Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT INCENTIVE BONUS PLAN OF HUDSON CITY SAVINGS BANK Tactical Asset Allocation Moderate | NA | -4.30% | 0.08% | 2.01% | 2.09% | 2.61% | 3.36% | 3.70% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT INCENTIVE BONUS PLAN OF HUDSON CITY SAVINGS BANK Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.39 | -4.30 | 0.08 | 2.01 | 2.09 | 2.61 | 3.36 | 3.70 | 0.39 | 7.25 | -19.18 | 16.92 | 11.33 | 10.05 | -5.48 | 4.04 | 4.67 | -1.83 | 4.04 | 15.62 | 7.37 | -16.34 | 6.48 | 11.18 | -4.44 | 7.30 | 10.30 | 2.87 | 7.22 | 12.87 | 2.13 | 5.04 |
| Sharpe Ratio | NA | -0.20 | -0.13 | 0.25 | 0.25 | NA | NA | 0.39 | 0.01 | 0.33 | -1.24 | 1.62 | 1.84 | 2.47 | -1.39 | 1.29 | 1.28 | -0.48 | 0.95 | 2.50 | 1.44 | -1.18 | 0.58 | 1.64 | -1.32 | 0.51 | 1.23 | 0.14 | 1.02 | 2.65 | 0.26 | 0.75 |
| Standard Deviation(%) | NA | 8.86 | 12.35 | 10.19 | 7.70 | NA | NA | 7.38 | 9.45 | 9.08 | 16.51 | 10.43 | 6.04 | 3.50 | 4.89 | 2.65 | 3.48 | 3.84 | 4.22 | 6.22 | 5.09 | 13.88 | 11.01 | 6.76 | 4.07 | 8.39 | 5.73 | 5.16 | 6.13 | 4.59 | 3.97 | 3.66 |
| Draw Down(%) | NA | 9.46 | 21.90 | 21.90 | 21.90 | NA | NA | 22.11 | 2.25 | 9.46 | 21.67 | 5.15 | 4.98 | 1.27 | 8.37 | 1.27 | 1.60 | 4.63 | 2.60 | 3.89 | 4.39 | 22.11 | 9.74 | 3.22 | 8.17 | 6.30 | 5.32 | 3.90 | 5.23 | 2.65 | 4.72 | 2.51 |
| Yield(%) | NA | 4.43 | 4.34 | 3.91 | 2.92 | NA | NA | 3.28 | 0.16 | 4.55 | 3.79 | 4.84 | 2.57 | 3.97 | 3.58 | 0.27 | 1.90 | 1.52 | 2.41 | 3.16 | 2.18 | 0.50 | 2.34 | 2.24 | 1.29 | 5.31 | 7.61 | 8.15 | 2.32 | 2.11 | 3.57 | 5.20 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| PROFIT INCENTIVE BONUS PLAN OF HUDSON CITY SAVINGS BANK Tactical Asset Allocation Moderate |
-1.47%
Dec 2009 - Dec 2012 |
-0.85%
May 2007 - May 2012 |
1.89%
Mar 2010 - Mar 2020 |
2.25%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT INCENTIVE BONUS PLAN OF HUDSON CITY SAVINGS BANK Tactical Asset Allocation Moderate |
12.73%
Dec 2018 - Dec 2021 |
8.78%
Jun 2002 - Jun 2007 |
6.47%
Apr 2001 - Apr 2011 |
4.71%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart