Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 23.32% | 1.27% | 6.36% | 5.96% | 7.41% | 6.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) 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 | 23.32 | 1.27 | 6.36 | 5.96 | 7.41 | 6.70 | … | … | 0.18 | 8.42 | 14.31 | -15.85 | 9.56 | 14.75 | 19.11 | -5.79 | 12.14 | 8.93 | -1.55 | 5.72 | 15.79 | 12.08 | 0.29 | 14.42 | 23.80 | -22.92 | 7.21 | 13.01 | 6.73 | 12.32 | 24.82 | -8.02 | -0.58 |
| Sharpe Ratio | NA | 0.40 | -0.18 | 0.24 | 0.41 | NA | NA | … | … | 0.02 | 0.21 | 1.08 | -1.14 | 1.14 | 0.75 | 2.60 | -0.80 | 2.60 | 1.00 | -0.19 | 0.86 | 2.14 | 1.45 | 0.02 | 1.22 | 1.33 | -1.04 | 0.42 | 1.25 | 0.68 | 1.52 | 2.83 | -0.75 | -0.25 |
| Standard Deviation(%) | NA | 8.46 | 11.38 | 12.92 | 10.59 | NA | NA | … | … | 6.59 | 8.58 | 9.29 | 15.13 | 8.39 | 19.33 | 6.82 | 8.82 | 4.43 | 8.75 | 8.31 | 6.66 | 7.36 | 8.27 | 14.88 | 11.74 | 17.88 | 22.83 | 9.94 | 7.80 | 6.69 | 7.51 | 8.54 | 12.14 | 11.32 |
| Draw Down(%) | NA | 4.50 | 20.62 | 23.43 | 23.43 | NA | NA | … | … | 0.56 | 4.50 | 9.61 | 21.41 | 4.32 | 23.43 | 3.44 | 11.95 | 1.60 | 6.69 | 8.91 | 5.42 | 5.88 | 6.86 | 13.74 | 8.93 | 18.51 | 34.11 | 6.42 | 7.53 | 4.60 | 6.67 | 7.32 | 17.92 | 15.97 |
| Yield(%) | NA | 2.85 | 2.28 | 2.22 | 2.03 | NA | NA | … | … | NA | 0.83 | 2.51 | 1.80 | 1.90 | 1.88 | 2.60 | 1.82 | 0.45 | 2.72 | 1.83 | 2.47 | 2.34 | 2.79 | 2.60 | 2.50 | 3.02 | 2.90 | 3.22 | 3.09 | 2.77 | 2.87 | 3.16 | 3.14 | 3.26 |
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 BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Mo |
-7.55%
Feb 2006 – Feb 2009 |
-1.06%
Feb 2004 – Feb 2009 |
4.49%
Oct 2013 – Oct 2023 |
4.74%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE BANK OF NEW YORK MELLON CORPORATION 401(k) SAVINGS PLAN Strategic Asset Allocation – Optimal Mo |
20.10%
Feb 2009 – Feb 2012 |
16.45%
Feb 2009 – Feb 2014 |
10.54%
Feb 2009 – Feb 2019 |
9.07%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart