Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Tactical Asset Allocation Moderate | 10.30% | NA | 20.29% | 4.77% | 8.57% | 6.59% | 8.35% | 9.76% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.39 | 20.29 | 4.77 | 8.57 | 6.59 | 8.35 | 9.76 | 10.30 | NA | 0.16 | 20.49 | -12.86 | 20.65 | 9.31 | 18.74 | -6.76 | 9.15 | 8.45 | -3.75 | 4.66 | 13.19 | 14.13 | 6.71 | 19.10 | 18.23 | 4.02 | 17.65 | 14.98 | 12.82 | 15.85 | 33.49 | 7.25 | -3.78 |
| Sharpe Ratio | NA | -0.55 | -0.14 | 0.33 | 0.38 | NA | NA | 0.84 | 0.03 | -0.65 | 1.93 | -1.03 | 2.06 | 0.46 | 2.76 | -0.93 | 1.66 | 0.94 | -0.42 | 0.65 | 1.79 | 1.95 | 0.45 | 1.48 | 1.51 | 0.37 | 1.28 | 1.28 | 1.48 | 1.70 | 5.29 | 1.17 | -0.93 |
| Standard Deviation(%) | NA | 9.82 | 10.92 | 12.99 | 10.69 | NA | NA | 9.90 | 6.60 | 9.89 | 8.42 | 13.80 | 10.01 | 19.56 | 6.29 | 8.66 | 5.14 | 8.79 | 9.00 | 7.14 | 7.34 | 7.22 | 14.88 | 12.83 | 12.04 | 8.33 | 11.43 | 9.15 | 7.19 | 8.77 | 6.20 | 5.25 | 6.58 |
| Draw Down(%) | NA | 9.18 | 18.45 | 23.60 | 23.60 | NA | NA | 23.60 | 0.45 | 9.18 | 6.38 | 20.04 | 4.02 | 23.60 | 2.94 | 13.09 | 2.35 | 6.62 | 11.09 | 7.15 | 7.42 | 4.57 | 11.73 | 8.40 | 6.49 | 5.45 | 8.67 | 11.50 | 4.76 | 12.61 | 4.49 | 5.30 | 7.95 |
| Yield(%) | NA | 7.40 | 4.88 | 4.45 | 3.61 | NA | NA | 0.00 | NA | 0.91 | 7.98 | 3.65 | 3.43 | 3.18 | 4.77 | 1.87 | 2.77 | 4.56 | 2.45 | 2.59 | 2.78 | 3.40 | 3.33 | 2.66 | 2.25 | 5.01 | 6.76 | 3.23 | 5.28 | 4.49 | 5.36 | 1.27 | 2.32 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Tactical Asset Allocation Moderate |
-0.27%
Mar 2017 - Mar 2020 |
0.71%
Mar 2015 - Mar 2020 |
4.98%
Sep 2012 - Sep 2022 |
7.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Tactical Asset Allocation Moderate |
21.95%
Apr 2003 - Apr 2006 |
19.04%
Oct 2002 - Oct 2007 |
15.72%
Apr 2003 - Apr 2013 |
12.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart