Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 28.58% | 8.01% | 11.23% | 6.89% | 6.88% | 6.42% | 6.16% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BorgWarner Inc. Retirement Savings 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 (%) | -0.81 | 28.58 | 8.01 | 11.23 | 6.89 | 6.88 | 6.42 | 6.16 | NA | 16.30 | 22.43 | -8.04 | 6.68 | 19.53 | 17.38 | -7.10 | 5.37 | 2.27 | 0.42 | 0.68 | 13.55 | 9.68 | -1.75 | 9.00 | 20.95 | -22.41 | 9.11 | 13.96 | 8.25 | 9.90 | 21.25 | -10.83 | 0.97 |
| Sharpe Ratio | NA | 1.41 | 0.60 | 0.69 | 0.51 | NA | NA | 0.43 | 0.12 | 1.18 | 2.17 | -0.66 | 0.72 | 1.07 | 2.25 | -0.70 | 0.62 | 0.21 | 0.04 | 0.09 | 1.99 | 1.33 | -0.13 | 0.78 | 1.35 | -1.15 | 0.63 | 1.44 | 0.99 | 1.19 | 2.65 | -1.13 | -0.14 |
| Standard Deviation(%) | NA | 8.11 | 10.63 | 12.26 | 11.00 | NA | NA | 10.89 | 5.96 | 8.26 | 8.38 | 14.17 | 9.24 | 18.03 | 7.11 | 12.01 | 7.68 | 9.61 | 10.85 | 7.60 | 6.78 | 7.22 | 13.41 | 11.49 | 15.47 | 20.33 | 9.70 | 7.45 | 6.16 | 7.53 | 7.77 | 10.53 | 9.58 |
| Draw Down(%) | NA | 4.31 | 15.05 | 21.39 | 21.39 | NA | NA | 33.68 | 0.32 | 4.31 | 5.80 | 16.31 | 5.38 | 21.39 | 3.86 | 13.49 | 7.38 | 8.75 | 9.64 | 7.09 | 4.41 | 5.86 | 13.18 | 9.18 | 14.02 | 32.36 | 6.17 | 8.42 | 4.35 | 5.97 | 7.58 | 18.25 | 14.49 |
| Yield(%) | NA | 14.05 | 9.42 | 6.61 | 6.61 | NA | NA | 4.19 | NA | 4.37 | 13.75 | 6.16 | 3.06 | 2.73 | 2.16 | 13.78 | 0.66 | 4.47 | 11.65 | 3.43 | 6.42 | 2.05 | 1.78 | 1.05 | 1.24 | 1.23 | 4.07 | 3.28 | 2.37 | 1.57 | 1.52 | 1.31 | 2.17 |
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 |
|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.49%
Feb 2006 - Feb 2009 |
-0.42%
Mar 2015 - Mar 2020 |
2.88%
Mar 2010 - Mar 2020 |
3.17%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.47%
Mar 2003 - Mar 2006 |
13.31%
Sep 2002 - Sep 2007 |
7.74%
Mar 2003 - Mar 2013 |
7.91%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart