Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CITIZENS REPUBLIC BANCORP 401(k) PLAN Tactical Asset Allocation Moderate | NA | 16.83% | 0.06% | 5.02% | 4.34% | 6.01% | 7.95% | 8.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CITIZENS REPUBLIC BANCORP 401(k) PLAN 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 (%) | -1.49 | 16.83 | 0.06 | 5.02 | 4.34 | 6.01 | 7.95 | 8.92 | NA | 2.70 | 11.34 | -16.18 | 10.78 | 15.12 | 10.88 | -5.39 | 16.67 | 3.51 | -4.67 | 2.79 | 11.29 | 8.46 | 3.63 | 14.70 | 31.11 | -5.38 | 18.45 | 17.86 | 11.40 | 15.00 | 23.33 | 7.26 | 8.34 |
| Sharpe Ratio | NA | -0.27 | -0.49 | 0.19 | 0.29 | NA | NA | 0.87 | 0.08 | -0.47 | 0.88 | -1.66 | 1.12 | 1.66 | 1.83 | -0.88 | 3.09 | 0.54 | -0.69 | 0.47 | 1.56 | 1.54 | 0.39 | 1.05 | 2.64 | -0.99 | 1.30 | 1.68 | 1.25 | 1.63 | 4.14 | 1.12 | 1.26 |
| Standard Deviation(%) | NA | 8.28 | 9.04 | 9.17 | 7.85 | NA | NA | 8.22 | 7.91 | 8.35 | 8.02 | 10.59 | 9.57 | 8.97 | 5.19 | 7.63 | 5.19 | 6.15 | 6.79 | 5.91 | 7.21 | 5.46 | 9.18 | 13.97 | 11.76 | 6.35 | 11.86 | 8.71 | 7.38 | 8.63 | 5.46 | 5.50 | 4.77 |
| Draw Down(%) | NA | 6.22 | 15.32 | 17.35 | 17.35 | NA | NA | 17.35 | 0.43 | 6.18 | 7.94 | 17.31 | 5.22 | 11.93 | 2.69 | 11.59 | 2.52 | 6.25 | 10.71 | 5.73 | 5.58 | 4.79 | 7.87 | 10.47 | 4.55 | 9.79 | 9.20 | 9.86 | 5.73 | 11.04 | 2.51 | 8.17 | 2.32 |
| Yield(%) | NA | 3.80 | 4.30 | 5.11 | 3.91 | NA | NA | 3.76 | NA | 0.71 | 3.71 | 3.74 | 4.53 | 8.80 | 4.12 | 3.01 | 0.17 | 4.29 | 2.24 | 4.05 | 2.01 | 3.63 | 3.22 | 3.04 | 3.73 | 2.94 | 4.23 | 3.73 | 2.78 | 3.76 | 3.81 | 3.19 | 7.00 |
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 |
|---|---|---|---|---|
| CITIZENS REPUBLIC BANCORP 401(k) PLAN Tactical Asset Allocation Moderate |
-1.40%
Dec 2021 - Dec 2024 |
2.26%
Mar 2015 - Mar 2020 |
3.29%
Oct 2013 - Oct 2023 |
5.32%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITIZENS REPUBLIC BANCORP 401(k) PLAN Tactical Asset Allocation Moderate |
19.84%
Oct 2004 - Oct 2007 |
18.64%
Oct 2002 - Oct 2007 |
14.45%
Apr 2001 - Apr 2011 |
11.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart