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 Strategic Asset Allocation - Equal Weight Moderate | NA | 10.28% | 5.55% | 6.16% | 3.98% | 8.15% | NA | 7.62% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRIVATEBANCORP, INC. SAVINGS, RETIREMENT AND EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 10.28 | 5.55 | 6.16 | 3.98 | 8.15 | NA | 7.62 | 14.34 | 4.91 | -1.69 | 5.21 | 8.74 | 9.61 | -2.24 | 13.64 | 26.21 | -25.68 | 6.98 | 15.74 | 12.64 | 15.12 | 27.72 | -0.44 | 5.21 |
| Sharpe Ratio | NA | 3.28 | 0.75 | 0.91 | 0.36 | NA | NA | 0.63 | 3.20 | 0.59 | -0.21 | 0.83 | 1.32 | 1.36 | -0.19 | 1.20 | 1.46 | -1.18 | 0.40 | 1.63 | 1.82 | 2.16 | 4.86 | -0.21 | 0.41 |
| Standard Deviation(%) | NA | 4.28 | 7.00 | 6.77 | 11.76 | NA | NA | 10.14 | 4.28 | 7.98 | 8.07 | 6.23 | 6.59 | 7.02 | 11.91 | 11.26 | 17.93 | 22.58 | 9.78 | 7.63 | 5.75 | 6.56 | 5.56 | 7.22 | 6.99 |
| Draw Down(%) | NA | 1.84 | 12.12 | 12.12 | 37.88 | NA | NA | 39.07 | 1.84 | 6.98 | 8.88 | 5.66 | 7.29 | 6.06 | 12.69 | 8.42 | 16.27 | 36.27 | 6.72 | 8.71 | 3.61 | 8.69 | 4.69 | 14.95 | 9.65 |
| Yield(%) | NA | 2.52 | 3.73 | 4.03 | 3.73 | NA | NA | 4.60 | 2.43 | 4.30 | 4.45 | 3.95 | 4.53 | 3.54 | 2.30 | 4.27 | 3.40 | 3.57 | 8.82 | 6.05 | 4.24 | 5.96 | 3.77 | 3.89 | 4.13 |
Data as of 09/29/2017, 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.85%
Feb 2006 - Feb 2009 |
0.35%
Feb 2004 - Feb 2009 |
3.71%
Jan 2007 - Jan 2017 |
6.47%
Feb 2001 - Feb 2016 |
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 Strategic Asset Allocation - Equal Weight Moderate |
21.12%
Mar 2003 - Mar 2006 |
17.04%
Oct 2002 - Oct 2007 |
9.32%
Mar 2003 - Mar 2013 |
8.15%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart