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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.53% | 6.47% | 7.55% | 5.48% | 6.70% | 5.54% | 5.60% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.37 | 2.53 | 6.47 | 7.55 | 5.48 | 6.70 | 5.54 | 5.60 | 0.09 | 10.34 | -4.20 | 11.66 | 14.38 | 21.28 | -5.02 | 8.84 | 0.19 | -0.88 | 6.46 | 13.37 | 8.34 | -0.01 | 11.50 | 20.57 | -23.88 | 6.44 | 10.99 | 5.78 | 7.93 | 17.07 | -2.01 | 3.59 |
| Sharpe Ratio | NA | 0.22 | 0.36 | 0.60 | 0.48 | NA | NA | 0.47 | -0.02 | 0.71 | -0.41 | 1.20 | 0.69 | 2.71 | -0.63 | 1.67 | 0.00 | -0.10 | 0.94 | 2.35 | 1.40 | 0.00 | 1.30 | 1.49 | -1.33 | 0.44 | 1.43 | 0.73 | 1.19 | 2.55 | -0.38 | 0.17 |
| Standard Deviation(%) | NA | 8.51 | 10.78 | 12.81 | 10.89 | NA | NA | 9.94 | 9.48 | 8.55 | 13.54 | 9.73 | 20.42 | 7.32 | 10.06 | 4.93 | 10.59 | 8.87 | 6.84 | 5.68 | 5.94 | 9.07 | 8.79 | 13.72 | 18.67 | 7.85 | 5.41 | 4.93 | 5.85 | 6.44 | 8.19 | 7.75 |
| Draw Down(%) | NA | 7.03 | 12.57 | 22.97 | 22.97 | NA | NA | 35.06 | 2.52 | 7.03 | 12.57 | 5.14 | 22.97 | 3.66 | 12.63 | 1.96 | 8.57 | 7.43 | 5.06 | 3.96 | 4.68 | 10.00 | 5.44 | 14.41 | 31.66 | 5.31 | 4.69 | 3.46 | 4.97 | 6.35 | 11.31 | 9.04 |
| Yield(%) | NA | 3.33 | 3.74 | 3.42 | 2.84 | NA | NA | 3.15 | 0.15 | 3.40 | 4.48 | 3.27 | 2.04 | 3.99 | 6.17 | 0.45 | 1.18 | 2.01 | 1.47 | 1.72 | 1.69 | 2.06 | 2.27 | 1.90 | 4.29 | 6.22 | 6.08 | 5.86 | 2.16 | 2.00 | 2.71 | 4.90 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.97%
Feb 2006 - Feb 2009 |
-1.90%
Feb 2004 - Feb 2009 |
3.28%
May 2007 - May 2017 |
3.89%
Mar 2005 - Mar 2020 |
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 Strategic Asset Allocation - Equal Weight Moderate |
15.70%
Dec 2018 - Dec 2021 |
12.64%
Feb 2009 - Feb 2014 |
7.91%
Feb 2009 - Feb 2019 |
7.49%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart