Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SEQUA 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.51% | 3.33% | 7.54% | 6.59% | 7.80% | 7.06% | 6.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEQUA 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 (%) | -0.97 | 24.51 | 3.33 | 7.54 | 6.59 | 7.80 | 7.06 | 6.82 | NA | 9.81 | 12.03 | -12.21 | 7.84 | 17.70 | 20.32 | -5.77 | 11.36 | 7.68 | -0.05 | 7.10 | 14.73 | 12.00 | -0.72 | 14.39 | 23.60 | -23.65 | 8.59 | 14.27 | 6.91 | 12.85 | 22.04 | -9.11 | -1.16 |
| Sharpe Ratio | NA | 0.53 | -0.11 | 0.32 | 0.48 | NA | NA | 0.48 | 0.02 | 0.40 | 0.92 | -1.02 | 0.93 | 0.94 | 2.84 | -0.76 | 2.59 | 0.93 | -0.01 | 1.12 | 2.10 | 1.55 | -0.05 | 1.23 | 1.36 | -1.11 | 0.60 | 1.52 | 0.72 | 1.61 | 2.48 | -0.84 | -0.31 |
| Standard Deviation(%) | NA | 8.07 | 10.29 | 12.14 | 10.11 | NA | NA | 10.96 | 8.68 | 8.13 | 8.49 | 13.36 | 8.44 | 18.66 | 6.66 | 9.33 | 4.14 | 8.06 | 8.52 | 6.32 | 7.00 | 7.70 | 14.17 | 11.64 | 17.24 | 22.22 | 9.37 | 7.23 | 6.57 | 7.39 | 8.59 | 12.21 | 11.04 |
| Draw Down(%) | NA | 4.82 | 18.94 | 21.17 | 21.17 | NA | NA | 37.09 | 0.80 | 4.82 | 8.20 | 19.12 | 4.42 | 21.17 | 3.10 | 12.48 | 1.67 | 6.05 | 7.94 | 4.70 | 5.63 | 6.32 | 13.17 | 8.97 | 17.59 | 33.68 | 5.97 | 7.13 | 4.32 | 6.83 | 7.83 | 18.12 | 15.51 |
| Yield(%) | NA | 2.81 | 2.39 | 2.25 | 2.11 | NA | NA | 2.66 | NA | 0.88 | 2.44 | 2.05 | 1.95 | 1.84 | 2.62 | 1.78 | 0.50 | 2.96 | 2.22 | 2.51 | 2.64 | 2.78 | 2.27 | 2.35 | 3.25 | 2.65 | 3.32 | 3.27 | 3.02 | 3.01 | 3.33 | 3.16 | 4.33 |
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 |
|---|---|---|---|---|
| SEQUA 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-6.96%
Feb 2006 - Feb 2009 |
-0.51%
Feb 2004 - Feb 2009 |
5.15%
Oct 2013 - Oct 2023 |
4.99%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEQUA 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.40%
Feb 2009 - Feb 2012 |
15.69%
Feb 2009 - Feb 2014 |
10.24%
Feb 2009 - Feb 2019 |
9.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart