Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HERITAGEBANK OF THE SOUTH 401(K) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 9.83% | -0.83% | 3.49% | 4.28% | 5.75% | 5.19% | 5.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HERITAGEBANK OF THE SOUTH 401(K) PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.54 | 9.83 | -0.83 | 3.49 | 4.28 | 5.75 | 5.19 | 5.89 | NA | -2.66 | 13.22 | -12.13 | 10.62 | 10.15 | 19.75 | -5.83 | 8.24 | 4.32 | 0.90 | 6.76 | 6.34 | 14.24 | 0.42 | 12.83 | 23.98 | -25.49 | 6.18 | 12.70 | 7.38 | 12.43 | 18.86 | 1.36 | 5.01 |
| Sharpe Ratio | NA | -0.41 | -0.31 | 0.10 | 0.25 | NA | NA | 0.46 | 0.19 | -0.58 | 1.00 | -1.09 | 1.24 | 0.51 | 2.90 | -0.80 | 1.74 | 0.52 | 0.10 | 1.18 | 1.02 | 2.45 | 0.04 | 1.53 | 1.81 | -1.50 | 0.41 | 1.93 | 1.13 | 2.11 | 3.89 | 0.04 | 0.39 |
| Standard Deviation(%) | NA | 15.88 | 12.75 | 13.73 | 11.02 | NA | NA | 9.68 | 11.06 | 15.84 | 9.00 | 12.40 | 8.52 | 19.51 | 6.32 | 8.92 | 4.38 | 7.99 | 8.48 | 5.71 | 6.19 | 5.78 | 10.80 | 8.33 | 13.22 | 17.66 | 7.72 | 4.88 | 4.61 | 5.45 | 4.67 | 6.97 | 6.92 |
| Draw Down(%) | NA | 13.17 | 16.69 | 22.69 | 22.69 | NA | NA | 36.21 | 0.53 | 13.17 | 8.11 | 17.64 | 4.76 | 22.69 | 2.81 | 10.85 | 3.69 | 6.80 | 8.13 | 3.98 | 7.86 | 5.65 | 11.71 | 6.67 | 13.91 | 34.31 | 6.15 | 5.02 | 3.22 | 6.33 | 3.20 | 10.82 | 7.94 |
| Yield(%) | NA | 4.05 | 3.55 | 3.25 | 3.11 | NA | NA | 4.07 | NA | 0.71 | 4.23 | 2.60 | 3.50 | 3.00 | 2.35 | 4.30 | 0.44 | 1.81 | 4.77 | 3.40 | 3.00 | 4.09 | 4.13 | 4.88 | 3.52 | 4.12 | 8.32 | 6.94 | 6.15 | 4.05 | 4.28 | 4.26 | 4.69 |
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 |
|---|---|---|---|---|
| HERITAGEBANK OF THE SOUTH 401(K) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.58%
Feb 2006 - Feb 2009 |
-0.95%
Feb 2004 - Feb 2009 |
3.99%
Oct 2013 - Oct 2023 |
3.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HERITAGEBANK OF THE SOUTH 401(K) PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.91%
Feb 2009 - Feb 2012 |
13.82%
Feb 2009 - Feb 2014 |
8.76%
Feb 2009 - Feb 2019 |
8.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart