Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Basf Global 401K Plan Tactical Asset Allocation Moderate | NA | 33.10% | 13.36% | 11.89% | 9.14% | 9.98% | 11.00% | 10.86% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Basf Global 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.68 | 33.10 | 13.36 | 11.89 | 9.14 | 9.98 | 11.00 | 10.86 | NA | 13.75 | 37.58 | -8.32 | 12.18 | 5.93 | 20.69 | -4.28 | 13.90 | 4.79 | 0.46 | 6.27 | 16.57 | 15.00 | 5.44 | 13.74 | 16.95 | -1.47 | 19.66 | 12.83 | 17.03 | 14.96 | 25.21 | -0.28 | 2.45 |
| Sharpe Ratio | NA | 1.03 | 0.81 | 0.57 | 0.59 | NA | NA | 0.86 | 0.09 | 0.86 | 3.06 | -0.64 | 1.19 | 0.22 | 2.53 | -0.54 | 2.49 | 0.52 | 0.05 | 0.75 | 2.36 | 1.99 | 0.36 | 1.11 | 1.72 | -0.48 | 1.25 | 0.93 | 2.01 | 1.49 | 3.10 | -0.44 | 0.03 |
| Standard Deviation(%) | NA | 8.35 | 11.84 | 15.54 | 12.51 | NA | NA | 10.72 | 10.23 | 8.34 | 10.88 | 15.20 | 10.19 | 26.10 | 7.62 | 10.43 | 5.33 | 8.91 | 9.22 | 8.31 | 7.01 | 7.52 | 14.86 | 12.34 | 9.78 | 4.95 | 13.34 | 10.27 | 7.38 | 9.41 | 7.92 | 3.18 | 5.40 |
| Draw Down(%) | NA | 5.26 | 11.84 | 29.85 | 29.85 | NA | NA | 29.85 | 0.70 | 5.26 | 8.63 | 12.63 | 5.16 | 29.85 | 3.13 | 12.32 | 2.41 | 7.23 | 9.60 | 8.49 | 4.00 | 5.02 | 11.74 | 9.68 | 5.25 | 7.13 | 8.03 | 15.31 | 4.80 | 12.23 | 4.03 | 3.75 | 6.55 |
| Yield(%) | NA | 20.18 | 13.93 | 10.47 | 7.85 | NA | NA | 0.00 | NA | 6.19 | 22.12 | 8.74 | 5.38 | 4.40 | 7.65 | 3.39 | 2.69 | 4.34 | 8.58 | 7.11 | 4.32 | 4.01 | 1.93 | 3.11 | 4.07 | 2.31 | 4.48 | 9.42 | 4.82 | 4.21 | 4.27 | 4.41 | 3.19 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Basf Global 401K Plan Tactical Asset Allocation Moderate |
0.89%
Mar 2017 - Mar 2020 |
1.46%
Mar 2015 - Mar 2020 |
6.26%
Mar 2010 - Mar 2020 |
7.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Basf Global 401K Plan Tactical Asset Allocation Moderate |
22.86%
Apr 2003 - Apr 2006 |
17.86%
Dec 2002 - Dec 2007 |
14.37%
May 2003 - May 2013 |
12.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart