Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Niagara Financial Group 401(k) Plan Tactical Asset Allocation Moderate | NA | 23.86% | 1.64% | 5.88% | 3.86% | 4.48% | 5.33% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Niagara Financial Group 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 (%) | -1.05 | 23.86 | 1.64 | 5.88 | 3.86 | 4.48 | 5.33 | … | … | 0.25 | 8.74 | 13.72 | -16.18 | 10.13 | 13.87 | 6.07 | -4.76 | 10.18 | 4.03 | -4.57 | 2.30 | 11.64 | 5.25 | 2.36 | 4.97 | 13.34 | -2.14 | 9.12 | 13.86 | 3.82 | 10.44 | 19.58 | 9.35 | 7.31 |
| Sharpe Ratio | NA | 0.40 | -0.21 | 0.30 | 0.26 | NA | NA | … | … | 0.03 | 0.27 | 1.08 | -1.21 | 1.25 | 1.81 | 1.05 | -0.89 | 1.86 | 0.93 | -0.91 | 0.44 | 1.89 | 0.96 | 0.28 | 0.50 | 1.66 | -0.48 | 0.64 | 1.46 | 0.30 | 1.38 | 3.62 | 1.72 | 0.93 |
| Standard Deviation(%) | NA | 8.05 | 10.85 | 9.76 | 7.81 | NA | NA | … | … | 6.43 | 8.10 | 8.74 | 14.51 | 8.09 | 7.55 | 4.43 | 6.80 | 5.15 | 4.10 | 5.04 | 5.23 | 6.13 | 5.40 | 8.33 | 9.70 | 7.99 | 6.32 | 9.56 | 7.23 | 5.42 | 6.89 | 5.22 | 4.80 | 5.38 |
| Draw Down(%) | NA | 4.45 | 22.22 | 23.20 | 23.20 | NA | NA | … | … | 0.51 | 4.34 | 9.29 | 22.69 | 3.55 | 8.50 | 3.18 | 9.99 | 3.20 | 2.51 | 7.14 | 4.31 | 5.34 | 4.12 | 7.60 | 8.32 | 4.24 | 7.99 | 6.58 | 7.32 | 4.28 | 6.49 | 3.72 | 2.61 | 4.57 |
| Yield(%) | NA | 3.30 | 2.81 | 3.07 | 2.98 | NA | NA | … | … | NA | 0.89 | 3.11 | 2.46 | 1.99 | 4.21 | 3.42 | 1.57 | 0.35 | 3.34 | 4.75 | 4.13 | 2.60 | 7.16 | 1.97 | 4.40 | 5.50 | 4.05 | 3.32 | 3.97 | 3.56 | 4.10 | 4.03 | 7.35 | 8.32 |
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 Niagara Financial Group 401(k) Plan Tactical Asset Allocation Moderate |
-0.15%
Sep 2019 – Sep 2022 |
-0.26%
Sep 2017 – Sep 2022 |
1.99%
Oct 2013 – Oct 2023 |
2.99%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Niagara Financial Group 401(k) Plan Tactical Asset Allocation Moderate |
13.03%
Dec 2001 – Dec 2004 |
12.35%
Oct 2002 – Oct 2007 |
9.46%
Apr 2001 – Apr 2011 |
7.10%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart