Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIB FINANCIAL CORP. EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.31% | 0.89% | 5.31% | 5.18% | 6.53% | 6.57% | 7.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIB FINANCIAL CORP. EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Optimal 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 (%) | -1.24 | 23.31 | 0.89 | 5.31 | 5.18 | 6.53 | 6.57 | 7.00 | NA | 6.56 | 12.09 | -15.59 | 5.68 | 16.04 | 18.36 | -3.95 | 10.86 | 3.57 | -0.35 | 5.43 | 9.42 | 12.79 | 0.32 | 13.82 | 27.49 | -23.93 | 11.11 | 12.82 | 12.41 | 12.81 | 23.22 | -3.21 | 4.60 |
| Sharpe Ratio | NA | 0.15 | -0.30 | 0.16 | 0.32 | NA | NA | 0.50 | 0.02 | 0.00 | 0.94 | -1.29 | 0.63 | 0.88 | 2.69 | -0.59 | 2.32 | 0.41 | -0.05 | 0.87 | 1.30 | 1.76 | 0.02 | 1.23 | 1.53 | -1.14 | 0.86 | 1.30 | 1.78 | 1.58 | 3.07 | -0.40 | 0.28 |
| Standard Deviation(%) | NA | 8.24 | 10.18 | 11.95 | 9.95 | NA | NA | 10.62 | 7.12 | 8.30 | 8.31 | 13.13 | 8.95 | 17.94 | 6.30 | 8.91 | 4.41 | 8.21 | 8.42 | 6.26 | 7.24 | 7.24 | 13.38 | 11.16 | 17.90 | 21.85 | 9.39 | 7.36 | 5.77 | 7.49 | 7.33 | 10.74 | 8.15 |
| Draw Down(%) | NA | 5.73 | 20.65 | 23.52 | 23.52 | NA | NA | 37.16 | 0.61 | 5.62 | 7.91 | 21.56 | 5.49 | 21.33 | 2.70 | 10.38 | 2.41 | 5.99 | 9.08 | 4.75 | 8.04 | 5.93 | 12.49 | 7.66 | 16.89 | 36.35 | 6.23 | 7.99 | 4.03 | 6.94 | 6.83 | 15.19 | 10.01 |
| Yield(%) | NA | 4.15 | 4.21 | 3.82 | 3.59 | NA | NA | 3.92 | NA | 0.57 | 3.98 | 3.90 | 4.03 | 3.30 | 3.22 | 5.45 | 0.21 | 1.96 | 5.44 | 4.10 | 3.92 | 4.03 | 2.72 | 2.93 | 3.13 | 5.10 | 9.13 | 6.07 | 4.85 | 3.60 | 2.78 | 2.07 | 3.71 |
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 |
|---|---|---|---|---|
| TIB FINANCIAL CORP. EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate |
-6.54%
Feb 2006 - Feb 2009 |
0.68%
Feb 2004 - Feb 2009 |
3.63%
Oct 2013 - Oct 2023 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIB FINANCIAL CORP. EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Optimal Moderate |
20.74%
Feb 2009 - Feb 2012 |
15.69%
Feb 2009 - Feb 2014 |
10.13%
Mar 2003 - Mar 2013 |
8.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart