Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PNC INC. 401K RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 22.93% | 0.93% | 3.56% | 3.67% | 5.43% | 5.96% | 5.66% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PNC INC. 401K RETIREMENT 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 (%) | -0.94 | 22.93 | 0.93 | 3.56 | 3.67 | 5.43 | 5.96 | 5.66 | NA | 6.55 | 13.68 | -17.82 | 5.19 | 8.36 | 13.10 | -3.07 | 10.77 | 3.92 | -3.69 | 2.02 | 19.76 | 4.38 | 6.22 | 8.78 | 12.29 | -5.54 | 15.08 | 11.95 | 5.03 | 9.99 | 17.61 | -9.91 | 1.11 |
| Sharpe Ratio | NA | 0.17 | -0.30 | 0.02 | 0.20 | NA | NA | 0.51 | 0.09 | 0.00 | 1.05 | -1.29 | 0.51 | 0.86 | 2.28 | -0.56 | 1.95 | 0.82 | -0.74 | 0.30 | 2.66 | 0.66 | 0.73 | 0.88 | 1.73 | -0.69 | 1.36 | 1.23 | 0.46 | 1.03 | 2.28 | -1.63 | -0.89 |
| Standard Deviation(%) | NA | 8.90 | 11.28 | 10.73 | 8.57 | NA | NA | 7.99 | 6.49 | 8.97 | 9.00 | 14.85 | 10.13 | 9.47 | 5.12 | 7.83 | 5.19 | 4.53 | 4.99 | 6.59 | 7.41 | 6.59 | 8.47 | 9.83 | 7.04 | 9.37 | 8.89 | 7.05 | 6.29 | 8.75 | 7.41 | 6.78 | 1.34 |
| Draw Down(%) | NA | 6.60 | 22.35 | 24.71 | 24.71 | NA | NA | 24.71 | 0.46 | 6.60 | 8.66 | 23.30 | 5.84 | 15.84 | 3.84 | 9.69 | 3.28 | 3.72 | 6.96 | 5.96 | 5.32 | 5.58 | 4.85 | 8.43 | 4.76 | 14.34 | 6.33 | 7.43 | 4.88 | 7.43 | 4.56 | 11.27 | 1.49 |
| Yield(%) | NA | 3.93 | 4.37 | 4.81 | 3.67 | NA | NA | 3.78 | NA | 0.14 | 4.28 | 3.49 | 5.05 | 7.67 | 3.63 | 6.55 | 0.19 | 1.73 | 2.10 | 1.97 | 4.82 | 2.14 | 4.22 | 3.14 | 2.75 | 5.52 | 5.20 | 5.07 | 7.96 | 3.06 | 3.41 | 0.81 | 2.01 |
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 |
|---|---|---|---|---|
| PNC INC. 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
-3.64%
Sep 2019 - Sep 2022 |
-0.82%
Sep 2017 - Sep 2022 |
2.01%
Oct 2013 - Oct 2023 |
3.58%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PNC INC. 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
13.08%
Oct 2004 - Oct 2007 |
12.67%
Jan 2003 - Jan 2008 |
9.01%
Aug 2004 - Aug 2014 |
7.91%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart