Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KEYCORP 401(k) SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 30.63% | 12.71% | 11.34% | 7.97% | 8.54% | 7.76% | 6.93% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEYCORP 401(k) SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.56 | 30.63 | 12.71 | 11.34 | 7.97 | 8.54 | 7.76 | 6.93 | NA | 19.86 | 19.54 | 0.17 | 7.12 | 14.41 | 11.36 | -3.43 | 8.47 | 9.50 | -4.12 | 3.62 | 18.63 | 10.45 | -0.28 | 12.26 | 26.30 | -22.92 | 9.72 | 9.91 | 10.71 | 11.43 | 21.12 | -13.49 | -5.23 |
| Sharpe Ratio | NA | 2.09 | 0.95 | 0.78 | 0.61 | NA | NA | 0.47 | 0.10 | 1.96 | 1.98 | -0.10 | 0.66 | 0.73 | 1.05 | -0.46 | 1.48 | 1.07 | -0.48 | 0.48 | 2.66 | 1.23 | -0.02 | 1.02 | 1.51 | -1.07 | 0.72 | 0.82 | 1.43 | 1.58 | 2.06 | -1.17 | -0.56 |
| Standard Deviation(%) | NA | 6.78 | 9.39 | 12.30 | 10.63 | NA | NA | 11.51 | 7.23 | 6.77 | 7.70 | 12.62 | 10.83 | 19.34 | 9.52 | 10.38 | 5.31 | 8.72 | 8.59 | 7.44 | 6.99 | 8.43 | 16.14 | 11.88 | 17.41 | 22.36 | 9.29 | 8.10 | 5.96 | 6.64 | 9.92 | 12.49 | 13.53 |
| Draw Down(%) | NA | 3.63 | 11.05 | 22.25 | 23.91 | NA | NA | 34.77 | 0.44 | 3.63 | 4.79 | 11.05 | 7.74 | 22.25 | 5.69 | 14.43 | 2.74 | 7.52 | 10.43 | 5.34 | 4.01 | 6.88 | 14.87 | 9.30 | 16.08 | 32.31 | 5.54 | 9.92 | 4.26 | 5.22 | 8.64 | 21.33 | 20.44 |
| Yield(%) | NA | 16.66 | 10.98 | 8.72 | 6.54 | NA | NA | 4.25 | NA | 4.74 | 15.57 | 8.94 | 2.91 | 8.57 | 1.65 | 10.58 | 0.65 | 4.06 | 4.39 | 2.41 | 2.09 | 1.92 | 2.51 | 1.18 | 1.40 | 3.67 | 6.29 | 4.41 | 3.00 | 2.75 | 1.23 | 1.32 | 1.58 |
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 |
|---|---|---|---|---|
| KEYCORP 401(k) SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.77%
Feb 2006 - Feb 2009 |
0.04%
Feb 2004 - Feb 2009 |
4.44%
Mar 2010 - Mar 2020 |
4.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEYCORP 401(k) SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
18.56%
Feb 2009 - Feb 2012 |
15.92%
Feb 2009 - Feb 2014 |
9.87%
Feb 2009 - Feb 2019 |
9.68%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart