Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PacWest Bancorp 401(k) Plan Tactical Asset Allocation Moderate | NA | 0.59% | 1.27% | 1.45% | 2.61% | 4.38% | 5.10% | 5.36% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PacWest Bancorp 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.57 | 0.59 | 1.27 | 1.45 | 2.61 | 4.38 | 5.10 | 5.36 | 1.71 | 10.32 | -16.61 | 12.06 | 4.34 | 11.31 | -2.64 | 13.16 | 3.94 | -1.34 | 0.95 | 15.92 | 4.01 | 1.49 | 5.96 | 12.37 | 1.27 | 9.16 | 11.83 | 6.22 | 6.83 | 10.75 | 4.62 | 6.03 |
| Sharpe Ratio | NA | 0.37 | -0.02 | 0.27 | 0.37 | NA | NA | 0.64 | 0.19 | 0.79 | -1.82 | 1.42 | 0.49 | 2.62 | -0.52 | 2.89 | 0.88 | -0.27 | 0.17 | 2.53 | 0.72 | 0.19 | 0.54 | 1.39 | 0.07 | 0.66 | 1.12 | 0.75 | 0.81 | 1.78 | 0.69 | 0.70 |
| Standard Deviation(%) | NA | 7.49 | 8.70 | 7.98 | 6.84 | NA | NA | 7.03 | 7.47 | 7.68 | 9.91 | 8.50 | 8.41 | 3.77 | 7.64 | 4.34 | 4.24 | 5.12 | 5.56 | 6.28 | 5.51 | 7.76 | 10.96 | 8.81 | 5.23 | 9.28 | 7.65 | 5.41 | 7.31 | 5.65 | 5.11 | 5.32 |
| Draw Down(%) | NA | 6.46 | 17.44 | 17.44 | 17.44 | NA | NA | 17.44 | 1.46 | 6.46 | 17.44 | 4.07 | 9.40 | 2.23 | 8.76 | 1.38 | 3.43 | 4.67 | 6.55 | 4.36 | 5.25 | 6.51 | 10.54 | 5.13 | 4.81 | 6.86 | 9.44 | 4.04 | 7.32 | 5.90 | 4.54 | 4.61 |
| Yield(%) | NA | 4.20 | 4.31 | 3.79 | 3.56 | NA | NA | 3.93 | 0.01 | 4.39 | 1.67 | 7.01 | 2.17 | 3.92 | 2.03 | 6.56 | 3.41 | 3.21 | 1.61 | 3.07 | 2.50 | 3.71 | 2.68 | 3.16 | 3.75 | 6.20 | 7.35 | 3.32 | 3.75 | 3.63 | 5.31 | 6.03 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| PacWest Bancorp 401(k) Plan Tactical Asset Allocation Moderate |
-0.84%
Dec 2019 - Dec 2022 |
0.87%
Sep 2018 - Sep 2023 |
2.61%
Oct 2013 - Oct 2023 |
3.98%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PacWest Bancorp 401(k) Plan Tactical Asset Allocation Moderate |
11.14%
Oct 2004 - Oct 2007 |
9.86%
Oct 2002 - Oct 2007 |
7.95%
Apr 2001 - Apr 2011 |
7.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart