Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MB Financial, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 26.09% | -1.43% | 3.78% | 4.33% | 5.19% | 6.05% | 6.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MB Financial, Inc. 401(k) Profit Sharing 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 (%) | -0.92 | 26.09 | -1.43 | 3.78 | 4.33 | 5.19 | 6.05 | 6.55 | NA | 6.41 | 14.26 | -22.03 | 5.14 | 13.81 | 9.74 | 0.12 | 17.66 | 0.24 | -0.62 | 0.81 | 14.21 | 7.36 | 1.79 | 7.16 | 17.67 | -3.69 | 9.58 | 13.35 | 5.45 | 11.40 | 17.38 | 1.24 | 6.98 |
| Sharpe Ratio | NA | 0.15 | -0.36 | 0.01 | 0.24 | NA | NA | 0.61 | 0.07 | -0.02 | 0.99 | -1.37 | 0.48 | 1.46 | 1.71 | -0.15 | 3.53 | 0.01 | -0.12 | 0.13 | 2.07 | 1.52 | 0.23 | 0.65 | 2.19 | -1.08 | 0.65 | 1.33 | 0.56 | 1.53 | 3.27 | 0.03 | 1.14 |
| Standard Deviation(%) | NA | 10.62 | 13.03 | 11.92 | 9.35 | NA | NA | 8.02 | 8.90 | 10.69 | 10.06 | 17.13 | 10.67 | 9.27 | 4.89 | 8.14 | 4.83 | 4.54 | 5.42 | 6.12 | 6.83 | 4.82 | 7.60 | 10.87 | 8.02 | 4.27 | 10.10 | 7.56 | 5.90 | 6.83 | 5.10 | 4.45 | 4.09 |
| Draw Down(%) | NA | 7.82 | 26.17 | 30.12 | 30.12 | NA | NA | 30.12 | 0.66 | 7.82 | 11.09 | 27.56 | 6.13 | 10.21 | 3.58 | 6.89 | 1.68 | 3.74 | 6.04 | 5.72 | 5.02 | 4.24 | 5.79 | 9.25 | 3.84 | 6.89 | 7.01 | 9.06 | 4.64 | 6.86 | 3.10 | 5.59 | 2.77 |
| Yield(%) | NA | 3.91 | 4.69 | 4.39 | 4.06 | NA | NA | 4.14 | NA | 0.87 | 3.77 | 3.32 | 5.78 | 4.22 | 4.65 | 3.83 | 0.28 | 2.86 | 5.77 | 5.38 | 2.25 | 4.28 | 2.03 | 3.97 | 4.63 | 2.66 | 5.78 | 6.80 | 2.54 | 3.97 | 3.29 | 5.29 | 6.93 |
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 |
|---|---|---|---|---|
| MB Financial, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
-3.30%
Apr 2021 - Apr 2024 |
-0.23%
Sep 2017 - Sep 2022 |
2.23%
Oct 2013 - Oct 2023 |
3.74%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MB Financial, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate |
13.26%
Apr 2003 - Apr 2006 |
12.20%
Oct 2002 - Oct 2007 |
8.96%
Apr 2001 - Apr 2011 |
8.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart