Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HAWAIIAN ELECTRIC INDUSTRIES RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 36.10% | 7.02% | 9.90% | 6.93% | 7.26% | 7.08% | 6.83% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HAWAIIAN ELECTRIC INDUSTRIES RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.65 | 36.10 | 7.02 | 9.90 | 6.93 | 7.26 | 7.08 | 6.83 | NA | 22.28 | 17.20 | -14.56 | 13.03 | 18.45 | 9.72 | -1.57 | 13.79 | -1.55 | -1.67 | 9.16 | 18.47 | 9.00 | -2.10 | 3.23 | 10.90 | -6.69 | 9.86 | 10.64 | 7.51 | 9.24 | 15.55 | -3.69 | 0.92 |
| Sharpe Ratio | NA | 1.27 | 0.34 | 0.62 | 0.48 | NA | NA | 0.58 | 0.07 | 1.11 | 1.19 | -1.28 | 1.00 | 1.38 | 0.79 | -0.26 | 1.75 | -0.20 | -0.19 | 0.93 | 2.64 | 1.43 | -0.20 | 0.30 | 1.32 | -1.79 | 0.68 | 1.02 | 0.98 | 1.21 | 2.70 | -1.30 | -1.22 |
| Standard Deviation(%) | NA | 14.07 | 12.59 | 12.83 | 11.30 | NA | NA | 9.22 | 12.66 | 14.13 | 10.90 | 12.49 | 13.05 | 13.24 | 10.57 | 11.20 | 7.53 | 8.81 | 9.16 | 9.80 | 6.99 | 6.27 | 10.44 | 10.52 | 8.15 | 4.26 | 10.06 | 7.22 | 5.46 | 6.86 | 5.51 | 3.68 | 1.14 |
| Draw Down(%) | NA | 9.40 | 15.58 | 18.41 | 18.41 | NA | NA | 18.41 | 1.03 | 9.40 | 9.51 | 17.55 | 7.00 | 8.01 | 5.70 | 10.02 | 3.97 | 8.39 | 8.62 | 7.55 | 3.64 | 5.26 | 10.70 | 11.44 | 4.23 | 7.04 | 7.02 | 8.41 | 3.91 | 5.54 | 2.66 | 5.71 | 1.30 |
| Yield(%) | NA | 5.09 | 4.16 | 2.88 | 2.91 | NA | NA | 2.72 | NA | 0.09 | 5.51 | 2.05 | 4.99 | 1.13 | 1.41 | 1.96 | 0.00 | 2.02 | 4.15 | 8.12 | 3.24 | 1.99 | 0.56 | 0.73 | 0.95 | 0.68 | 5.94 | 7.47 | 2.94 | 2.03 | 1.43 | 0.92 | 2.34 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAWAIIAN ELECTRIC INDUSTRIES RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.30%
Aug 2007 - Aug 2010 |
1.75%
Oct 2007 - Oct 2012 |
4.60%
Dec 2006 - Dec 2016 |
4.48%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAWAIIAN ELECTRIC INDUSTRIES RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
13.67%
Dec 2018 - Dec 2021 |
11.26%
Oct 2002 - Oct 2007 |
8.42%
Dec 2011 - Dec 2021 |
7.65%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart