Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HERITAGE FINANCIAL CORPORATION 401(k) EMPLOYEE STOCK OWNERSHIP PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 16.03% | 0.69% | 5.03% | 4.08% | 3.86% | 6.67% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HERITAGE FINANCIAL CORPORATION 401(k) EMPLOYEE STOCK OWNERSHIP PLAN AND TRUST 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 (%) | -1.08 | 16.03 | 0.69 | 5.03 | 4.08 | 3.86 | 6.67 | … | … | 0.22 | -0.09 | 11.44 | -13.23 | 7.05 | 13.87 | 6.92 | -2.99 | 13.06 | 5.67 | -4.80 | 0.49 | 12.31 | 1.48 | -9.70 | 9.03 | 31.14 | -6.55 | 21.04 | 21.50 | 11.35 | 13.44 | 23.24 | 6.64 | 6.36 |
| Sharpe Ratio | NA | -0.59 | -0.52 | 0.09 | 0.23 | NA | NA | … | … | 0.03 | -0.69 | 0.95 | -1.49 | 0.82 | 1.56 | 1.09 | -0.60 | 2.42 | 1.08 | -0.90 | 0.07 | 1.78 | 0.26 | -0.97 | 0.73 | 2.88 | -1.28 | 1.47 | 1.76 | 1.36 | 1.47 | 4.53 | 1.33 | 1.11 |
| Standard Deviation(%) | NA | 9.59 | 9.05 | 8.90 | 7.45 | NA | NA | … | … | 6.13 | 9.64 | 7.53 | 9.80 | 8.55 | 8.76 | 5.08 | 7.23 | 5.13 | 5.06 | 5.35 | 6.94 | 6.89 | 5.50 | 9.98 | 12.25 | 10.79 | 5.85 | 12.29 | 10.34 | 6.74 | 8.50 | 4.97 | 4.15 | 3.64 |
| Draw Down(%) | NA | 10.43 | 13.32 | 15.76 | 15.76 | NA | NA | … | … | 0.43 | 10.42 | 7.26 | 13.90 | 5.60 | 10.51 | 4.12 | 10.16 | 2.15 | 2.97 | 9.00 | 6.44 | 4.99 | 7.61 | 14.18 | 10.60 | 5.34 | 7.28 | 9.48 | 15.32 | 6.52 | 10.06 | 2.51 | 5.54 | 2.78 |
| Yield(%) | NA | 3.81 | 3.31 | 3.98 | 3.57 | NA | NA | … | … | NA | 0.62 | 4.09 | 1.83 | 3.64 | 6.81 | 3.68 | 2.81 | 0.13 | 2.99 | 5.02 | 4.49 | 4.35 | 2.39 | 1.11 | 1.66 | 5.46 | 2.48 | 5.66 | 4.42 | 4.07 | 3.22 | 2.98 | 4.99 | 6.47 |
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 |
|---|---|---|---|---|
| HERITAGE FINANCIAL CORPORATION 401(k) EMPLOYEE STOCK OWNERSHIP PLAN AND TRUST Tactical Asset Alloca |
-1.97%
Apr 2010 – Apr 2013 |
-0.84%
Apr 2011 – Apr 2016 |
1.81%
Mar 2010 – Mar 2020 |
3.04%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HERITAGE FINANCIAL CORPORATION 401(k) EMPLOYEE STOCK OWNERSHIP PLAN AND TRUST Tactical Asset Alloca |
22.38%
Oct 2004 – Oct 2007 |
19.15%
Oct 2002 – Oct 2007 |
13.55%
Apr 2001 – Apr 2011 |
9.21%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart