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 Strategic Asset Allocation – Optimal Moderate | NA | 11.54% | 7.85% | 5.73% | 8.02% | 6.92% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Niagara Financial Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 11.54 | 7.85 | 5.73 | 8.02 | 6.92 | NA | … | … | 19.03 | -6.09 | 13.18 | 8.09 | -0.81 | 6.51 | 14.36 | 12.82 | -1.58 | 16.15 | 24.00 | -24.59 | 8.24 | 11.87 | 9.59 | 14.52 | 23.60 | -4.24 | 4.00 |
| Sharpe Ratio | NA | 2.68 | 1.03 | 0.74 | 0.84 | NA | NA | … | … | 2.68 | -0.85 | 2.90 | 0.94 | -0.10 | 1.01 | 1.99 | 1.61 | -0.11 | 1.35 | 1.37 | -1.14 | 0.54 | 1.10 | 1.15 | 1.88 | 2.83 | -0.49 | 0.16 |
| Standard Deviation(%) | NA | 6.56 | 6.81 | 7.48 | 8.91 | NA | NA | … | … | 6.56 | 8.74 | 4.32 | 8.39 | 8.41 | 6.43 | 7.20 | 7.95 | 14.71 | 11.93 | 17.42 | 22.32 | 9.67 | 7.77 | 6.48 | 7.21 | 8.10 | 10.80 | 10.53 |
| Draw Down(%) | NA | 3.33 | 12.38 | 12.38 | 14.93 | NA | NA | … | … | 3.33 | 12.38 | 1.61 | 6.56 | 8.52 | 5.14 | 6.81 | 6.69 | 14.93 | 8.83 | 17.77 | 34.97 | 6.40 | 7.97 | 4.28 | 6.34 | 7.05 | 16.34 | 12.35 |
| Yield(%) | NA | 2.47 | 1.47 | 2.05 | 2.72 | NA | NA | … | … | 2.47 | 1.47 | 0.41 | 3.85 | 2.00 | 3.11 | 3.40 | 3.89 | 2.18 | 3.82 | 3.12 | 2.47 | 3.17 | 2.85 | 3.81 | 4.02 | 4.21 | 3.93 | 4.93 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-8.03%
Feb 2006 – Feb 2009 |
-0.46%
Feb 2004 – Feb 2009 |
5.07%
Jan 2006 – Jan 2016 |
6.42%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Niagara Financial Group 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
19.69%
Feb 2009 – Feb 2012 |
16.03%
Feb 2009 – Feb 2014 |
10.45%
Feb 2009 – Feb 2019 |
8.70%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart