Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 18.64% | 2.02% | 7.69% | 6.14% | 7.26% | 6.63% | 6.88% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.18 | 18.64 | 2.02 | 7.69 | 6.14 | 7.26 | 6.63 | 6.88 | NA | 2.07 | 13.20 | -13.53 | 13.14 | 19.23 | 21.34 | -6.15 | 8.19 | 3.92 | -0.60 | 8.98 | 9.72 | 9.99 | 3.25 | 13.13 | 23.57 | -18.33 | 4.54 | 11.73 | 6.11 | 12.85 | 16.98 | -1.82 | 3.99 |
| Sharpe Ratio | NA | -0.37 | -0.35 | 0.29 | 0.37 | NA | NA | 0.50 | 0.01 | -0.51 | 1.04 | -1.16 | 1.47 | 1.00 | 2.82 | -0.81 | 1.38 | 0.43 | -0.07 | 1.47 | 1.48 | 1.54 | 0.25 | 1.32 | 1.31 | -0.99 | 0.17 | 1.34 | 0.65 | 1.92 | 2.76 | -0.36 | 0.24 |
| Standard Deviation(%) | NA | 8.82 | 10.30 | 12.37 | 10.39 | NA | NA | 10.23 | 7.54 | 8.92 | 8.58 | 12.86 | 8.93 | 19.08 | 7.07 | 9.16 | 5.49 | 8.69 | 8.76 | 6.09 | 6.54 | 6.43 | 12.74 | 9.91 | 17.87 | 19.42 | 9.21 | 6.33 | 6.09 | 6.22 | 5.90 | 8.16 | 7.11 |
| Draw Down(%) | NA | 6.85 | 18.37 | 20.99 | 20.99 | NA | NA | 31.01 | 0.53 | 6.85 | 8.09 | 19.08 | 6.50 | 20.99 | 3.27 | 11.17 | 4.07 | 7.18 | 10.11 | 3.53 | 6.11 | 5.14 | 10.95 | 6.91 | 14.39 | 30.05 | 6.23 | 5.75 | 4.05 | 7.75 | 5.47 | 11.58 | 8.20 |
| Yield(%) | NA | 3.12 | 3.87 | 3.35 | 3.40 | NA | NA | 3.82 | NA | 0.77 | 3.22 | 3.80 | 3.81 | 2.70 | 3.78 | 3.46 | 0.46 | 4.36 | 4.26 | 3.80 | 3.02 | 3.69 | 3.12 | 3.08 | 3.45 | 4.76 | 5.25 | 5.59 | 5.13 | 4.16 | 3.37 | 4.01 | 4.73 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.93%
Feb 2006 - Feb 2009 |
-0.11%
Feb 2004 - Feb 2009 |
5.15%
Oct 2013 - Oct 2023 |
5.20%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ambac Financial Group, Inc. Savings Incentive Plan Strategic Asset Allocation - Equal Weight Moderate |
18.91%
Feb 2009 - Feb 2012 |
14.66%
Feb 2009 - Feb 2014 |
9.13%
Feb 2009 - Feb 2019 |
8.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart