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 |
|---|---|---|---|---|---|---|---|---|
| FIRST MIDWEST BANCORP, INC. SAVINGS AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 24.87% | 4.96% | 10.05% | 6.14% | 6.67% | 7.17% | 7.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST MIDWEST BANCORP, INC. SAVINGS AND PROFIT SHARING 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 (%) | -0.80 | 24.87 | 4.96 | 10.05 | 6.14 | 6.67 | 7.17 | 7.91 | NA | 13.20 | 11.88 | -5.49 | 12.23 | 20.69 | 6.42 | -6.01 | 5.05 | 8.38 | -2.13 | 3.31 | 15.18 | 6.27 | 2.25 | 8.51 | 14.04 | 3.21 | 7.86 | 12.94 | 5.74 | 10.53 | 20.86 | 7.78 | 4.76 |
| Sharpe Ratio | NA | 0.80 | 0.17 | 0.78 | 0.56 | NA | NA | 0.84 | 0.10 | 0.69 | 0.82 | -0.50 | 1.24 | 3.51 | 0.91 | -0.99 | 0.69 | 1.53 | -0.47 | 0.57 | 2.10 | 0.92 | 0.28 | 0.74 | 1.58 | 0.51 | 0.51 | 1.21 | 0.60 | 1.27 | 3.59 | 2.41 | 0.77 |
| Standard Deviation(%) | NA | 9.49 | 10.98 | 9.95 | 8.19 | NA | NA | 7.59 | 5.26 | 9.52 | 9.27 | 13.68 | 9.87 | 5.82 | 5.54 | 7.41 | 6.37 | 5.33 | 4.61 | 5.80 | 7.23 | 6.77 | 7.79 | 11.32 | 8.83 | 4.44 | 9.56 | 7.99 | 5.97 | 7.57 | 5.61 | 2.77 | 3.18 |
| Draw Down(%) | NA | 4.92 | 14.86 | 15.70 | 15.70 | NA | NA | 15.70 | 0.34 | 4.92 | 8.36 | 14.86 | 5.47 | 2.15 | 4.32 | 11.85 | 3.87 | 3.49 | 5.94 | 5.82 | 4.66 | 6.09 | 6.21 | 9.70 | 5.17 | 5.25 | 7.35 | 9.16 | 5.07 | 6.95 | 2.44 | 1.32 | 2.77 |
| Yield(%) | NA | 3.09 | 2.36 | 2.59 | 2.28 | NA | NA | 2.97 | NA | 0.70 | 3.24 | 1.71 | 1.52 | 4.26 | 2.41 | 2.77 | 0.13 | 2.03 | 2.75 | 1.93 | 2.36 | 2.32 | 3.28 | 3.47 | 3.87 | 3.60 | 3.90 | 4.51 | 3.44 | 3.23 | 2.92 | 4.95 | 3.06 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST MIDWEST BANCORP, INC. SAVINGS AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
1.27%
Oct 2017 - Oct 2020 |
1.21%
Aug 2014 - Aug 2019 |
4.28%
Oct 2013 - Oct 2023 |
5.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST MIDWEST BANCORP, INC. SAVINGS AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
15.07%
Apr 2003 - Apr 2006 |
12.59%
May 2002 - May 2007 |
9.91%
Apr 2001 - Apr 2011 |
8.31%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison Chart