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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.90% | 6.40% | 9.13% | 7.11% | 8.07% | 7.51% | 8.46% |
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 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 (%) | -1.19 | 22.90 | 6.40 | 9.13 | 7.11 | 8.07 | 7.51 | 8.46 | NA | 9.18 | 12.65 | -9.06 | 12.85 | 16.12 | 17.83 | -4.70 | 10.30 | 5.52 | 0.12 | 6.55 | 17.78 | 14.58 | -1.60 | 10.95 | 25.23 | -23.11 | 11.93 | 11.66 | 8.98 | 12.75 | 25.51 | -0.83 | 13.65 |
| Sharpe Ratio | NA | 0.40 | 0.01 | 0.44 | 0.49 | NA | NA | 0.62 | 0.07 | 0.27 | 0.99 | -0.78 | 1.28 | 0.86 | 2.39 | -0.60 | 1.83 | 0.64 | 0.01 | 0.94 | 2.38 | 1.95 | -0.11 | 0.89 | 1.56 | -1.17 | 0.99 | 1.29 | 1.12 | 1.44 | 3.41 | -0.19 | 1.06 |
| Standard Deviation(%) | NA | 9.70 | 10.73 | 12.54 | 10.56 | NA | NA | 10.84 | 8.63 | 9.72 | 8.46 | 13.37 | 9.99 | 18.45 | 6.87 | 9.95 | 5.29 | 8.35 | 9.43 | 6.97 | 7.45 | 7.46 | 14.65 | 12.14 | 16.10 | 20.53 | 9.02 | 6.50 | 6.08 | 8.23 | 7.27 | 10.13 | 10.66 |
| Draw Down(%) | NA | 6.86 | 16.11 | 21.68 | 21.68 | NA | NA | 36.71 | 0.65 | 6.85 | 6.55 | 16.43 | 5.16 | 21.68 | 3.27 | 12.26 | 3.29 | 7.56 | 9.13 | 5.12 | 5.85 | 5.83 | 14.79 | 9.24 | 17.75 | 33.45 | 6.11 | 7.30 | 4.40 | 6.72 | 6.82 | 17.03 | 11.83 |
| Yield(%) | NA | 4.60 | 5.21 | 4.38 | 4.02 | NA | NA | 4.51 | NA | 0.93 | 4.49 | 3.02 | 7.32 | 4.52 | 1.94 | 4.46 | 0.35 | 4.15 | 6.78 | 2.74 | 2.81 | 5.25 | 2.76 | 4.57 | 3.35 | 3.31 | 7.92 | 5.67 | 5.28 | 4.22 | 4.31 | 4.43 | 9.13 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.10%
Feb 2006 - Feb 2009 |
0.11%
Feb 2004 - Feb 2009 |
5.77%
Feb 2006 - Feb 2016 |
5.40%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.03%
Feb 2009 - Feb 2012 |
15.95%
Feb 2009 - Feb 2014 |
10.14%
Feb 2009 - Feb 2019 |
9.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart