Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Brokerage Concepts Elective 401(k) Retirement Plan Tactical Asset Allocation Moderate | NA | 15.27% | 0.22% | 3.74% | 3.93% | 5.28% | 5.91% | 6.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Brokerage Concepts Elective 401(k) Retirement 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 (%) | -0.92 | 15.27 | 0.22 | 3.74 | 3.93 | 5.28 | 5.91 | 6.62 | NA | 6.15 | 7.49 | -11.23 | 5.20 | 10.59 | 12.29 | -4.70 | 13.69 | 6.69 | -5.25 | 2.98 | 18.77 | 8.28 | -4.27 | 9.31 | 18.78 | -7.30 | 6.45 | 19.46 | 2.82 | 12.70 | 21.49 | 3.37 | 6.65 |
| Sharpe Ratio | NA | 0.07 | -0.37 | 0.09 | 0.28 | NA | NA | 0.65 | 0.04 | -0.05 | 0.38 | -1.41 | 0.52 | 0.97 | 2.70 | -0.78 | 2.52 | 1.40 | -0.97 | 0.49 | 2.44 | 1.60 | -0.51 | 0.68 | 2.14 | -1.86 | 0.32 | 2.01 | 0.09 | 1.33 | 3.48 | 0.49 | 0.98 |
| Standard Deviation(%) | NA | 9.69 | 9.05 | 9.58 | 7.83 | NA | NA | 7.84 | 10.41 | 9.70 | 8.41 | 8.93 | 9.98 | 10.67 | 4.02 | 7.74 | 5.18 | 4.62 | 5.42 | 5.98 | 7.69 | 5.15 | 8.38 | 13.59 | 8.73 | 4.43 | 10.83 | 8.07 | 7.14 | 8.83 | 5.98 | 4.65 | 4.43 |
| Draw Down(%) | NA | 5.60 | 13.13 | 19.60 | 19.60 | NA | NA | 19.60 | 0.86 | 5.60 | 8.81 | 12.28 | 6.27 | 19.60 | 2.10 | 10.86 | 2.56 | 4.18 | 7.81 | 7.08 | 5.05 | 4.28 | 12.83 | 10.97 | 4.52 | 9.01 | 7.57 | 6.19 | 6.35 | 11.25 | 2.35 | 8.01 | 4.30 |
| Yield(%) | NA | 4.45 | 3.98 | 4.02 | 2.92 | NA | NA | 3.46 | NA | 0.72 | 5.17 | 3.49 | 2.79 | 3.93 | 4.30 | 2.13 | 0.39 | 1.49 | 2.77 | 2.08 | 1.81 | 2.27 | 1.56 | 1.90 | 2.78 | 1.77 | 5.57 | 7.90 | 4.95 | 4.22 | 4.98 | 4.31 | 6.39 |
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 |
|---|---|---|---|---|
| Brokerage Concepts Elective 401(k) Retirement Plan Tactical Asset Allocation Moderate |
-1.13%
Apr 2021 - Apr 2024 |
1.14%
Mar 2015 - Mar 2020 |
2.99%
Oct 2013 - Oct 2023 |
4.33%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Brokerage Concepts Elective 401(k) Retirement Plan Tactical Asset Allocation Moderate |
14.87%
Mar 2003 - Mar 2006 |
13.82%
Oct 2002 - Oct 2007 |
9.77%
Apr 2001 - Apr 2011 |
8.21%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart