Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The NewAlliance Bank 401(k) Plan Tactical Asset Allocation Moderate | NA | 31.98% | 9.43% | 10.98% | 7.53% | 7.73% | 7.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The NewAlliance Bank 401(k) 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 (%) | -0.50 | 31.98 | 9.43 | 10.98 | 7.53 | 7.73 | 7.93 | … | … | 0.07 | 17.74 | 20.05 | -6.22 | 7.80 | 15.60 | 14.47 | -2.06 | 10.64 | 1.16 | -2.08 | 5.08 | 14.60 | 5.06 | 3.15 | 9.21 | 12.18 | 0.06 | 10.22 | 18.76 | 2.77 | 15.41 | 14.32 | 6.25 | 5.93 |
| Sharpe Ratio | NA | 1.68 | 0.67 | 0.87 | 0.72 | NA | NA | … | … | 0.00 | 1.66 | 1.85 | -0.60 | 0.86 | 1.87 | 2.00 | -0.44 | 2.22 | 0.21 | -0.34 | 0.97 | 2.11 | 0.88 | 0.37 | 0.69 | 1.46 | -0.21 | 0.74 | 2.03 | 0.08 | 1.78 | 2.50 | 1.83 | 0.97 |
| Standard Deviation(%) | NA | 6.63 | 9.66 | 9.28 | 7.82 | NA | NA | … | … | 5.32 | 6.72 | 8.53 | 12.78 | 9.02 | 8.24 | 6.53 | 7.60 | 4.51 | 4.66 | 6.21 | 5.23 | 6.92 | 5.71 | 8.40 | 13.19 | 8.26 | 4.14 | 9.71 | 7.64 | 7.35 | 8.15 | 5.46 | 2.81 | 3.73 |
| Draw Down(%) | NA | 5.35 | 11.87 | 15.82 | 15.82 | NA | NA | … | … | 0.43 | 5.35 | 6.76 | 13.28 | 6.07 | 8.44 | 2.64 | 8.56 | 2.18 | 4.56 | 7.25 | 4.04 | 6.74 | 5.19 | 7.38 | 9.00 | 4.48 | 6.76 | 7.00 | 6.29 | 5.09 | 6.70 | 2.95 | 1.56 | 2.56 |
| Yield(%) | NA | 18.56 | 12.63 | 9.11 | 6.09 | NA | NA | … | … | NA | 5.89 | 16.79 | 11.26 | 2.43 | 2.24 | 6.37 | 3.53 | 0.45 | 2.24 | 4.12 | 4.83 | 2.38 | 2.43 | 1.63 | 2.66 | 3.12 | 3.07 | 5.29 | 9.11 | 3.67 | 2.18 | 3.15 | 3.87 | 5.15 |
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 |
|---|---|---|---|---|
| The NewAlliance Bank 401(k) Plan Tactical Asset Allocation Moderate |
1.35%
Dec 2013 – Dec 2016 |
2.44%
Dec 2013 – Dec 2018 |
5.00%
Sep 2012 – Sep 2022 |
5.32%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The NewAlliance Bank 401(k) Plan Tactical Asset Allocation Moderate |
13.28%
May 2004 – May 2007 |
12.96%
Oct 2002 – Oct 2007 |
9.87%
Apr 2001 – Apr 2011 |
8.13%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart