Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bloomberg LP 401K Tactical Asset Allocation Moderate | -1.80% | 9.02% | 14.82% | 15.57% | 9.75% | 9.63% | 9.87% | 8.79% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bloomberg LP 401K Tactical Asset Allocation Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.23 | 9.02 | 14.82 | 15.57 | 9.75 | 9.63 | 9.87 | 8.79 | -1.80 | 20.10 | 27.21 | -0.80 | 8.99 | 13.05 | 18.93 | -1.80 | 10.30 | 7.69 | 1.06 | 5.32 | 18.20 | 12.14 | 2.85 | 10.90 | 15.72 | 2.39 | 11.18 | 13.06 | 7.29 | 12.35 | 10.55 | -5.09 | -2.15 |
| Sharpe Ratio | NA | 0.77 | 1.41 | 1.13 | 0.80 | NA | NA | 0.80 | 0.22 | 1.62 | 2.74 | -0.18 | 0.81 | 0.64 | 2.27 | -0.31 | 1.81 | 0.84 | 0.11 | 0.65 | 2.33 | 1.53 | 0.19 | 1.00 | 1.68 | 8.64 | 0.78 | 1.14 | 0.77 | 1.52 | 1.24 | -1.03 | -0.93 |
| Standard Deviation(%) | NA | 11.46 | 10.48 | 11.03 | 11.21 | NA | NA | 9.67 | 12.32 | 10.20 | 8.58 | 12.23 | 11.03 | 20.09 | 7.69 | 10.41 | 5.33 | 8.85 | 9.55 | 8.13 | 7.79 | 7.89 | 14.54 | 10.83 | 9.32 | 0.16 | 10.32 | 8.43 | 6.51 | 7.48 | 7.90 | 6.05 | 4.93 |
| Draw Down(%) | NA | 12.30 | 12.30 | 13.49 | 22.41 | NA | NA | 22.41 | 11.00 | 7.25 | 4.27 | 11.68 | 5.92 | 22.41 | 4.06 | 12.84 | 2.73 | 6.72 | 7.73 | 5.25 | 4.43 | 6.86 | 12.63 | 8.63 | 4.42 | 0.15 | 7.16 | 9.44 | 4.50 | 6.25 | 6.32 | 8.77 | 8.48 |
| Yield(%) | NA | 15.03 | 15.43 | 11.23 | 7.85 | NA | NA | 0.00 | NA | 9.58 | 13.03 | 8.88 | 14.47 | 5.70 | 5.19 | 4.06 | 6.21 | 6.74 | 4.46 | 1.33 | 2.00 | 4.48 | 1.80 | 4.05 | 3.12 | 2.55 | 4.78 | 4.72 | 2.71 | 3.43 | 2.93 | 4.79 | 3.08 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Bloomberg LP 401K Tactical Asset Allocation Moderate |
2.19%
Feb 2001 - Feb 2004 |
4.22%
Mar 2015 - Mar 2020 |
6.77%
Mar 2010 - Mar 2020 |
7.28%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bloomberg LP 401K Tactical Asset Allocation Moderate |
17.79%
May 2022 - May 2025 |
15.57%
Mar 2020 - Mar 2025 |
11.02%
Jul 2003 - Jul 2013 |
10.83%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart