Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EAST WEST BANK EMPLOYEES 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.23% | -0.58% | 3.98% | 3.24% | 4.49% | 5.51% | 6.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAST WEST BANK EMPLOYEES 401(k) SAVINGS 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 (%) | -0.80 | 25.23 | -0.58 | 3.98 | 3.24 | 4.49 | 5.51 | 6.21 | NA | 6.10 | 15.41 | -21.93 | 4.82 | 15.44 | 10.11 | -2.06 | 9.70 | -1.40 | -2.31 | 0.83 | 15.92 | 7.73 | -1.13 | 8.83 | 15.86 | -3.18 | 10.96 | 10.51 | 8.58 | 9.63 | 17.14 | 5.67 | 6.77 |
| Sharpe Ratio | NA | 0.14 | -0.35 | 0.05 | 0.13 | NA | NA | 0.58 | 0.07 | -0.05 | 1.15 | -1.43 | 0.47 | 1.90 | 1.85 | -0.45 | 1.41 | -0.38 | -0.41 | 0.14 | 2.24 | 1.68 | -0.14 | 0.87 | 1.99 | -1.02 | 0.87 | 0.94 | 1.11 | 1.05 | 2.90 | 1.75 | 1.10 |
| Standard Deviation(%) | NA | 9.93 | 12.37 | 11.22 | 8.94 | NA | NA | 7.78 | 7.68 | 10.03 | 9.68 | 16.25 | 10.26 | 8.01 | 4.70 | 7.42 | 6.45 | 4.26 | 5.66 | 5.87 | 7.08 | 4.56 | 8.33 | 10.00 | 7.91 | 4.04 | 9.20 | 7.67 | 5.76 | 8.30 | 5.66 | 2.60 | 4.07 |
| Draw Down(%) | NA | 7.58 | 25.13 | 28.66 | 28.66 | NA | NA | 28.66 | 0.64 | 7.58 | 10.51 | 26.97 | 6.79 | 10.05 | 3.47 | 7.90 | 5.47 | 3.98 | 6.06 | 5.56 | 5.87 | 4.05 | 8.95 | 7.81 | 4.25 | 6.35 | 6.66 | 9.27 | 4.14 | 6.78 | 3.33 | 1.60 | 2.78 |
| Yield(%) | NA | 4.61 | 5.96 | 5.34 | 4.18 | NA | NA | 4.17 | NA | 0.54 | 4.85 | 2.68 | 9.98 | 5.57 | 3.91 | 3.62 | 0.15 | 2.81 | 4.40 | 3.71 | 3.29 | 4.62 | 1.72 | 4.76 | 4.38 | 2.55 | 5.13 | 4.86 | 4.07 | 3.09 | 3.15 | 5.36 | 6.72 |
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 |
|---|---|---|---|---|
| EAST WEST BANK EMPLOYEES 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.96%
Sep 2019 - Sep 2022 |
-1.25%
Sep 2017 - Sep 2022 |
1.26%
Oct 2013 - Oct 2023 |
2.99%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAST WEST BANK EMPLOYEES 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
13.30%
Apr 2003 - Apr 2006 |
12.15%
Oct 2002 - Oct 2007 |
9.51%
Apr 2001 - Apr 2011 |
7.39%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart