Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Tactical Asset Allocation Moderate | NA | 16.72% | 0.45% | 6.37% | 5.81% | 7.26% | 7.71% | 7.85% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive 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 (%) | -1.39 | 16.72 | 0.45 | 6.37 | 5.81 | 7.26 | 7.71 | 7.85 | NA | 2.84 | 13.14 | -17.22 | 15.31 | 17.67 | 11.33 | 0.97 | 14.38 | 3.38 | -2.65 | 4.53 | 11.63 | 9.08 | 7.09 | 15.02 | 19.14 | -1.02 | 7.86 | 19.47 | 1.06 | 11.26 | 13.00 | 1.25 | 7.12 |
| Sharpe Ratio | NA | -0.21 | -0.40 | 0.31 | 0.47 | NA | NA | 0.80 | 0.05 | -0.36 | 1.02 | -1.68 | 1.57 | 1.96 | 2.32 | -0.05 | 2.69 | 0.63 | -0.46 | 0.80 | 1.70 | 2.01 | 0.80 | 1.27 | 1.83 | -0.40 | 0.47 | 2.03 | -0.16 | 1.37 | 2.36 | 0.03 | 1.05 |
| Standard Deviation(%) | NA | 10.41 | 10.12 | 9.86 | 8.00 | NA | NA | 7.74 | 11.29 | 10.44 | 8.74 | 11.09 | 9.76 | 8.87 | 4.28 | 7.08 | 5.10 | 5.02 | 5.86 | 5.64 | 6.82 | 4.48 | 8.79 | 11.71 | 10.41 | 4.88 | 10.37 | 8.00 | 7.03 | 7.55 | 5.22 | 5.24 | 4.57 |
| Draw Down(%) | NA | 6.61 | 15.54 | 17.88 | 17.88 | NA | NA | 17.88 | 0.94 | 6.58 | 7.82 | 17.80 | 6.79 | 9.74 | 2.07 | 6.49 | 2.60 | 5.31 | 6.86 | 3.94 | 6.32 | 2.73 | 6.82 | 7.70 | 5.10 | 5.43 | 7.51 | 6.22 | 6.12 | 10.34 | 5.39 | 7.83 | 3.28 |
| Yield(%) | NA | 6.30 | 6.30 | 5.14 | 3.63 | NA | NA | 4.28 | NA | 0.45 | 6.42 | 4.43 | 7.55 | 3.09 | 4.62 | 1.67 | 0.11 | 3.04 | 2.17 | 3.23 | 3.33 | 4.37 | 3.97 | 4.22 | 4.73 | 3.95 | 5.58 | 6.86 | 5.25 | 3.70 | 4.99 | 3.94 | 6.66 |
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 |
|---|---|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Tactical Asset Allocation Moderate |
-1.24%
Dec 2021 - Dec 2024 |
3.94%
Feb 2014 - Feb 2019 |
4.80%
Oct 2013 - Oct 2023 |
6.68%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Tactical Asset Allocation Moderate |
15.33%
Jun 2009 - Jun 2012 |
13.09%
Jun 2009 - Jun 2014 |
10.40%
Jul 2004 - Jul 2014 |
9.01%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart