Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RETIREMENT SAVINGS PLAN OF BNY SECURITIES GROUP Tactical Asset Allocation Moderate | NA | 15.37% | 4.16% | 7.51% | 3.95% | 7.36% | 9.31% | 9.30% |
Data as of 02/26/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RETIREMENT SAVINGS PLAN OF BNY SECURITIES GROUP Tactical Asset Allocation Moderate | 12/31/2000 | 04/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.43 | 15.37 | 4.16 | 7.51 | 3.95 | 7.36 | 9.31 | 9.30 | 4.40 | 11.69 | 7.31 | -2.69 | 14.18 | 7.39 | -8.51 | 0.62 | 13.46 | -2.13 | 3.30 | 15.56 | 30.80 | -8.33 | 21.10 | 20.21 | 10.19 | 15.60 | 25.41 | 11.55 | 8.43 |
| Sharpe Ratio | NA | 2.47 | 0.77 | 1.04 | 0.51 | NA | NA | 1.07 | 0.44 | 1.33 | 1.14 | -0.53 | 2.84 | 1.38 | -1.40 | 0.10 | 2.06 | -0.35 | 0.30 | 1.18 | 3.03 | -1.18 | 1.63 | 2.01 | 1.17 | 1.81 | 4.37 | 1.61 | 1.03 |
| Standard Deviation(%) | NA | 8.01 | 7.19 | 6.88 | 7.02 | NA | NA | 7.90 | 10.06 | 8.60 | 5.16 | 7.57 | 4.78 | 5.21 | 6.11 | 6.13 | 6.53 | 6.28 | 10.84 | 13.07 | 10.13 | 7.81 | 11.11 | 8.42 | 6.85 | 8.08 | 5.65 | 6.47 | 5.95 |
| Draw Down(%) | NA | 4.85 | 11.04 | 11.04 | 16.17 | NA | NA | 16.17 | 4.85 | 11.04 | 3.63 | 9.84 | 2.45 | 4.47 | 13.55 | 6.60 | 4.64 | 10.82 | 10.07 | 8.75 | 4.81 | 13.01 | 8.88 | 10.33 | 5.84 | 10.50 | 3.97 | 6.91 | 5.51 |
| Yield(%) | NA | 2.41 | 3.94 | 3.65 | 4.66 | NA | NA | 5.60 | 0.52 | 2.01 | 5.21 | 4.68 | 3.42 | 2.81 | 6.49 | 4.18 | 2.45 | 4.09 | 11.90 | 4.81 | 6.94 | 3.68 | 7.52 | 9.17 | 4.38 | 6.02 | 5.15 | 7.11 | 9.46 |
Data as of 02/26/2021, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RETIREMENT SAVINGS PLAN OF BNY SECURITIES GROUP Tactical Asset Allocation Moderate |
-0.61%
Nov 2013 - Nov 2016 |
0.06%
May 2011 - May 2016 |
3.24%
Oct 2010 - Oct 2020 |
7.18%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RETIREMENT SAVINGS PLAN OF BNY SECURITIES GROUP Tactical Asset Allocation Moderate |
20.83%
Oct 2004 - Oct 2007 |
19.93%
Oct 2002 - Oct 2007 |
15.30%
Apr 2001 - Apr 2011 |
10.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart