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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.20% | 6.45% | 7.53% | 6.10% | 6.54% | 6.68% | 7.61% |
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 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 (%) | -1.34 | 23.20 | 6.45 | 7.53 | 6.10 | 6.54 | 6.68 | 7.61 | NA | 6.73 | 14.95 | -8.24 | 6.25 | 12.74 | 16.43 | -6.72 | 15.93 | 8.63 | -3.71 | 1.25 | 9.04 | 12.20 | -2.01 | 11.96 | 24.52 | -23.36 | 15.02 | 12.67 | 11.87 | 12.36 | 26.06 | -0.23 | 10.60 |
| Sharpe Ratio | NA | 0.22 | 0.04 | 0.35 | 0.46 | NA | NA | 0.63 | 0.09 | 0.02 | 1.40 | -0.91 | 0.67 | 0.75 | 2.24 | -0.89 | 3.32 | 0.97 | -0.47 | 0.18 | 1.41 | 2.10 | -0.18 | 1.21 | 1.83 | -1.37 | 1.39 | 1.37 | 1.75 | 1.67 | 4.18 | -0.19 | 0.99 |
| Standard Deviation(%) | NA | 7.92 | 8.83 | 10.98 | 9.42 | NA | NA | 9.32 | 6.35 | 7.95 | 7.66 | 10.59 | 9.32 | 16.76 | 6.70 | 9.00 | 4.61 | 8.67 | 7.98 | 6.98 | 6.37 | 5.78 | 11.25 | 9.81 | 13.38 | 17.74 | 8.69 | 6.85 | 5.54 | 6.84 | 6.06 | 6.96 | 8.37 |
| Draw Down(%) | NA | 6.35 | 15.07 | 21.30 | 21.30 | NA | NA | 33.83 | 0.42 | 6.33 | 5.79 | 15.07 | 5.38 | 21.30 | 3.53 | 13.22 | 1.83 | 5.59 | 10.03 | 6.12 | 7.00 | 4.55 | 11.82 | 7.87 | 13.80 | 33.29 | 5.78 | 8.93 | 3.87 | 6.98 | 5.67 | 11.82 | 8.89 |
| Yield(%) | NA | 3.49 | 5.24 | 4.81 | 4.73 | NA | NA | 4.82 | NA | 0.68 | 3.62 | 3.01 | 8.76 | 5.09 | 3.02 | 4.45 | 3.53 | 5.11 | 3.65 | 6.59 | 3.46 | 4.28 | 3.95 | 4.35 | 4.02 | 5.44 | 8.12 | 6.52 | 6.14 | 3.86 | 4.30 | 3.58 | 5.34 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.43%
Feb 2006 - Feb 2009 |
1.74%
Feb 2004 - Feb 2009 |
4.11%
Mar 2010 - Mar 2020 |
3.95%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.23%
Mar 2003 - Mar 2006 |
16.22%
Oct 2002 - Oct 2007 |
9.85%
Mar 2003 - Mar 2013 |
8.48%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart