Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| First Citizens Bank 401(k) Plan Tactical Asset Allocation Moderate | NA | 21.36% | 4.26% | 8.50% | 4.27% | 5.05% | 7.31% | 8.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Citizens Bank 401(k) 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 (%) | -0.87 | 21.36 | 4.26 | 8.50 | 4.27 | 5.05 | 7.31 | 8.00 | NA | 9.35 | 15.33 | -11.40 | 9.16 | 17.05 | 17.00 | -19.84 | 11.50 | 6.50 | -6.25 | -0.28 | 14.06 | 6.66 | 2.06 | 7.53 | 22.96 | -3.66 | 19.72 | 18.02 | 12.94 | 11.44 | 17.92 | 9.94 | 6.75 |
| Sharpe Ratio | NA | 0.46 | 0.02 | 0.43 | 0.24 | NA | NA | 0.71 | 0.08 | 0.32 | 1.40 | -0.95 | 1.00 | 0.99 | 2.26 | -1.33 | 2.02 | 1.12 | -1.15 | -0.05 | 2.11 | 1.17 | 0.27 | 0.72 | 2.18 | -0.69 | 1.48 | 1.64 | 1.70 | 1.27 | 3.25 | 1.55 | 0.76 |
| Standard Deviation(%) | NA | 8.55 | 10.26 | 11.72 | 10.39 | NA | NA | 8.97 | 7.32 | 8.58 | 7.90 | 13.39 | 9.13 | 16.95 | 6.89 | 15.90 | 5.39 | 5.65 | 5.46 | 6.60 | 6.65 | 5.67 | 7.66 | 10.40 | 10.48 | 6.66 | 11.30 | 8.98 | 6.33 | 8.24 | 5.30 | 5.70 | 5.82 |
| Draw Down(%) | NA | 5.74 | 16.54 | 18.76 | 27.11 | NA | NA | 27.11 | 0.60 | 5.74 | 6.33 | 17.09 | 4.14 | 18.76 | 3.50 | 25.80 | 2.76 | 3.72 | 9.90 | 6.75 | 4.61 | 4.52 | 5.49 | 7.90 | 4.78 | 7.91 | 8.34 | 12.60 | 4.96 | 9.41 | 4.10 | 5.13 | 4.92 |
| Yield(%) | NA | 4.48 | 4.44 | 3.93 | 3.64 | NA | NA | 4.70 | NA | 0.67 | 4.93 | 2.91 | 4.95 | 3.73 | 2.81 | 3.85 | 0.19 | 3.70 | 2.14 | 6.24 | 1.99 | 4.46 | 4.48 | 3.96 | 5.56 | 4.32 | 10.36 | 8.43 | 6.72 | 3.33 | 5.41 | 5.20 | 7.87 |
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 |
|---|---|---|---|---|
| First Citizens Bank 401(k) Plan Tactical Asset Allocation Moderate |
-3.78%
Mar 2017 - Mar 2020 |
-2.31%
Dec 2013 - Dec 2018 |
1.72%
Mar 2010 - Mar 2020 |
3.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Citizens Bank 401(k) Plan Tactical Asset Allocation Moderate |
20.48%
Oct 2004 - Oct 2007 |
16.88%
Oct 2002 - Oct 2007 |
12.39%
Apr 2001 - Apr 2011 |
9.42%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart