Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| S&T BANCORP, INC., THRIFT PLAN FOR EMPLOYEES OF S&T BANK Tactical Asset Allocation Moderate | NA | 23.33% | 0.92% | 5.28% | 4.79% | 5.56% | 6.19% | 6.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| S&T BANCORP, INC., THRIFT PLAN FOR EMPLOYEES OF S&T BANK Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.16 | 23.33 | 0.92 | 5.28 | 4.79 | 5.56 | 6.19 | 6.68 | NA | 5.84 | 15.72 | -17.42 | 10.89 | 11.19 | 9.95 | -3.21 | 13.54 | 3.51 | -0.67 | 0.92 | 12.29 | 8.95 | 1.55 | 8.91 | 20.17 | -4.47 | 5.59 | 14.88 | 4.85 | 9.62 | 17.73 | 1.74 | 6.98 |
| Sharpe Ratio | NA | 0.07 | -0.26 | 0.20 | 0.34 | NA | NA | 0.70 | 0.01 | -0.09 | 1.21 | -1.21 | 1.40 | 1.31 | 1.87 | -0.62 | 3.03 | 0.85 | -0.14 | 0.18 | 2.09 | 1.83 | 0.21 | 0.83 | 2.60 | -1.26 | 0.28 | 1.74 | 0.54 | 1.38 | 3.86 | 0.15 | 1.14 |
| Standard Deviation(%) | NA | 8.66 | 11.66 | 10.38 | 8.19 | NA | NA | 7.20 | 8.56 | 8.76 | 9.48 | 15.51 | 7.74 | 8.39 | 4.57 | 7.31 | 4.26 | 3.91 | 4.91 | 4.94 | 5.88 | 4.87 | 7.14 | 10.61 | 7.72 | 4.30 | 9.43 | 6.66 | 4.97 | 6.29 | 4.41 | 4.10 | 4.09 |
| Draw Down(%) | NA | 6.01 | 24.39 | 26.34 | 26.34 | NA | NA | 26.34 | 0.87 | 5.96 | 10.41 | 25.22 | 4.00 | 10.82 | 3.26 | 9.00 | 1.28 | 3.35 | 5.67 | 5.87 | 3.98 | 4.19 | 5.42 | 9.26 | 3.86 | 7.30 | 7.47 | 7.98 | 4.25 | 5.58 | 2.42 | 4.93 | 2.77 |
| Yield(%) | NA | 3.00 | 2.49 | 2.68 | 2.72 | NA | NA | 3.68 | NA | 0.77 | 2.89 | 2.28 | 1.42 | 3.14 | 3.71 | 1.62 | 0.25 | 2.56 | 5.11 | 3.92 | 1.63 | 3.61 | 1.95 | 3.73 | 4.47 | 2.62 | 6.79 | 6.43 | 6.27 | 3.55 | 3.70 | 5.25 | 6.93 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| S&T BANCORP, INC., THRIFT PLAN FOR EMPLOYEES OF S&T BANK Tactical Asset Allocation Moderate |
-1.69%
Sep 2019 - Sep 2022 |
0.03%
Sep 2017 - Sep 2022 |
2.80%
Sep 2012 - Sep 2022 |
4.01%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| S&T BANCORP, INC., THRIFT PLAN FOR EMPLOYEES OF S&T BANK Tactical Asset Allocation Moderate |
12.57%
Apr 2003 - Apr 2006 |
11.48%
Oct 2002 - Oct 2007 |
8.90%
Apr 2003 - Apr 2013 |
7.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart