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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.10% | 4.54% | 7.47% | 5.56% | 6.70% | 6.66% | 6.81% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.05 | 22.10 | 4.54 | 7.47 | 5.56 | 6.70 | 6.66 | 6.81 | NA | 5.96 | 16.62 | -9.84 | 9.88 | 10.05 | 19.67 | -9.20 | 12.14 | 2.55 | -1.11 | 1.43 | 13.77 | 12.66 | -0.97 | 15.29 | 33.26 | -23.54 | 9.88 | 11.81 | 8.32 | 11.63 | 19.37 | -2.75 | 1.75 |
Sharpe Ratio | NA | 0.02 | 0.00 | 0.31 | 0.36 | NA | NA | 0.50 | 0.03 | -0.08 | 1.49 | -0.85 | 1.24 | 0.54 | 2.65 | -0.82 | 2.81 | 0.26 | -0.14 | 0.23 | 2.24 | 1.80 | -0.08 | 1.52 | 2.27 | -1.17 | 0.87 | 1.41 | 1.36 | 1.83 | 2.66 | -0.44 | -0.07 |
Standard Deviation(%) | NA | 8.11 | 10.13 | 11.87 | 10.36 | NA | NA | 10.16 | 6.31 | 8.17 | 8.28 | 13.14 | 7.95 | 18.22 | 6.91 | 12.82 | 4.10 | 8.96 | 7.85 | 6.23 | 6.13 | 7.00 | 13.31 | 10.03 | 14.61 | 20.91 | 7.88 | 6.06 | 4.53 | 5.84 | 7.04 | 8.68 | 8.22 |
Draw Down(%) | NA | 6.42 | 17.69 | 25.81 | 25.81 | NA | NA | 35.02 | 0.47 | 6.28 | 8.11 | 18.05 | 4.57 | 25.81 | 3.68 | 15.05 | 1.67 | 8.31 | 9.07 | 6.45 | 5.50 | 6.00 | 12.88 | 8.83 | 15.15 | 34.00 | 5.09 | 6.21 | 3.25 | 5.25 | 7.14 | 14.37 | 10.44 |
Yield(%) | NA | 3.57 | 2.23 | 2.49 | 3.41 | NA | NA | 4.16 | NA | 0.77 | 3.72 | 1.30 | 1.15 | 2.67 | 3.20 | 11.70 | 0.45 | 2.06 | 4.40 | 2.70 | 2.02 | 3.67 | 2.72 | 3.72 | 3.66 | 5.76 | 7.53 | 7.27 | 7.64 | 4.06 | 3.27 | 4.65 | 5.58 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.72%
Feb 2006 - Feb 2009 |
-0.12%
Mar 2015 - Mar 2020 |
3.79%
Oct 2013 - Oct 2023 |
4.32%
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 Strategic Asset Allocation - Equal Weight Moderate |
21.40%
Feb 2009 - Feb 2012 |
16.57%
Feb 2009 - Feb 2014 |
9.55%
Mar 2003 - Mar 2013 |
8.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart