Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PRIVATEBANCORP, INC. SAVINGS, RETIREMENT AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 11.99% | -0.23% | 7.20% | 8.69% | 8.30% | 9.65% | 10.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRIVATEBANCORP, INC. SAVINGS, RETIREMENT AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation 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 (%) | -1.34 | 11.99 | -0.23 | 7.20 | 8.69 | 8.30 | 9.65 | 10.10 | NA | 0.67 | 8.98 | -11.75 | 13.69 | 22.62 | 21.76 | 14.76 | 17.57 | 3.87 | -4.00 | 4.64 | 11.10 | 10.54 | -3.06 | 11.36 | 25.88 | -5.84 | 16.27 | 18.79 | 15.21 | 12.19 | 21.99 | 4.94 | 7.62 |
| Sharpe Ratio | NA | -0.47 | -0.48 | 0.42 | 0.77 | NA | NA | 0.98 | 0.04 | -0.65 | 0.62 | -1.34 | 1.36 | 2.61 | 2.32 | 1.34 | 3.13 | 0.64 | -0.58 | 0.81 | 1.56 | 1.60 | -0.27 | 0.78 | 2.78 | -1.04 | 1.08 | 1.53 | 1.95 | 1.29 | 4.01 | 0.80 | 1.17 |
| Standard Deviation(%) | NA | 8.98 | 8.89 | 9.11 | 8.38 | NA | NA | 8.52 | 10.37 | 9.05 | 7.69 | 9.83 | 10.01 | 8.59 | 8.79 | 10.03 | 5.41 | 5.68 | 6.97 | 5.69 | 7.09 | 6.54 | 11.37 | 14.52 | 9.26 | 6.53 | 12.24 | 10.15 | 6.70 | 8.69 | 5.32 | 4.78 | 4.55 |
| Draw Down(%) | NA | 5.48 | 12.02 | 14.05 | 14.05 | NA | NA | 14.05 | 0.69 | 5.46 | 6.42 | 13.75 | 4.07 | 4.46 | 1.20 | 6.01 | 2.05 | 4.05 | 9.80 | 6.01 | 6.31 | 5.32 | 11.91 | 10.52 | 4.92 | 9.28 | 10.37 | 11.90 | 4.98 | 12.30 | 2.52 | 6.20 | 3.43 |
| Yield(%) | NA | 4.56 | 3.96 | 8.83 | 7.97 | NA | NA | 6.20 | NA | 0.93 | 4.15 | 2.83 | 4.07 | 16.31 | 20.52 | 18.04 | 1.45 | 3.28 | 4.15 | 4.07 | 3.75 | 4.33 | 2.35 | 2.08 | 4.05 | 2.87 | 9.11 | 8.20 | 4.32 | 4.42 | 3.68 | 5.70 | 8.06 |
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 |
|---|---|---|---|---|
| PRIVATEBANCORP, INC. SAVINGS, RETIREMENT AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
-1.07%
Dec 2021 - Dec 2024 |
2.69%
Apr 2011 - Apr 2016 |
6.33%
Oct 2007 - Oct 2017 |
7.76%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRIVATEBANCORP, INC. SAVINGS, RETIREMENT AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
23.35%
May 2018 - May 2021 |
18.23%
Oct 2002 - Oct 2007 |
12.74%
Apr 2001 - Apr 2011 |
10.93%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart