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 Strategic Asset Allocation - Equal Weight Moderate | NA | 28.67% | 8.09% | 11.09% | 6.61% | 6.67% | 6.35% | 6.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca 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 (%) | -0.78 | 28.67 | 8.09 | 11.09 | 6.61 | 6.67 | 6.35 | 6.31 | NA | 16.18 | 21.26 | -7.49 | 7.99 | 17.30 | 15.67 | -7.73 | 4.62 | 3.43 | 0.08 | 0.67 | 13.86 | 9.71 | -1.94 | 8.70 | 19.41 | -19.34 | 8.91 | 13.08 | 8.89 | 8.44 | 18.29 | -5.41 | 2.89 |
| Sharpe Ratio | NA | 1.41 | 0.56 | 0.67 | 0.48 | NA | NA | 0.47 | 0.12 | 1.21 | 2.05 | -0.61 | 0.82 | 0.96 | 2.07 | -0.76 | 0.53 | 0.34 | 0.01 | 0.09 | 1.98 | 1.33 | -0.16 | 0.81 | 1.39 | -1.15 | 0.70 | 1.43 | 1.26 | 1.18 | 2.70 | -0.74 | 0.08 |
| Standard Deviation(%) | NA | 7.81 | 10.70 | 12.31 | 10.94 | NA | NA | 10.22 | 5.00 | 7.94 | 8.30 | 14.57 | 9.69 | 17.86 | 6.89 | 11.88 | 7.57 | 9.41 | 10.41 | 7.37 | 6.97 | 7.28 | 12.68 | 10.66 | 13.95 | 17.68 | 8.43 | 6.88 | 5.35 | 6.33 | 6.51 | 8.85 | 7.65 |
| Draw Down(%) | NA | 4.10 | 15.18 | 21.65 | 21.65 | NA | NA | 29.81 | 0.24 | 4.10 | 5.76 | 16.12 | 5.96 | 21.65 | 4.00 | 13.73 | 7.28 | 8.43 | 9.99 | 6.99 | 4.69 | 5.96 | 12.61 | 8.39 | 12.85 | 28.93 | 5.30 | 7.87 | 3.55 | 5.12 | 6.73 | 14.89 | 10.37 |
| Yield(%) | NA | 14.05 | 9.47 | 6.66 | 6.35 | NA | NA | 4.17 | NA | 4.46 | 13.60 | 6.20 | 3.27 | 2.66 | 2.22 | 14.17 | 0.70 | 2.30 | 10.36 | 3.51 | 5.43 | 2.57 | 1.87 | 1.17 | 1.29 | 1.48 | 3.71 | 3.88 | 2.95 | 2.20 | 1.60 | 1.88 | 2.41 |
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 |
|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.26%
Feb 2006 - Feb 2009 |
-0.95%
Mar 2015 - Mar 2020 |
2.55%
Mar 2010 - Mar 2020 |
3.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BorgWarner Morse TEC Inc., Ithaca Plan Strategic Asset Allocation - Equal Weight Moderate |
15.06%
Mar 2003 - Mar 2006 |
12.22%
Sep 2002 - Sep 2007 |
7.52%
Mar 2003 - Mar 2013 |
7.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart