Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.62% | 2.79% | 6.72% | 6.15% | 7.91% | 8.31% | 7.78% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation 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 (%) | -0.84 | 22.62 | 2.79 | 6.72 | 6.15 | 7.91 | 8.31 | 7.78 | NA | 10.71 | 14.83 | -13.33 | 13.09 | 7.91 | 21.04 | -7.91 | 11.71 | 10.38 | -2.45 | 8.25 | 15.96 | 12.99 | 3.91 | 14.01 | 15.11 | 0.23 | 8.56 | 14.87 | 6.84 | 12.99 | 14.60 | -5.63 | -0.71 |
| Sharpe Ratio | NA | 0.57 | 0.00 | 0.27 | 0.41 | NA | NA | 0.64 | 0.03 | 0.42 | 1.24 | -0.95 | 1.23 | 0.40 | 2.97 | -0.97 | 2.34 | 1.17 | -0.29 | 1.10 | 2.16 | 1.60 | 0.25 | 1.36 | 1.58 | -0.12 | 0.53 | 1.51 | 0.71 | 1.55 | 1.81 | -0.97 | -0.44 |
| Standard Deviation(%) | NA | 9.67 | 11.64 | 13.41 | 10.97 | NA | NA | 9.72 | 9.02 | 9.76 | 8.54 | 15.47 | 10.62 | 19.42 | 6.61 | 9.50 | 4.73 | 8.72 | 8.62 | 7.47 | 7.37 | 8.09 | 15.25 | 10.24 | 9.52 | 5.74 | 10.45 | 7.70 | 6.54 | 7.79 | 7.67 | 6.96 | 6.86 |
| Draw Down(%) | NA | 5.12 | 16.87 | 24.29 | 24.29 | NA | NA | 24.29 | 0.73 | 5.12 | 7.93 | 18.10 | 5.42 | 24.29 | 3.13 | 14.09 | 2.13 | 6.94 | 9.01 | 5.38 | 4.90 | 5.71 | 13.07 | 8.09 | 4.61 | 5.43 | 6.78 | 8.11 | 4.89 | 7.29 | 5.76 | 8.72 | 10.15 |
| Yield(%) | NA | 2.36 | 1.99 | 1.93 | 2.02 | NA | NA | 0.00 | NA | 1.20 | 2.37 | 1.61 | 1.52 | 1.81 | 2.49 | 1.85 | 2.27 | 1.93 | 2.07 | 1.99 | 1.79 | 2.53 | 2.28 | 2.71 | 4.08 | 4.38 | 3.38 | 2.99 | 2.64 | 2.50 | 3.92 | 4.83 | 5.19 |
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 |
|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
1.00%
Mar 2017 - Mar 2020 |
2.25%
Mar 2015 - Mar 2020 |
4.83%
Oct 2013 - Oct 2023 |
6.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
14.78%
Apr 2003 - Apr 2006 |
13.66%
Jun 2009 - Jun 2014 |
11.16%
Jul 2003 - Jul 2013 |
10.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart