Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Pacific Capital Bancorp Incentive and Investment and Salary Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 30.75% | 10.16% | 9.71% | 7.11% | 7.39% | 6.84% | 7.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Pacific Capital Bancorp Incentive and Investment and Salary Savings 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 (%) | -0.80 | 30.75 | 10.16 | 9.71 | 7.11 | 7.39 | 6.84 | 7.41 | NA | 15.73 | 19.61 | -4.87 | 8.24 | 7.39 | 17.12 | -7.01 | 10.67 | 5.07 | 0.99 | 6.07 | 7.69 | 11.24 | -1.01 | 11.51 | 26.28 | -25.27 | 6.88 | 14.28 | 9.76 | 12.40 | 27.91 | -2.34 | 4.98 |
| Sharpe Ratio | NA | 1.42 | 0.63 | 0.55 | 0.54 | NA | NA | 0.59 | 0.03 | 1.33 | 1.88 | -0.53 | 0.97 | 0.37 | 2.54 | -1.04 | 2.27 | 0.56 | 0.12 | 1.04 | 1.28 | 1.96 | -0.10 | 1.33 | 1.73 | -1.27 | 0.47 | 1.68 | 1.48 | 1.56 | 3.72 | -0.38 | 0.33 |
| Standard Deviation(%) | NA | 6.80 | 9.20 | 11.78 | 9.78 | NA | NA | 9.79 | 5.89 | 6.86 | 8.15 | 11.85 | 8.43 | 19.20 | 6.18 | 8.04 | 4.41 | 8.63 | 8.18 | 5.83 | 5.96 | 5.70 | 10.70 | 8.60 | 15.16 | 20.64 | 8.18 | 6.55 | 5.14 | 7.34 | 7.31 | 9.07 | 7.98 |
| Draw Down(%) | NA | 3.88 | 13.42 | 25.73 | 25.73 | NA | NA | 37.38 | 0.44 | 3.88 | 5.86 | 13.57 | 4.31 | 25.73 | 3.63 | 12.42 | 3.41 | 7.65 | 8.92 | 4.54 | 5.76 | 4.87 | 12.15 | 7.58 | 15.05 | 36.03 | 5.86 | 7.50 | 4.65 | 7.87 | 7.18 | 17.06 | 10.57 |
| Yield(%) | NA | 14.06 | 9.83 | 7.25 | 5.44 | NA | NA | 4.92 | NA | 4.38 | 13.35 | 7.61 | 3.49 | 1.88 | 5.23 | 3.57 | 0.90 | 4.37 | 5.84 | 3.86 | 2.96 | 3.62 | 3.35 | 5.20 | 3.78 | 3.54 | 8.26 | 5.81 | 5.89 | 2.84 | 3.48 | 4.61 | 5.34 |
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 |
|---|---|---|---|---|
| Pacific Capital Bancorp Incentive and Investment and Salary Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-7.48%
Feb 2006 - Feb 2009 |
-0.43%
Feb 2004 - Feb 2009 |
3.58%
Mar 2010 - Mar 2020 |
3.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Pacific Capital Bancorp Incentive and Investment and Salary Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
19.91%
Mar 2003 - Mar 2006 |
15.41%
Oct 2002 - Oct 2007 |
9.13%
Mar 2003 - Mar 2013 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart