Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BancorpSouth, Inc. 401(k) Profit-Sharing Plan Tactical Asset Allocation Moderate | NA | -11.81% | 0.90% | 1.03% | 3.10% | 3.99% | 5.77% | 5.64% |
Data as of 02/28/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BancorpSouth, Inc. 401(k) Profit-Sharing Plan Tactical Asset Allocation Moderate | 12/31/2000 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.29 | -11.81 | 0.90 | 1.03 | 3.10 | 3.99 | 5.77 | 5.64 | 5.95 | -22.63 | 4.38 | 16.05 | 11.65 | -1.70 | 11.56 | 4.15 | -1.94 | 1.38 | 12.71 | 4.86 | 2.22 | 8.22 | 17.38 | -5.86 | 10.63 | 11.12 | 7.40 | 11.30 | 18.42 | 0.63 | 6.48 |
| Sharpe Ratio | NA | -0.08 | -0.01 | -0.02 | 0.24 | NA | NA | 0.61 | 0.43 | -1.43 | 0.43 | 1.74 | 2.40 | -0.40 | 1.86 | 0.94 | -0.42 | 0.21 | 1.81 | 0.86 | 0.32 | 0.78 | 2.11 | -1.76 | 0.89 | 1.03 | 0.89 | 1.32 | 3.09 | -0.11 | 1.03 |
| Standard Deviation(%) | NA | 14.57 | 12.39 | 10.42 | 8.52 | NA | NA | 7.66 | 9.60 | 16.74 | 10.06 | 9.10 | 4.26 | 7.61 | 5.89 | 4.21 | 4.71 | 6.63 | 6.98 | 5.58 | 6.86 | 10.49 | 8.20 | 3.86 | 8.59 | 7.59 | 5.91 | 7.87 | 5.73 | 4.42 | 4.03 |
| Draw Down(%) | NA | 13.94 | 28.87 | 28.87 | 28.87 | NA | NA | 28.87 | 5.86 | 26.80 | 5.82 | 12.92 | 3.06 | 7.95 | 4.24 | 4.16 | 5.13 | 5.35 | 4.50 | 5.59 | 4.42 | 8.35 | 4.59 | 8.55 | 6.15 | 9.88 | 3.90 | 7.46 | 3.39 | 5.95 | 3.02 |
| Yield(%) | NA | 3.43 | 6.47 | 5.46 | 3.50 | NA | NA | 3.70 | 0.58 | 2.66 | 9.64 | 6.69 | 5.22 | 2.50 | 0.28 | 2.00 | 1.70 | 3.55 | 0.63 | 2.73 | 2.36 | 2.47 | 3.91 | 2.96 | 5.67 | 5.70 | 3.85 | 2.21 | 3.38 | 4.15 | 6.57 |
Data as of 02/28/2023, 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 |
|---|---|---|---|---|
| BancorpSouth, Inc. 401(k) Profit-Sharing Plan Tactical Asset Allocation Moderate |
-2.73%
Sep 2019 - Sep 2022 |
-0.09%
Sep 2017 - Sep 2022 |
2.65%
Sep 2012 - Sep 2022 |
3.48%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BancorpSouth, Inc. 401(k) Profit-Sharing Plan Tactical Asset Allocation Moderate |
14.38%
Apr 2003 - Apr 2006 |
12.68%
Oct 2002 - Oct 2007 |
8.80%
Jul 2003 - Jul 2013 |
7.74%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart