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 Strategic Asset Allocation - Equal Weight Moderate | NA | 32.84% | 10.04% | 12.25% | 8.54% | 8.60% | 8.32% | 8.49% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.63 | 32.84 | 10.04 | 12.25 | 8.54 | 8.60 | 8.32 | 8.49 | NA | 17.72 | 23.84 | -7.96 | 3.16 | 22.37 | 15.44 | -5.27 | 17.84 | 5.92 | -1.81 | 2.44 | 10.65 | 13.51 | -1.44 | 13.18 | 36.27 | -25.23 | 13.61 | 11.79 | 9.43 | 11.37 | 23.31 | -3.66 | 5.43 |
| Sharpe Ratio | NA | 1.53 | 0.67 | 0.72 | 0.68 | NA | NA | 0.70 | 0.08 | 1.38 | 2.36 | -0.69 | 0.32 | 1.25 | 1.93 | -0.68 | 3.34 | 0.62 | -0.20 | 0.34 | 1.65 | 2.11 | -0.13 | 1.38 | 2.73 | -1.51 | 1.21 | 1.28 | 1.50 | 1.80 | 4.13 | -0.64 | 0.30 |
| Standard Deviation(%) | NA | 8.03 | 10.25 | 12.04 | 10.34 | NA | NA | 9.74 | 6.92 | 8.04 | 8.29 | 13.49 | 9.69 | 17.73 | 7.28 | 9.71 | 5.15 | 9.27 | 9.28 | 7.10 | 6.45 | 6.37 | 11.39 | 9.48 | 13.27 | 17.35 | 8.81 | 6.67 | 4.83 | 5.78 | 5.48 | 7.41 | 10.41 |
| Draw Down(%) | NA | 4.59 | 16.39 | 20.47 | 20.47 | NA | NA | 35.02 | 0.53 | 4.59 | 5.23 | 16.44 | 6.83 | 20.47 | 4.52 | 13.02 | 1.90 | 7.71 | 11.35 | 6.23 | 5.42 | 5.11 | 13.10 | 8.16 | 11.72 | 35.02 | 6.09 | 8.57 | 3.60 | 7.53 | 4.92 | 14.56 | 12.63 |
| Yield(%) | NA | 16.08 | 11.40 | 7.75 | 4.96 | NA | NA | 4.61 | NA | 4.48 | 15.37 | 8.53 | 4.70 | 2.23 | 2.44 | 3.01 | 0.63 | 2.03 | 2.81 | 2.57 | 3.22 | 3.54 | 3.45 | 5.11 | 4.82 | 4.72 | 6.81 | 5.86 | 4.86 | 3.81 | 3.63 | 3.43 | 3.89 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.75%
Feb 2006 - Feb 2009 |
1.04%
Feb 2004 - Feb 2009 |
5.03%
Mar 2010 - Mar 2020 |
5.08%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Basf Global 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
20.11%
Feb 2009 - Feb 2012 |
15.04%
Feb 2009 - Feb 2014 |
9.93%
Feb 2009 - Feb 2019 |
9.96%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart