Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Citizens Bank Employees` Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 3.56% | 2.11% | 2.98% | 3.53% | 6.23% | 7.32% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Citizens Bank Employees` Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.31 | 3.56 | 2.11 | 2.98 | 3.53 | 6.23 | 7.32 | … | … | -1.98 | 11.15 | -14.24 | 10.08 | 10.79 | 10.00 | -3.19 | 13.16 | 5.05 | -4.67 | 6.07 | 13.78 | 3.48 | 3.17 | 12.71 | 29.11 | -2.82 | 15.35 | 21.56 | 4.76 | 14.66 | 22.74 | -0.09 | 0.94 |
| Sharpe Ratio | NA | -0.18 | -0.18 | 0.33 | 0.39 | NA | NA | … | … | -0.24 | 0.88 | -1.53 | 0.91 | 1.31 | 1.85 | -0.57 | 2.20 | 0.84 | -0.73 | 1.02 | 1.85 | 0.57 | 0.35 | 0.87 | 2.40 | -0.64 | 1.01 | 1.83 | 0.40 | 1.75 | 3.45 | -0.20 | -0.76 |
| Standard Deviation(%) | NA | 7.83 | 9.74 | 8.74 | 7.64 | NA | NA | … | … | 9.46 | 7.86 | 10.24 | 11.02 | 8.09 | 4.65 | 7.91 | 5.71 | 5.74 | 6.42 | 5.94 | 7.42 | 6.01 | 8.86 | 14.53 | 12.09 | 5.81 | 12.28 | 9.98 | 6.42 | 7.83 | 6.38 | 5.92 | 1.79 |
| Draw Down(%) | NA | 7.01 | 17.17 | 17.17 | 17.17 | NA | NA | … | … | 3.06 | 7.01 | 15.53 | 6.00 | 7.01 | 3.08 | 9.80 | 3.42 | 4.23 | 8.84 | 5.87 | 5.77 | 6.14 | 7.77 | 9.47 | 5.59 | 5.31 | 9.82 | 6.32 | 4.31 | 10.38 | 2.18 | 4.99 | 2.40 |
| Yield(%) | NA | 2.75 | 1.91 | 2.40 | 2.86 | NA | NA | … | … | 0.01 | 2.91 | 1.89 | 1.02 | 2.45 | 3.87 | 4.31 | 0.09 | 4.97 | 4.00 | 3.34 | 3.75 | 3.13 | 2.08 | 2.52 | 3.33 | 2.94 | 11.34 | 7.30 | 2.88 | 3.86 | 1.32 | 0.69 | 2.13 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Citizens Bank Employees` Retirement Savings Plan Tactical Asset Allocation Moderate |
1.51%
Dec 2019 – Dec 2022 |
1.67%
Oct 2017 – Oct 2022 |
3.53%
Oct 2013 – Oct 2023 |
5.32%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Citizens Bank Employees` Retirement Savings Plan Tactical Asset Allocation Moderate |
18.25%
Oct 2004 – Oct 2007 |
16.77%
Oct 2002 – Oct 2007 |
12.52%
Apr 2003 – Apr 2013 |
10.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart