Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/30/2023.
| 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 Strategic Asset Allocation - Optimal Moderate | NA | 6.97% | 6.52% | 4.30% | 4.69% | 4.33% | 5.62% | 5.76% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEW YORK LIFE INSURANCE COMPANY EMPLOYEE PROGRESS-SHARING INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 09/14/2023 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 06/30/2023.
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 | 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 (%) | 1.85 | 6.97 | 6.52 | 4.30 | 4.69 | 4.33 | 5.62 | 5.76 | 3.72 | -11.90 | 14.97 | 8.09 | 14.20 | -4.39 | 7.03 | 3.96 | 1.03 | 4.79 | 13.05 | 9.65 | -3.85 | 10.65 | 17.63 | -21.65 | 3.61 | 15.65 | 8.91 | 12.14 | 22.92 | -2.82 | 9.08 |
| Sharpe Ratio | NA | -0.04 | 0.23 | 0.17 | 0.34 | NA | NA | 0.40 | 0.09 | -0.99 | 1.23 | 0.44 | 1.81 | -0.66 | 1.23 | 0.47 | 0.12 | 0.77 | 2.01 | 1.24 | -0.25 | 0.89 | 0.95 | -1.01 | 0.07 | 1.99 | 0.84 | 1.36 | 2.55 | -0.38 | 0.65 |
| Standard Deviation(%) | NA | 10.15 | 11.52 | 12.43 | 10.08 | NA | NA | 11.25 | 7.66 | 13.44 | 12.19 | 17.70 | 7.06 | 8.68 | 5.18 | 8.07 | 8.15 | 6.18 | 6.47 | 7.76 | 15.45 | 11.93 | 18.48 | 22.36 | 9.08 | 6.23 | 8.02 | 8.21 | 8.73 | 10.24 | 10.45 |
| Draw Down(%) | NA | 5.96 | 19.16 | 23.34 | 23.34 | NA | NA | 37.44 | 5.63 | 16.94 | 5.50 | 23.34 | 3.59 | 11.92 | 4.56 | 7.44 | 7.18 | 4.54 | 4.63 | 6.56 | 15.76 | 9.82 | 18.21 | 32.03 | 5.74 | 5.89 | 5.06 | 6.13 | 5.26 | 16.25 | 11.10 |
| Yield(%) | NA | 3.61 | 6.85 | 5.50 | 4.15 | NA | NA | 3.73 | 1.34 | 2.26 | 14.96 | 3.19 | 3.12 | 4.62 | 0.29 | 3.44 | 5.90 | 2.31 | 2.04 | 0.94 | 0.95 | 1.04 | 1.15 | 2.57 | 9.13 | 6.85 | 5.63 | 2.86 | 1.74 | 1.39 | 4.38 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.64%
Feb 2006 - Feb 2009 |
-0.67%
Feb 2004 - Feb 2009 |
3.29%
Apr 2007 - Apr 2017 |
3.13%
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 Strategic Asset Allocation - Optimal Moderate |
17.41%
Mar 2003 - Mar 2006 |
13.60%
Oct 2002 - Oct 2007 |
7.90%
Feb 2009 - Feb 2019 |
6.79%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart