Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIRST STATE BANCORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 10.41% | -0.37% | 4.94% | 3.27% | 5.31% | 5.91% | … | … |
Data as of 12/29/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST STATE BANCORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 03/28/2024 |
| 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 (%) | 0.39 | 10.41 | -0.37 | 4.94 | 3.27 | 5.31 | 5.91 | … | … | 5.45 | 10.67 | -15.79 | 5.61 | 18.81 | 8.79 | -3.19 | 8.16 | 3.03 | -0.56 | 0.85 | 19.25 | 1.78 | 3.91 | 6.19 | 17.57 | 2.88 | 12.99 | 9.40 | 3.86 | 9.48 | 18.13 | 0.38 | 7.89 |
| Sharpe Ratio | NA | 1.46 | -0.20 | 0.40 | 0.38 | NA | NA | … | … | 0.58 | 0.85 | -1.57 | 0.65 | 2.44 | 1.59 | -0.64 | 1.14 | 0.62 | -0.11 | 0.12 | 2.74 | 0.31 | 0.54 | 0.60 | 2.20 | 0.62 | 1.13 | 0.84 | 0.34 | 1.23 | 2.90 | -0.17 | 1.42 |
| Standard Deviation(%) | NA | 7.31 | 8.95 | 8.27 | 7.20 | NA | NA | … | … | 7.91 | 7.54 | 10.92 | 8.54 | 7.62 | 4.65 | 6.99 | 6.59 | 4.57 | 5.28 | 6.98 | 7.02 | 5.51 | 7.21 | 10.11 | 7.94 | 3.17 | 8.83 | 7.30 | 4.97 | 6.96 | 6.02 | 4.36 | 3.93 |
| Draw Down(%) | NA | 7.38 | 19.39 | 19.39 | 19.39 | NA | NA | … | … | 1.67 | 7.38 | 17.24 | 5.09 | 6.50 | 2.77 | 9.06 | 4.96 | 3.73 | 5.20 | 5.65 | 3.61 | 5.84 | 4.64 | 9.77 | 4.54 | 4.04 | 6.44 | 9.23 | 3.84 | 6.44 | 3.18 | 5.67 | 2.69 |
| Yield(%) | NA | 6.60 | 4.09 | 4.22 | 3.79 | NA | NA | … | … | 0.33 | 6.65 | 1.45 | 4.37 | 6.50 | 2.54 | 5.24 | 0.15 | 1.58 | 3.16 | 6.38 | 2.92 | 2.03 | 1.41 | 1.71 | 3.95 | 3.52 | 3.72 | 2.50 | 4.55 | 3.10 | 3.33 | 4.33 | 6.44 |
Data as of 12/29/2023, 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 |
|---|---|---|---|---|
| FIRST STATE BANCORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.70%
Nov 2020 – Nov 2023 |
1.59%
Dec 2013 – Dec 2018 |
2.68%
Oct 2013 – Oct 2023 |
4.70%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST STATE BANCORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
12.02%
Apr 2003 – Apr 2006 |
11.63%
Oct 2002 – Oct 2007 |
9.24%
Jul 2003 – Jul 2013 |
8.01%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart