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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.52% | 1.91% | 5.57% | 4.38% | 6.11% | 5.49% | 5.67% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.61 | 4.52 | 1.91 | 5.57 | 4.38 | 6.11 | 5.49 | 5.67 | 1.79 | 10.80 | -11.14 | 6.10 | 19.66 | 18.84 | -7.32 | 10.24 | 2.42 | 1.50 | 3.24 | 13.40 | 9.48 | -0.31 | 10.02 | 18.23 | -17.72 | 8.42 | 11.00 | 7.73 | 8.97 | 19.24 | -1.86 | 2.91 |
| Sharpe Ratio | NA | 0.47 | 0.04 | 0.56 | 0.46 | NA | NA | 0.52 | 0.19 | 0.79 | -0.94 | 0.68 | 1.15 | 2.78 | -0.94 | 2.08 | 0.27 | 0.18 | 0.49 | 2.30 | 1.76 | -0.04 | 1.20 | 1.23 | -1.07 | 0.66 | 1.15 | 1.09 | 1.15 | 3.34 | -0.48 | 0.10 |
| Standard Deviation(%) | NA | 8.18 | 10.37 | 11.39 | 9.67 | NA | NA | 9.27 | 7.76 | 8.24 | 13.35 | 8.95 | 16.89 | 6.28 | 9.16 | 4.63 | 8.26 | 8.18 | 6.58 | 5.80 | 5.36 | 9.83 | 8.27 | 14.70 | 17.44 | 8.28 | 6.73 | 5.09 | 6.97 | 5.55 | 6.19 | 6.12 |
| Draw Down(%) | NA | 6.61 | 19.29 | 19.40 | 19.40 | NA | NA | 31.16 | 1.52 | 6.61 | 18.51 | 5.56 | 19.40 | 2.94 | 13.74 | 2.74 | 7.08 | 7.55 | 5.50 | 5.34 | 4.40 | 10.11 | 6.47 | 16.29 | 29.00 | 5.34 | 7.58 | 3.77 | 6.98 | 3.92 | 9.22 | 6.82 |
| Yield(%) | NA | 4.56 | 3.49 | 3.65 | 3.33 | NA | NA | 3.49 | 0.01 | 4.84 | 1.50 | 4.25 | 4.25 | 3.76 | 3.76 | 0.30 | 3.23 | 4.48 | 3.16 | 3.35 | 2.60 | 3.10 | 2.56 | 3.48 | 3.24 | 6.05 | 5.86 | 3.80 | 3.23 | 3.05 | 3.02 | 3.50 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.68%
Feb 2006 - Feb 2009 |
0.17%
Feb 2004 - Feb 2009 |
4.38%
Oct 2013 - Oct 2023 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PacWest Bancorp 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
14.96%
Feb 2009 - Feb 2012 |
12.64%
Feb 2009 - Feb 2014 |
7.65%
Feb 2009 - Feb 2019 |
7.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart