Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Integra Bank Corporation Employees’ 401(k) Plan Tactical Asset Allocation Moderate | NA | 21.28% | 5.13% | 7.75% | 5.07% | 5.97% | 6.63% | 7.53% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Integra Bank Corporation Employees’ 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 (%) | -1.16 | 21.28 | 5.13 | 7.75 | 5.07 | 5.97 | 6.63 | 7.53 | NA | 9.00 | 10.82 | -10.11 | 12.67 | 15.17 | 8.34 | -1.85 | 5.51 | 2.81 | -2.00 | 3.36 | 17.23 | 9.96 | -0.85 | 7.38 | 17.93 | -1.87 | 10.58 | 11.47 | 3.39 | 12.15 | 22.83 | 4.92 | 7.97 |
| Sharpe Ratio | NA | 0.38 | -0.08 | 0.42 | 0.36 | NA | NA | 0.74 | 0.08 | 0.23 | 0.63 | -0.77 | 1.21 | 1.67 | 1.56 | -0.42 | 0.83 | 0.52 | -0.41 | 0.50 | 2.44 | 2.13 | -0.10 | 0.70 | 2.04 | -0.40 | 0.88 | 1.20 | 0.22 | 1.47 | 4.06 | 0.69 | 1.13 |
| Standard Deviation(%) | NA | 10.35 | 12.08 | 11.20 | 8.86 | NA | NA | 7.92 | 9.65 | 10.34 | 10.42 | 14.91 | 10.41 | 8.94 | 4.44 | 7.46 | 5.88 | 5.00 | 4.98 | 6.74 | 7.06 | 4.66 | 8.65 | 10.42 | 8.74 | 7.03 | 8.62 | 6.86 | 5.57 | 7.61 | 5.45 | 5.52 | 5.01 |
| Draw Down(%) | NA | 7.26 | 15.11 | 15.69 | 15.69 | NA | NA | 15.69 | 0.68 | 7.26 | 11.57 | 15.69 | 5.13 | 10.63 | 3.04 | 8.05 | 5.73 | 3.64 | 5.29 | 4.91 | 4.87 | 3.58 | 9.26 | 9.34 | 5.19 | 7.77 | 6.17 | 7.31 | 4.07 | 6.13 | 3.26 | 5.20 | 3.80 |
| Yield(%) | NA | 4.61 | 5.62 | 4.78 | 4.01 | NA | NA | 4.55 | NA | 1.00 | 3.75 | 3.55 | 8.78 | 5.32 | 2.05 | 2.80 | 0.34 | 5.24 | 4.37 | 3.49 | 3.32 | 5.25 | 1.87 | 4.50 | 3.70 | 4.03 | 5.93 | 6.59 | 4.89 | 4.91 | 4.64 | 7.14 | 7.26 |
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 |
|---|---|---|---|---|
| Integra Bank Corporation Employees’ 401(k) Plan Tactical Asset Allocation Moderate |
1.29%
Oct 2017 - Oct 2020 |
1.52%
Dec 2013 - Dec 2018 |
3.66%
Oct 2013 - Oct 2023 |
4.97%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Integra Bank Corporation Employees’ 401(k) Plan Tactical Asset Allocation Moderate |
13.70%
Apr 2003 - Apr 2006 |
12.80%
Oct 2002 - Oct 2007 |
10.14%
Apr 2001 - Apr 2011 |
8.29%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart