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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.44% | 2.46% | 4.48% | 4.04% | 5.84% | 5.48% | 5.70% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.58 | 2.44 | 2.46 | 4.48 | 4.04 | 5.84 | 5.48 | 5.70 | 1.40 | 9.57 | -8.42 | 6.14 | 15.64 | 16.46 | -8.03 | 11.41 | 4.34 | -0.04 | 3.90 | 12.46 | 11.45 | -0.15 | 10.50 | 19.05 | -21.01 | 9.49 | 12.81 | 6.31 | 12.69 | 17.12 | 0.56 | 3.55 |
| Sharpe Ratio | NA | 0.34 | 0.10 | 0.47 | 0.41 | NA | NA | 0.51 | 0.14 | 0.69 | -0.84 | 0.68 | 0.85 | 2.14 | -0.94 | 2.17 | 0.45 | -0.01 | 0.50 | 1.94 | 1.82 | -0.02 | 1.14 | 1.31 | -1.19 | 0.73 | 1.37 | 0.86 | 1.77 | 2.90 | -0.08 | 0.19 |
| Standard Deviation(%) | NA | 7.65 | 9.51 | 11.38 | 10.00 | NA | NA | 9.69 | 8.01 | 7.68 | 11.69 | 8.99 | 18.06 | 7.03 | 9.98 | 4.98 | 9.21 | 8.92 | 7.74 | 6.40 | 6.25 | 11.01 | 9.17 | 14.44 | 18.49 | 8.85 | 6.98 | 4.84 | 6.63 | 5.66 | 7.27 | 6.47 |
| Draw Down(%) | NA | 7.09 | 15.93 | 23.62 | 23.62 | NA | NA | 34.36 | 1.60 | 7.09 | 15.77 | 4.75 | 23.27 | 3.49 | 15.39 | 2.76 | 7.79 | 9.80 | 5.65 | 6.14 | 4.98 | 10.76 | 7.03 | 17.48 | 31.22 | 5.18 | 7.43 | 3.55 | 5.75 | 5.11 | 10.77 | 7.00 |
| Yield(%) | NA | 4.01 | 3.29 | 3.26 | 3.63 | NA | NA | 3.89 | 0.01 | 4.24 | 2.80 | 2.87 | 4.42 | 2.11 | 4.11 | 0.26 | 4.24 | 7.01 | 4.36 | 4.65 | 4.38 | 2.22 | 4.17 | 3.01 | 4.45 | 4.91 | 4.54 | 3.65 | 4.55 | 3.00 | 4.74 | 4.84 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.55%
Feb 2006 - Feb 2009 |
0.01%
Feb 2004 - Feb 2009 |
4.04%
Oct 2013 - Oct 2023 |
3.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMENDED AND RESTATED LIBBEY INC. SUPPLEMENTAL RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.19%
Feb 2009 - Feb 2012 |
13.52%
Feb 2009 - Feb 2014 |
8.22%
Feb 2009 - Feb 2019 |
7.30%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart