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 |
|---|---|---|---|---|---|---|---|---|
| Bechtel NR Program Savings Plan Tactical Asset Allocation Moderate | NA | 37.03% | 11.73% | 13.83% | 10.05% | 10.73% | 10.31% | 9.47% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bechtel NR Program 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 (%) | -0.81 | 37.03 | 11.73 | 13.83 | 10.05 | 10.73 | 10.31 | 9.47 | NA | 26.90 | 31.29 | -12.31 | 8.51 | 19.71 | 19.05 | -3.81 | 15.16 | 4.46 | 1.37 | 7.51 | 19.70 | 13.50 | 2.14 | 15.46 | 15.44 | 2.46 | 11.33 | 10.00 | 5.56 | 9.36 | 13.43 | -8.84 | 4.68 |
| Sharpe Ratio | NA | 2.34 | 0.96 | 0.81 | 0.76 | NA | NA | 0.82 | 0.11 | 2.14 | 3.18 | -0.84 | 0.72 | 0.99 | 2.22 | -0.47 | 3.18 | 0.49 | 0.14 | 0.92 | 2.68 | 1.67 | 0.14 | 1.40 | 1.86 | 15.48 | 0.88 | 0.93 | 0.54 | 1.12 | 1.58 | -1.55 | 0.96 |
| Standard Deviation(%) | NA | 9.39 | 11.89 | 13.80 | 11.48 | NA | NA | 9.70 | 8.80 | 9.49 | 8.50 | 16.21 | 11.71 | 19.68 | 7.93 | 10.98 | 4.57 | 8.72 | 9.36 | 8.19 | 7.35 | 8.07 | 14.59 | 10.95 | 8.27 | 0.10 | 9.46 | 7.26 | 6.24 | 7.50 | 8.06 | 6.41 | 2.48 |
| Draw Down(%) | NA | 5.97 | 15.86 | 21.45 | 21.45 | NA | NA | 21.45 | 0.58 | 5.97 | 3.68 | 18.77 | 8.99 | 21.45 | 3.93 | 12.77 | 1.65 | 8.40 | 7.91 | 5.85 | 4.72 | 5.62 | 12.02 | 7.81 | 4.06 | 0.09 | 6.06 | 7.45 | 4.34 | 5.75 | 6.62 | 10.21 | 1.52 |
| Yield(%) | NA | 16.39 | 12.11 | 9.13 | 6.04 | NA | NA | 0.00 | NA | 9.72 | 15.28 | 6.15 | 4.58 | 5.96 | 4.90 | 2.64 | 3.21 | 1.70 | 4.35 | 2.70 | 3.70 | 4.02 | 1.58 | 4.14 | 3.31 | 2.55 | 5.26 | 4.91 | 4.20 | 2.94 | 2.75 | 4.46 | 4.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bechtel NR Program Savings Plan Tactical Asset Allocation Moderate |
1.52%
Jul 2001 - Jul 2004 |
4.16%
Jul 2001 - Jul 2006 |
6.77%
Sep 2012 - Sep 2022 |
7.50%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bechtel NR Program Savings Plan Tactical Asset Allocation Moderate |
15.64%
Dec 2018 - Dec 2021 |
14.36%
Nov 2019 - Nov 2024 |
10.89%
Apr 2005 - Apr 2015 |
11.11%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart