Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BAKER 401(k) PLAN Tactical Asset Allocation Moderate | NA | 4.53% | 0.94% | 1.45% | 2.68% | 5.03% | 5.74% | 6.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAKER 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 | 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 (%) | -0.91 | 4.53 | 0.94 | 1.45 | 2.68 | 5.03 | 5.74 | 6.31 | 1.45 | 16.78 | -16.05 | 1.84 | 10.15 | 8.80 | -0.88 | 12.62 | 3.92 | -3.63 | 3.53 | 15.57 | 8.12 | 2.82 | 6.89 | 16.05 | -1.27 | 12.40 | 11.36 | 5.28 | 10.79 | 18.06 | 3.38 | 7.99 |
| Sharpe Ratio | NA | 1.18 | -0.16 | 0.21 | 0.32 | NA | NA | 0.71 | 0.16 | 1.57 | -1.65 | 0.18 | 0.83 | 1.53 | -0.27 | 2.37 | 0.75 | -0.66 | 0.56 | 2.24 | 1.30 | 0.34 | 0.64 | 1.95 | -0.41 | 0.98 | 1.02 | 0.56 | 1.20 | 2.61 | 0.45 | 1.10 |
| Standard Deviation(%) | NA | 7.87 | 9.51 | 9.42 | 7.91 | NA | NA | 7.62 | 7.15 | 7.96 | 10.54 | 10.03 | 11.89 | 4.83 | 8.10 | 5.05 | 4.94 | 5.57 | 6.32 | 6.93 | 6.19 | 8.11 | 10.63 | 8.20 | 5.37 | 9.59 | 7.93 | 5.56 | 8.18 | 6.65 | 5.07 | 5.15 |
| Draw Down(%) | NA | 6.21 | 20.63 | 20.63 | 20.63 | NA | NA | 20.63 | 1.34 | 6.21 | 16.72 | 7.09 | 15.52 | 3.09 | 7.81 | 3.53 | 4.25 | 7.66 | 4.87 | 4.98 | 5.43 | 5.97 | 9.22 | 4.48 | 8.02 | 6.99 | 9.38 | 4.02 | 7.34 | 3.43 | 5.11 | 3.88 |
| Yield(%) | NA | 4.40 | 3.73 | 3.99 | 3.23 | NA | NA | 4.01 | 0.01 | 4.68 | 3.16 | 3.42 | 6.76 | 2.11 | 3.67 | 0.28 | 2.12 | 1.74 | 4.74 | 4.53 | 3.77 | 3.66 | 3.89 | 5.22 | 3.72 | 5.71 | 3.18 | 2.76 | 4.94 | 3.73 | 6.32 | 8.09 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAKER 401(k) PLAN Tactical Asset Allocation Moderate |
-1.98%
Dec 2019 - Dec 2022 |
0.31%
Nov 2017 - Nov 2022 |
2.68%
Oct 2013 - Oct 2023 |
4.25%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAKER 401(k) PLAN Tactical Asset Allocation Moderate |
12.92%
Apr 2003 - Apr 2006 |
12.43%
Oct 2002 - Oct 2007 |
9.59%
Apr 2001 - Apr 2011 |
8.33%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart