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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.11% | 2.52% | 6.69% | 5.74% | 6.68% | 6.15% | 6.08% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.81 | 18.11 | 2.52 | 6.69 | 5.74 | 6.68 | 6.15 | 6.08 | NA | 7.33 | 13.22 | -10.82 | 7.96 | 14.03 | 17.71 | -7.35 | 13.64 | 7.86 | -2.05 | 2.76 | 13.56 | 10.98 | 0.03 | 12.12 | 21.81 | -21.21 | 7.82 | 11.58 | 6.39 | 10.64 | 20.88 | -5.56 | -1.36 |
| Sharpe Ratio | NA | 0.27 | -0.09 | 0.29 | 0.42 | NA | NA | 0.45 | 0.05 | 0.09 | 1.12 | -0.90 | 0.94 | 0.76 | 2.51 | -0.98 | 2.86 | 0.82 | -0.24 | 0.41 | 2.05 | 1.56 | 0.00 | 1.20 | 1.46 | -1.15 | 0.55 | 1.31 | 0.70 | 1.49 | 2.80 | -0.67 | -0.39 |
| Standard Deviation(%) | NA | 7.81 | 10.17 | 11.93 | 10.05 | NA | NA | 10.07 | 6.12 | 7.90 | 8.00 | 13.58 | 8.45 | 18.12 | 6.49 | 8.84 | 4.56 | 9.30 | 8.52 | 6.68 | 6.60 | 7.00 | 12.63 | 10.02 | 14.89 | 19.18 | 8.81 | 6.35 | 6.07 | 6.50 | 7.21 | 9.98 | 9.33 |
| Draw Down(%) | NA | 4.49 | 16.29 | 22.50 | 22.50 | NA | NA | 34.07 | 0.43 | 4.49 | 7.49 | 16.66 | 4.46 | 22.50 | 3.44 | 13.21 | 1.54 | 7.26 | 9.78 | 5.76 | 5.70 | 5.80 | 11.79 | 7.68 | 15.54 | 30.74 | 5.52 | 6.34 | 4.28 | 6.24 | 6.04 | 14.00 | 13.71 |
| Yield(%) | NA | 3.27 | 2.39 | 2.35 | 2.08 | NA | NA | 2.62 | NA | 0.92 | 3.26 | 1.64 | 1.59 | 1.98 | 2.75 | 1.59 | 0.50 | 2.79 | 1.81 | 2.21 | 1.90 | 2.80 | 2.57 | 2.64 | 3.32 | 3.00 | 3.53 | 3.09 | 2.82 | 2.87 | 3.43 | 3.56 | 3.77 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.30%
Feb 2006 - Feb 2009 |
-0.64%
Feb 2004 - Feb 2009 |
4.37%
Feb 2006 - Feb 2016 |
4.29%
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 Strategic Asset Allocation - Equal Weight Moderate |
17.41%
Feb 2009 - Feb 2012 |
14.17%
Feb 2009 - Feb 2014 |
8.93%
Feb 2009 - Feb 2019 |
8.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart