Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTESA SANPAOLO S.P.A. EMPLOYEES 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -3.45% | 9.44% | 6.17% | 6.03% | 5.83% | 7.09% | 6.48% |
Data as of 03/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTESA SANPAOLO S.P.A. EMPLOYEES 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 05/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.23 | -3.45 | 9.44 | 6.17 | 6.03 | 5.83 | 7.09 | 6.48 | 6.91 | -16.81 | 12.23 | 19.44 | 20.24 | -7.05 | 16.31 | 2.39 | 2.18 | 2.46 | 13.22 | 13.15 | -1.29 | 11.21 | 21.53 | -19.54 | 10.60 | 10.67 | 7.99 | 10.12 | 18.99 | 0.84 | 0.83 |
| Sharpe Ratio | NA | 0.03 | 0.40 | 0.40 | 0.52 | NA | NA | 0.56 | 0.60 | -1.23 | 1.41 | 1.14 | 2.88 | -0.92 | 3.95 | 0.24 | 0.24 | 0.35 | 2.21 | 2.28 | -0.12 | 1.22 | 1.45 | -1.13 | 0.86 | 1.05 | 1.13 | 1.40 | 3.23 | -0.04 | -0.29 |
| Standard Deviation(%) | NA | 12.23 | 11.37 | 11.83 | 9.94 | NA | NA | 9.65 | 8.27 | 14.79 | 8.64 | 16.84 | 6.53 | 9.05 | 3.97 | 9.18 | 8.95 | 6.99 | 5.97 | 5.74 | 11.26 | 9.09 | 14.78 | 18.07 | 8.88 | 7.05 | 5.16 | 6.55 | 5.66 | 6.49 | 5.07 |
| Draw Down(%) | NA | 10.28 | 22.28 | 22.28 | 22.28 | NA | NA | 32.98 | 4.52 | 22.28 | 5.71 | 20.56 | 3.06 | 13.11 | 1.36 | 8.38 | 8.60 | 6.01 | 5.69 | 4.51 | 12.29 | 7.30 | 16.77 | 30.87 | 5.46 | 7.75 | 3.71 | 5.86 | 4.09 | 8.14 | 5.94 |
| Yield(%) | NA | 3.46 | 4.61 | 4.18 | 3.76 | NA | NA | 4.02 | 0.78 | 2.37 | 7.01 | 3.74 | 3.41 | 3.94 | 3.37 | 2.18 | 4.63 | 4.69 | 2.82 | 4.35 | 2.94 | 4.21 | 4.00 | 5.11 | 6.01 | 4.89 | 3.25 | 2.75 | 3.22 | 4.06 | 4.69 |
Data as of 03/31/2023, 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 |
|---|---|---|---|---|
| INTESA SANPAOLO S.P.A. EMPLOYEES 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.90%
Feb 2006 - Feb 2009 |
0.34%
Feb 2004 - Feb 2009 |
4.94%
Nov 2006 - Nov 2016 |
4.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTESA SANPAOLO S.P.A. EMPLOYEES 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.25%
Dec 2018 - Dec 2021 |
13.98%
Feb 2009 - Feb 2014 |
9.12%
Dec 2011 - Dec 2021 |
7.79%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart