Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BGC Partners, Inc. Deferral Plan for Employees of Cantor Strategic Asset Allocation - Equal Weight Moderate | NA | -3.14% | -0.40% | 0.93% | 4.19% | 4.82% | NA | 6.42% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGC Partners, Inc. Deferral Plan for Employees of Cantor Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.87 | -3.14 | -0.40 | 0.93 | 4.19 | 4.82 | NA | 6.42 | -0.01 | 9.70 | -5.87 | 6.17 | 5.60 | -1.93 | 2.20 | 7.09 | 12.07 | 1.81 | 14.41 | 27.89 | -26.87 | 12.78 | 15.43 | 10.29 | 14.64 | 26.97 | 2.60 | 7.33 |
| Sharpe Ratio | NA | 0.04 | 0.01 | 0.28 | 0.52 | NA | NA | 0.63 | -0.01 | 1.57 | -1.03 | 1.10 | 0.83 | -0.29 | 0.46 | 1.15 | 2.27 | 0.18 | 1.52 | 1.83 | -1.49 | 1.06 | 1.97 | 1.51 | 2.31 | 4.60 | 0.22 | 0.66 |
| Standard Deviation(%) | NA | 14.61 | 9.95 | 8.62 | 7.77 | NA | NA | 8.98 | 17.77 | 5.26 | 7.01 | 5.03 | 6.50 | 6.83 | 4.73 | 6.14 | 5.30 | 10.01 | 9.39 | 15.22 | 18.68 | 9.19 | 6.17 | 5.39 | 5.92 | 5.71 | 6.84 | 7.56 |
| Draw Down(%) | NA | 19.82 | 19.82 | 19.82 | 19.82 | NA | NA | 38.00 | 19.82 | 2.59 | 10.50 | 2.88 | 4.16 | 7.54 | 4.45 | 7.59 | 4.44 | 11.16 | 6.73 | 13.73 | 37.49 | 6.91 | 7.44 | 4.49 | 7.24 | 4.36 | 12.94 | 10.74 |
| Yield(%) | NA | 0.92 | 1.56 | 2.48 | 3.07 | NA | NA | 4.29 | 0.45 | 1.21 | 2.60 | 0.74 | 2.55 | 5.65 | 4.10 | 3.98 | 4.49 | 3.16 | 3.59 | 3.97 | 4.57 | 7.98 | 5.94 | 7.38 | 5.81 | 4.20 | 4.46 | 4.64 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| BGC Partners, Inc. Deferral Plan for Employees of Cantor Strategic Asset Allocation - Equal Weight Moderate |
-5.77%
Feb 2006 - Feb 2009 |
-0.44%
Mar 2015 - Mar 2020 |
3.16%
Mar 2010 - Mar 2020 |
4.44%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGC Partners, Inc. Deferral Plan for Employees of Cantor Strategic Asset Allocation - Equal Weight Moderate |
19.38%
Feb 2009 - Feb 2012 |
16.82%
Oct 2002 - Oct 2007 |
10.27%
Mar 2003 - Mar 2013 |
8.24%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart