Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Tactical Asset Allocation Moderate | NA | 20.33% | 6.31% | 4.35% | 3.87% | 4.06% | 5.37% | 5.47% |
Data as of 10/29/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 20.33 | 6.31 | 4.35 | 3.87 | 4.06 | 5.37 | 5.47 | -0.38 | 6.84 | 9.99 | 5.31 | -3.08 | 2.08 | 0.33 | -1.40 | -2.97 | 16.37 | 6.40 | -1.35 | 3.36 | 11.41 | -5.51 | 12.09 | 14.35 | 9.77 | 11.71 | 19.93 | -3.43 | 1.99 |
| Sharpe Ratio | NA | 0.55 | 0.92 | 0.43 | 0.51 | NA | NA | 0.60 | -0.07 | 0.81 | 1.32 | 0.80 | -0.63 | 0.18 | 0.03 | -0.30 | -0.54 | 2.12 | 1.19 | -0.14 | 0.33 | 1.30 | -1.73 | 0.81 | 1.32 | 1.18 | 1.24 | 3.26 | -1.24 | -0.60 |
| Standard Deviation(%) | NA | 8.32 | 7.04 | 7.23 | 6.51 | NA | NA | 7.16 | 5.27 | 8.42 | 7.41 | 4.87 | 6.99 | 7.96 | 4.55 | 4.82 | 5.51 | 7.71 | 5.32 | 10.13 | 10.02 | 8.69 | 3.72 | 11.18 | 8.41 | 6.42 | 8.66 | 5.90 | 3.66 | 0.53 |
| Draw Down(%) | NA | 3.77 | 7.20 | 11.10 | 11.10 | NA | NA | 11.25 | 0.63 | 3.77 | 7.20 | 4.59 | 8.79 | 7.21 | 4.39 | 5.61 | 6.74 | 4.68 | 4.22 | 10.59 | 11.25 | 5.06 | 6.17 | 7.87 | 9.99 | 4.83 | 7.25 | 2.73 | 6.58 | 0.32 |
| Yield(%) | NA | 1.29 | 2.12 | 1.66 | 2.31 | NA | NA | 2.17 | 0.01 | 1.31 | 2.50 | 2.58 | 1.25 | 0.69 | 5.09 | 1.00 | 0.99 | 6.28 | 1.42 | 1.31 | 0.98 | 1.03 | 0.72 | 3.60 | 4.80 | 2.97 | 1.72 | 2.02 | 0.92 | 2.39 |
Data as of 10/29/2021, 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 |
|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Tactical Asset Allocation Moderate |
-2.99%
Jun 2017 - Jun 2020 |
-1.03%
Dec 2013 - Dec 2018 |
1.51%
Apr 2010 - Apr 2020 |
3.63%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Tactical Asset Allocation Moderate |
17.26%
Apr 2003 - Apr 2006 |
14.16%
Oct 2002 - Oct 2007 |
8.51%
Apr 2003 - Apr 2013 |
6.59%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart