Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Carver Federal Savings Bank 401(k) Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 20.44% | 5.09% | 7.30% | 6.69% | 7.08% | 6.46% | 6.59% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Carver Federal Savings Bank 401(k) 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 (%) | -1.01 | 20.44 | 5.09 | 7.30 | 6.69 | 7.08 | 6.46 | 6.59 | NA | 8.81 | 9.64 | -3.95 | 2.84 | 13.12 | 18.37 | -8.29 | 16.48 | 6.11 | 2.98 | 2.28 | 15.11 | 8.82 | -1.17 | 12.22 | 25.65 | -23.88 | 7.91 | 12.56 | 6.92 | 9.93 | 22.03 | -4.74 | 1.76 |
| Sharpe Ratio | NA | 0.41 | 0.09 | 0.30 | 0.47 | NA | NA | 0.54 | 0.10 | 0.26 | 0.71 | -0.44 | 0.28 | 0.73 | 2.17 | -0.88 | 2.86 | 0.63 | 0.36 | 0.29 | 2.54 | 1.58 | -0.12 | 1.59 | 2.13 | -1.60 | 0.66 | 1.83 | 1.07 | 1.68 | 3.30 | -0.81 | -0.08 |
| Standard Deviation(%) | NA | 8.58 | 9.61 | 11.81 | 10.31 | NA | NA | 9.17 | 7.11 | 8.60 | 7.64 | 12.03 | 10.22 | 17.75 | 7.81 | 10.95 | 5.54 | 9.30 | 8.25 | 7.72 | 5.93 | 5.55 | 10.41 | 7.65 | 12.00 | 15.52 | 7.43 | 5.07 | 4.43 | 5.35 | 6.48 | 7.21 | 7.02 |
| Draw Down(%) | NA | 5.84 | 12.90 | 21.59 | 21.59 | NA | NA | 33.48 | 0.40 | 5.84 | 6.89 | 12.90 | 6.62 | 21.59 | 4.41 | 16.70 | 2.14 | 9.71 | 6.98 | 6.32 | 3.92 | 5.29 | 11.08 | 4.86 | 12.85 | 32.53 | 5.18 | 6.00 | 3.27 | 6.13 | 5.44 | 13.37 | 10.81 |
| Yield(%) | NA | 4.43 | 3.81 | 3.11 | 3.25 | NA | NA | 3.62 | NA | 0.48 | 4.73 | 3.23 | 2.84 | 1.71 | 2.77 | 5.74 | 0.32 | 0.79 | 3.27 | 6.70 | 2.24 | 2.89 | 1.81 | 3.40 | 4.46 | 4.69 | 6.56 | 4.31 | 5.19 | 4.20 | 4.00 | 3.11 | 3.91 |
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 |
|---|---|---|---|---|
| Carver Federal Savings Bank 401(k) Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
-0.41%
Feb 2004 - Feb 2009 |
4.45%
Feb 2006 - Feb 2016 |
4.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Carver Federal Savings Bank 401(k) Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.42%
Feb 2009 - Feb 2012 |
13.92%
Feb 2009 - Feb 2014 |
9.26%
Feb 2009 - Feb 2019 |
8.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart