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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.06% | 3.08% | 5.91% | 5.60% | 6.95% | 6.64% | 7.22% |
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 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 (%) | -1.15 | 20.06 | 3.08 | 5.91 | 5.60 | 6.95 | 6.64 | 7.22 | NA | 4.49 | 10.06 | -10.99 | 11.28 | 10.97 | 17.84 | -6.11 | 13.11 | 6.58 | -1.11 | 6.92 | 7.94 | 13.24 | -0.20 | 15.81 | 26.32 | -22.78 | 7.79 | 12.99 | 10.37 | 14.03 | 24.99 | -0.54 | 3.14 |
| Sharpe Ratio | NA | -0.21 | -0.31 | 0.20 | 0.37 | NA | NA | 0.54 | -0.02 | -0.27 | 0.68 | -1.05 | 1.22 | 0.64 | 2.85 | -0.92 | 2.78 | 0.77 | -0.15 | 1.13 | 1.10 | 1.93 | -0.02 | 1.46 | 1.39 | -1.20 | 0.49 | 1.43 | 1.36 | 1.86 | 4.08 | -0.22 | 0.11 |
| Standard Deviation(%) | NA | 7.60 | 9.52 | 11.33 | 9.43 | NA | NA | 10.13 | 6.08 | 7.65 | 8.59 | 11.82 | 9.20 | 16.86 | 5.76 | 8.08 | 4.49 | 8.31 | 7.79 | 6.08 | 7.21 | 6.82 | 14.10 | 10.80 | 18.91 | 19.72 | 9.79 | 6.82 | 6.01 | 7.05 | 5.96 | 7.39 | 7.34 |
| Draw Down(%) | NA | 6.04 | 16.60 | 26.10 | 26.10 | NA | NA | 39.26 | 0.43 | 5.85 | 9.05 | 16.87 | 6.15 | 26.10 | 2.74 | 10.69 | 2.11 | 6.06 | 9.17 | 4.85 | 8.14 | 5.64 | 13.47 | 7.71 | 18.71 | 33.68 | 6.51 | 8.03 | 4.27 | 8.44 | 4.08 | 12.31 | 9.56 |
| Yield(%) | NA | 3.95 | 5.18 | 5.28 | 4.09 | NA | NA | 3.85 | NA | 0.73 | 4.10 | 3.04 | 7.94 | 4.75 | 6.11 | 3.05 | 0.39 | 4.23 | 3.75 | 3.42 | 2.91 | 3.31 | 3.67 | 3.10 | 3.43 | 2.76 | 5.82 | 3.09 | 3.65 | 3.23 | 3.26 | 4.22 | 4.72 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.91%
Feb 2006 - Feb 2009 |
-0.38%
Feb 2004 - Feb 2009 |
4.36%
Oct 2013 - Oct 2023 |
4.65%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITIZENS REPUBLIC BANCORP 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.79%
Feb 2009 - Feb 2012 |
16.24%
Feb 2009 - Feb 2014 |
10.19%
Feb 2009 - Feb 2019 |
8.87%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart