Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIRST SECURITY GROUP, INC. 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 23.76% | 1.79% | 6.06% | 4.40% | 5.19% | 6.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIRST SECURITY GROUP, INC. 401(k) AND EMPLOYEE STOCK OWNERSHIP 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 | Common | Inception | 2025 | 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 (%) | -0.99 | 23.76 | 1.79 | 6.06 | 4.40 | 5.19 | 6.05 | … | … | 0.81 | 8.59 | 14.01 | -16.25 | 9.74 | 13.84 | 10.93 | -6.54 | 10.44 | 3.67 | -2.35 | 2.31 | 12.55 | 9.63 | -3.42 | 9.23 | 13.76 | -7.40 | 13.53 | 18.25 | 8.99 | 5.42 | 16.86 | 1.23 | 5.90 |
| Sharpe Ratio | NA | 0.39 | -0.16 | 0.27 | 0.30 | NA | NA | … | … | 0.09 | 0.21 | 1.07 | -1.11 | 1.08 | 1.53 | 2.06 | -0.89 | 1.97 | 0.83 | -0.44 | 0.36 | 1.61 | 1.56 | -0.44 | 0.83 | 1.63 | -1.88 | 1.06 | 1.74 | 1.03 | 0.55 | 2.84 | 0.03 | 0.96 |
| Standard Deviation(%) | NA | 9.67 | 11.94 | 10.86 | 8.72 | NA | NA | … | … | 8.84 | 9.72 | 9.12 | 15.82 | 9.02 | 8.90 | 4.62 | 8.78 | 4.99 | 4.17 | 5.39 | 6.29 | 7.78 | 6.14 | 7.89 | 11.03 | 8.40 | 4.44 | 9.92 | 8.60 | 6.60 | 8.10 | 5.69 | 3.98 | 3.73 |
| Draw Down(%) | NA | 6.47 | 22.27 | 23.69 | 23.69 | NA | NA | … | … | 0.66 | 6.47 | 9.15 | 23.14 | 4.88 | 12.58 | 4.37 | 12.29 | 3.64 | 3.00 | 7.68 | 7.26 | 6.06 | 5.51 | 8.64 | 9.06 | 5.34 | 10.10 | 7.15 | 11.33 | 5.74 | 9.87 | 2.61 | 4.77 | 2.51 |
| Yield(%) | NA | 2.95 | 4.27 | 4.31 | 3.50 | NA | NA | … | … | NA | 0.47 | 3.06 | 2.03 | 7.63 | 5.26 | 3.97 | 2.38 | 0.25 | 2.82 | 4.21 | 3.80 | 4.67 | 2.79 | 2.90 | 1.74 | 3.17 | 2.85 | 7.49 | 4.37 | 2.10 | 1.89 | 2.93 | 3.78 | 5.51 |
Data as of 10/31/2024, 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 SECURITY GROUP, INC. 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Modera |
-0.13%
Sep 2019 – Sep 2022 |
0.00%
Sep 2017 – Sep 2022 |
2.59%
Oct 2013 – Oct 2023 |
3.07%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIRST SECURITY GROUP, INC. 401(k) AND EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Modera |
15.77%
Oct 2004 – Oct 2007 |
13.56%
Oct 2002 – Oct 2007 |
8.43%
Apr 2001 – Apr 2011 |
7.50%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart