.29 | 7.50 | 3.34 | 2.99 | 0.88 | 0.82 | 1.50 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Tactical Asset Allocation Moderate |
-3.35%
Oct 2017 - Oct 2020 |
-0.59%
Mar 2015 - Mar 2020 |
1.21%
Apr 2010 - Apr 2020 |
3.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Tactical Asset Allocation Moderate |
14.00%
May 2004 - May 2007 |
12.56%
Oct 2002 - Oct 2007 |
8.11%
Apr 2001 - Apr 2011 |
6.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart