Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Emigrant Bank 401k Plan Tactical Asset Allocation Moderate | NA | -4.30% | 10.29% | 10.08% | 9.47% | 9.84% | 10.72% | 10.56% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Emigrant Bank 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.91 | -4.30 | 10.29 | 10.08 | 9.47 | 9.84 | 10.72 | 10.56 | -8.49 | 11.08 | 18.80 | 22.16 | -2.10 | 12.55 | 9.76 | 1.69 | 10.07 | 16.57 | 12.81 | 0.45 | 19.30 | 16.50 | 4.32 | 9.87 | 14.07 | 9.28 | 12.39 | 22.98 | 5.96 | 5.10 |
| Sharpe Ratio | NA | -0.52 | 0.56 | 0.68 | 0.84 | NA | NA | 0.96 | -0.61 | 1.01 | 0.94 | 2.48 | -0.30 | 2.13 | 1.08 | 0.18 | 1.35 | 2.20 | 1.60 | 0.03 | 1.56 | 1.87 | 0.78 | 0.66 | 1.33 | 1.05 | 1.53 | 3.19 | 0.99 | 0.51 |
| Standard Deviation(%) | NA | 12.08 | 14.72 | 12.89 | 10.73 | NA | NA | 9.74 | 14.34 | 10.97 | 19.84 | 8.37 | 11.30 | 5.59 | 8.88 | 9.27 | 7.43 | 7.52 | 7.99 | 15.09 | 12.33 | 8.76 | 4.36 | 10.43 | 8.13 | 6.76 | 7.46 | 6.98 | 4.89 | 5.45 |
| Draw Down(%) | NA | 12.83 | 22.28 | 22.28 | 22.28 | NA | NA | 22.28 | 11.77 | 4.76 | 22.28 | 3.78 | 13.29 | 2.83 | 7.43 | 8.29 | 5.01 | 4.94 | 6.14 | 13.15 | 8.46 | 4.51 | 3.60 | 7.04 | 8.58 | 4.28 | 7.76 | 3.18 | 3.46 | 3.75 |
| Yield(%) | NA | 5.27 | 5.54 | 5.66 | 4.86 | NA | NA | 0.00 | 0.90 | 5.65 | 4.47 | 10.50 | 5.58 | 3.31 | 2.48 | 5.80 | 6.26 | 3.12 | 3.79 | 2.83 | 4.05 | 4.29 | 4.18 | 6.15 | 7.08 | 3.20 | 3.01 | 4.69 | 5.72 | 5.83 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| Emigrant Bank 401k Plan Tactical Asset Allocation Moderate |
6.12%
Mar 2017 - Mar 2020 |
5.78%
Mar 2015 - Mar 2020 |
8.39%
Mar 2010 - Mar 2020 |
9.51%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Emigrant Bank 401k Plan Tactical Asset Allocation Moderate |
17.26%
Dec 2018 - Dec 2021 |
13.99%
Jun 2009 - Jun 2014 |
12.50%
Apr 2001 - Apr 2011 |
11.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart