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 Strategic Asset Allocation - Optimal Moderate | 7.29% | NA | 20.67% | 3.45% | 6.69% | 5.30% | 6.57% | 6.50% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.92 | 20.67 | 3.45 | 6.69 | 5.30 | 6.57 | 6.50 | 7.29 | NA | 5.75 | 14.03 | -11.27 | 11.01 | 9.35 | 16.60 | -7.08 | 9.81 | 9.07 | -3.10 | 5.08 | 10.17 | 13.11 | -0.26 | 12.68 | 30.79 | -25.83 | 7.74 | 15.62 | 10.04 | 17.16 | 25.95 | -1.67 | 5.67 |
| Sharpe Ratio | NA | -0.06 | -0.17 | 0.24 | 0.34 | NA | NA | 0.50 | -0.03 | -0.11 | 1.21 | -0.96 | 1.35 | 0.46 | 2.34 | -1.05 | 2.13 | 1.05 | -0.38 | 0.87 | 1.41 | 1.78 | -0.02 | 1.04 | 1.46 | -1.08 | 0.49 | 1.72 | 1.28 | 2.33 | 3.71 | -0.31 | 0.40 |
| Standard Deviation(%) | NA | 7.28 | 9.86 | 12.21 | 10.05 | NA | NA | 11.13 | 5.08 | 7.33 | 8.11 | 13.14 | 8.12 | 19.67 | 6.48 | 7.99 | 4.32 | 8.44 | 8.34 | 5.81 | 7.21 | 7.35 | 13.91 | 12.05 | 20.96 | 24.75 | 9.67 | 7.19 | 6.15 | 6.97 | 6.81 | 8.95 | 8.43 |
| Draw Down(%) | NA | 4.94 | 18.58 | 24.57 | 24.57 | NA | NA | 40.37 | 0.47 | 4.89 | 7.43 | 18.58 | 4.04 | 24.57 | 3.69 | 12.56 | 2.01 | 6.36 | 11.00 | 5.22 | 7.90 | 5.79 | 13.14 | 8.59 | 18.69 | 37.80 | 6.55 | 7.28 | 3.97 | 7.82 | 7.26 | 16.92 | 11.99 |
| Yield(%) | NA | 5.00 | 4.27 | 3.55 | 2.76 | NA | NA | 2.96 | NA | 0.67 | 5.24 | 4.40 | 2.54 | 1.47 | 3.54 | 2.48 | 0.30 | 2.72 | 2.55 | 1.90 | 2.75 | 2.59 | 2.07 | 1.84 | 1.85 | 4.00 | 5.78 | 4.79 | 4.41 | 2.91 | 2.64 | 1.76 | 2.95 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST REPUBLIC BANK 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.20%
Feb 2006 - Feb 2009 |
-0.16%
Feb 2004 - Feb 2009 |
3.94%
Oct 2013 - Oct 2023 |
3.90%
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 Strategic Asset Allocation - Optimal Moderate |
21.72%
Feb 2009 - Feb 2012 |
16.52%
Oct 2002 - Oct 2007 |
10.45%
Mar 2003 - Mar 2013 |
8.69%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart