Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BNSF RAILWAY COMPANY 401(k) PLAN FOR TCU EMPLOYEES Tactical Asset Allocation Moderate | NA | -6.79% | 2.05% | 2.38% | 3.45% | 4.12% | 6.06% | 5.94% |
Data as of 01/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNSF RAILWAY COMPANY 401(k) PLAN FOR TCU EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 04/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.51 | -6.79 | 2.05 | 2.38 | 3.45 | 4.12 | 6.06 | 5.94 | 5.80 | -16.93 | 9.40 | 11.21 | 10.28 | -0.56 | 9.94 | 1.83 | -1.52 | -0.04 | 12.52 | 7.67 | 0.68 | 5.81 | 16.27 | -2.79 | 11.01 | 15.37 | 5.06 | 10.28 | 17.16 | 2.78 | 6.36 |
| Sharpe Ratio | NA | -0.24 | 0.20 | 0.24 | 0.33 | NA | NA | 0.67 | 0.45 | -1.36 | 0.94 | 1.37 | 1.94 | -0.23 | 1.45 | 0.40 | -0.30 | -0.01 | 1.78 | 1.33 | 0.09 | 0.51 | 1.88 | -0.92 | 0.85 | 1.65 | 0.52 | 1.39 | 3.26 | 0.44 | 1.11 |
| Standard Deviation(%) | NA | 11.90 | 10.59 | 9.20 | 7.86 | NA | NA | 7.37 | 9.37 | 13.42 | 9.94 | 8.03 | 4.58 | 7.98 | 6.44 | 4.05 | 5.19 | 6.77 | 7.00 | 5.74 | 7.32 | 11.20 | 8.62 | 4.04 | 9.44 | 7.35 | 5.57 | 6.74 | 5.06 | 3.80 | 3.64 |
| Draw Down(%) | NA | 10.14 | 22.98 | 22.98 | 22.98 | NA | NA | 22.98 | 5.73 | 21.05 | 5.71 | 10.37 | 3.19 | 7.60 | 6.27 | 3.03 | 6.02 | 6.00 | 5.93 | 5.15 | 5.94 | 10.10 | 4.78 | 6.74 | 7.63 | 9.15 | 4.84 | 6.31 | 3.27 | 4.36 | 2.78 |
| Yield(%) | NA | 5.23 | 5.48 | 4.71 | 3.88 | NA | NA | 4.23 | 0.64 | 4.12 | 8.06 | 3.58 | 5.07 | 2.01 | 0.14 | 3.00 | 5.50 | 4.30 | 2.71 | 3.04 | 1.94 | 3.80 | 6.07 | 2.54 | 7.81 | 6.44 | 3.79 | 3.87 | 3.03 | 5.11 | 6.47 |
Data as of 01/31/2023, 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 |
|---|---|---|---|---|
| BNSF RAILWAY COMPANY 401(k) PLAN FOR TCU EMPLOYEES Tactical Asset Allocation Moderate |
0.08%
Dec 2013 - Dec 2016 |
1.32%
Jun 2017 - Jun 2022 |
3.23%
Dec 2012 - Dec 2022 |
3.93%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNSF RAILWAY COMPANY 401(k) PLAN FOR TCU EMPLOYEES Tactical Asset Allocation Moderate |
13.57%
Oct 2004 - Oct 2007 |
12.53%
Oct 2002 - Oct 2007 |
9.06%
Apr 2001 - Apr 2011 |
7.58%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart