New 403b

The chart shows the growth of an initial investment of $10,000 in New 403b, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 9, 2026, the New 403b returned 12.37% Year-To-Date and 11.90% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 7, 2006, New 403b's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.7%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, New 403b closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -11.5%.

New 403b has an annualized alpha of -0.08%, beta of 0.94, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 07, 2006.

• This portfolio participated in 97.95% of S&P 500 Index downside but only 94.93% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.94 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

New 403b has an expense ratio of 0.59%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

New 403b ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below presents risk-adjusted performance metrics for New 403b and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

New 403b Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.43
• 5-Year: 0.71
• 10-Year: 0.69
• All Time: 0.44

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of New 403b compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

New 403b provided a 5.01% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the New 403b. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the New 403b was 57.26%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.

The current New 403b drawdown is 2.54%.

The chart below shows the rolling one-month volatility.