Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BANK OF HAWAII RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.93% | 3.27% | 7.96% | 6.40% | 6.69% | 6.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BANK OF HAWAII RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.80 | 22.93 | 3.27 | 7.96 | 6.40 | 6.69 | 6.28 | … | … | 0.48 | 8.51 | 13.84 | -11.61 | 3.64 | 21.40 | 18.15 | -4.29 | 14.85 | 5.35 | -2.25 | -0.30 | 14.93 | 9.94 | -4.14 | 11.20 | 26.14 | -28.38 | 10.76 | 12.90 | 10.82 | 12.93 | 22.21 | -7.48 | 0.44 |
| Sharpe Ratio | NA | 0.38 | -0.06 | 0.33 | 0.45 | NA | NA | … | … | 0.06 | 0.24 | 1.11 | -0.93 | 0.35 | 1.18 | 2.10 | -0.56 | 3.15 | 0.57 | -0.25 | -0.05 | 2.07 | 1.13 | -0.27 | 0.94 | 1.53 | -1.22 | 0.72 | 1.20 | 1.46 | 1.75 | 2.54 | -0.78 | -0.18 |
| Standard Deviation(%) | NA | 8.01 | 10.58 | 12.38 | 10.53 | NA | NA | … | … | 6.59 | 8.05 | 8.66 | 13.99 | 10.33 | 17.97 | 7.96 | 10.04 | 4.52 | 8.97 | 8.95 | 6.74 | 7.20 | 8.74 | 15.50 | 11.86 | 17.02 | 24.07 | 10.82 | 8.04 | 5.92 | 6.83 | 8.48 | 10.96 | 10.19 |
| Draw Down(%) | NA | 4.70 | 17.64 | 20.07 | 20.07 | NA | NA | … | … | 0.48 | 4.66 | 7.90 | 17.92 | 6.87 | 19.97 | 4.63 | 11.97 | 1.52 | 8.15 | 10.16 | 5.92 | 5.32 | 7.78 | 15.64 | 8.65 | 14.79 | 37.34 | 7.50 | 10.13 | 4.32 | 7.23 | 8.07 | 18.89 | 15.31 |
| Yield(%) | NA | 5.31 | 4.24 | 3.50 | 2.68 | NA | NA | … | … | NA | 0.63 | 5.53 | 3.60 | 2.64 | 3.30 | 1.64 | 3.52 | 0.36 | 2.01 | 2.27 | 1.09 | 3.40 | 1.34 | 0.93 | 0.75 | 1.09 | 2.45 | 3.76 | 4.86 | 2.92 | 1.42 | 0.92 | 1.39 | 1.77 |
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 |
|---|---|---|---|---|
| BANK OF HAWAII RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-7.72%
Feb 2006 – Feb 2009 |
-0.28%
Feb 2004 – Feb 2009 |
3.15%
Feb 2006 – Feb 2016 |
3.56%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BANK OF HAWAII RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.64%
Mar 2003 – Mar 2006 |
14.89%
Oct 2002 – Oct 2007 |
8.67%
Feb 2009 – Feb 2019 |
8.12%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart