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 Strategic Asset Allocation - Equal Weight Moderate | NA | 24.29% | 2.13% | 9.03% | 7.45% | 7.86% | 7.09% | 7.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Emigrant Bank 401k 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 (%) | -1.00 | 24.29 | 2.13 | 9.03 | 7.45 | 7.86 | 7.09 | 7.04 | NA | 7.13 | 12.80 | -12.90 | 4.12 | 29.30 | 23.68 | -7.49 | 16.90 | 3.37 | 0.90 | 3.38 | 14.46 | 10.29 | 0.63 | 12.29 | 19.50 | -18.32 | 8.51 | 10.77 | 5.80 | 10.84 | 20.06 | -6.30 | 2.58 |
| Sharpe Ratio | NA | 0.20 | -0.13 | 0.33 | 0.47 | NA | NA | 0.51 | 0.08 | 0.05 | 0.85 | -0.93 | 0.35 | 1.45 | 2.65 | -0.80 | 3.07 | 0.35 | 0.10 | 0.46 | 2.09 | 1.50 | 0.05 | 1.27 | 1.40 | -1.16 | 0.65 | 1.07 | 0.62 | 1.54 | 2.78 | -0.74 | 0.03 |
| Standard Deviation(%) | NA | 10.99 | 12.34 | 14.13 | 11.74 | NA | NA | 10.52 | 10.17 | 11.03 | 10.01 | 15.30 | 11.77 | 20.05 | 8.41 | 10.98 | 5.29 | 9.01 | 9.00 | 7.35 | 6.91 | 6.85 | 11.85 | 9.64 | 13.85 | 16.64 | 8.45 | 7.01 | 5.87 | 6.42 | 6.97 | 10.03 | 8.91 |
| Draw Down(%) | NA | 7.08 | 18.72 | 22.25 | 22.25 | NA | NA | 29.52 | 0.72 | 7.08 | 11.17 | 19.57 | 8.16 | 22.25 | 4.61 | 14.92 | 2.57 | 7.66 | 9.42 | 6.21 | 6.45 | 5.76 | 10.44 | 7.32 | 13.92 | 27.71 | 5.45 | 7.53 | 4.05 | 6.71 | 6.97 | 15.91 | 11.22 |
| Yield(%) | NA | 3.79 | 4.55 | 3.87 | 3.34 | NA | NA | 3.55 | NA | 0.75 | 3.77 | 4.12 | 4.60 | 3.32 | 4.27 | 3.01 | 0.36 | 2.29 | 3.32 | 3.69 | 2.60 | 3.08 | 2.92 | 3.86 | 2.52 | 4.41 | 5.14 | 5.94 | 3.43 | 2.93 | 3.36 | 2.87 | 5.08 |
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 |
|---|---|---|---|---|
| Emigrant Bank 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.61%
Feb 2006 - Feb 2009 |
0.16%
Feb 2004 - Feb 2009 |
5.00%
Feb 2006 - Feb 2016 |
5.46%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Emigrant Bank 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
18.53%
Dec 2018 - Dec 2021 |
13.73%
Feb 2016 - Feb 2021 |
9.74%
Sep 2011 - Sep 2021 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart