Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMENDED AND RESTATED LIBBEY INC. SUPPLEMENTAL RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -1.26% | 3.42% | -0.22% | 1.36% | 4.13% | 5.26% | 5.98% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMENDED AND RESTATED LIBBEY INC. SUPPLEMENTAL RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.63 | -1.26 | 3.42 | -0.22 | 1.36 | 4.13 | 5.26 | 5.98 | 0.69 | 9.13 | -10.07 | 9.43 | -2.73 | 5.55 | -3.10 | 9.13 | 2.98 | -0.57 | 2.21 | 13.99 | 7.36 | 0.53 | 9.24 | 20.72 | -1.73 | 9.54 | 13.28 | 6.17 | 12.38 | 20.37 | 4.78 | 7.97 |
| Sharpe Ratio | NA | 0.28 | 0.09 | 0.02 | 0.15 | NA | NA | 0.66 | 0.05 | 0.63 | -1.34 | 1.06 | -0.18 | 0.97 | -0.59 | 1.43 | 0.57 | -0.11 | 0.34 | 2.08 | 1.44 | 0.06 | 0.86 | 2.26 | -0.45 | 0.69 | 1.36 | 0.74 | 1.57 | 3.95 | 0.79 | 1.13 |
| Standard Deviation(%) | NA | 7.76 | 8.33 | 9.94 | 8.23 | NA | NA | 7.66 | 7.58 | 7.78 | 8.53 | 8.89 | 16.11 | 4.29 | 7.46 | 5.96 | 4.90 | 5.45 | 6.51 | 6.71 | 5.06 | 8.56 | 10.61 | 9.13 | 5.92 | 9.45 | 7.35 | 5.41 | 7.30 | 4.98 | 4.65 | 5.01 |
| Draw Down(%) | NA | 6.31 | 14.06 | 25.98 | 25.98 | NA | NA | 25.98 | 1.80 | 6.31 | 11.80 | 4.76 | 23.93 | 3.52 | 9.64 | 4.01 | 4.66 | 5.61 | 5.55 | 4.37 | 4.84 | 7.65 | 9.01 | 5.19 | 7.75 | 6.25 | 8.31 | 4.06 | 5.99 | 2.24 | 5.34 | 3.80 |
| Yield(%) | NA | 3.52 | 4.09 | 3.38 | 3.03 | NA | NA | 3.74 | 0.01 | 3.72 | 3.35 | 5.26 | 3.69 | 0.96 | 2.15 | 0.12 | 3.11 | 4.65 | 3.40 | 3.71 | 4.50 | 1.28 | 4.28 | 3.41 | 3.70 | 4.28 | 4.61 | 3.25 | 5.19 | 3.07 | 7.16 | 7.26 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| AMENDED AND RESTATED LIBBEY INC. SUPPLEMENTAL RETIREMENT PLAN Tactical Asset Allocation Moderate |
-5.01%
Oct 2017 - Oct 2020 |
-1.53%
Apr 2015 - Apr 2020 |
1.36%
Oct 2013 - Oct 2023 |
3.77%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMENDED AND RESTATED LIBBEY INC. SUPPLEMENTAL RETIREMENT PLAN Tactical Asset Allocation Moderate |
14.11%
Apr 2003 - Apr 2006 |
13.19%
Oct 2002 - Oct 2007 |
10.67%
Apr 2001 - Apr 2011 |
8.58%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart