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 - Optimal Moderate | NA | 26.55% | 2.36% | 8.85% | 8.08% | 8.98% | 7.58% | 7.55% |
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 - 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 (%) | -1.04 | 26.55 | 2.36 | 8.85 | 8.08 | 8.98 | 7.58 | 7.55 | NA | 10.25 | 15.07 | -16.04 | 6.92 | 26.27 | 24.76 | -4.67 | 14.69 | 5.98 | 2.23 | 6.38 | 17.14 | 13.83 | 0.59 | 13.07 | 21.59 | -23.40 | 7.52 | 9.83 | 6.28 | 12.43 | 20.51 | -7.38 | 4.69 |
| Sharpe Ratio | NA | 0.50 | -0.11 | 0.36 | 0.55 | NA | NA | 0.51 | 0.04 | 0.35 | 1.14 | -1.07 | 0.66 | 1.36 | 2.90 | -0.57 | 2.89 | 0.66 | 0.25 | 0.91 | 2.32 | 1.67 | 0.04 | 1.08 | 1.18 | -1.08 | 0.47 | 0.84 | 0.59 | 1.48 | 2.36 | -0.71 | 0.22 |
| Standard Deviation(%) | NA | 10.28 | 12.42 | 13.71 | 11.37 | NA | NA | 11.63 | 10.42 | 10.35 | 9.46 | 16.27 | 10.38 | 19.20 | 8.05 | 10.52 | 4.87 | 8.73 | 8.92 | 7.00 | 7.36 | 8.26 | 14.57 | 11.97 | 18.20 | 22.49 | 9.58 | 7.78 | 6.97 | 7.75 | 8.41 | 11.90 | 10.60 |
| Draw Down(%) | NA | 5.95 | 23.05 | 24.72 | 24.72 | NA | NA | 37.42 | 0.92 | 5.95 | 9.85 | 23.57 | 7.28 | 22.08 | 3.99 | 12.72 | 2.04 | 7.92 | 8.14 | 4.94 | 6.22 | 6.93 | 13.07 | 9.45 | 18.63 | 33.89 | 6.23 | 8.09 | 4.58 | 7.92 | 7.74 | 19.17 | 13.09 |
| Yield(%) | NA | 4.01 | 5.62 | 4.60 | 3.88 | NA | NA | 3.82 | NA | 0.74 | 3.90 | 5.94 | 5.62 | 3.36 | 5.17 | 3.26 | 0.38 | 2.58 | 3.90 | 3.86 | 3.03 | 3.19 | 2.88 | 3.68 | 2.57 | 4.65 | 5.79 | 6.00 | 3.52 | 2.81 | 3.40 | 3.23 | 4.47 |
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 - Optimal Moderate |
-8.33%
Feb 2006 - Feb 2009 |
-1.88%
Feb 2004 - Feb 2009 |
5.25%
Dec 2001 - Dec 2011 |
5.76%
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 - Optimal Moderate |
19.38%
Feb 2009 - Feb 2012 |
16.46%
Feb 2009 - Feb 2014 |
11.32%
Sep 2011 - Sep 2021 |
10.50%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart