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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.95% | 4.46% | 4.08% | 5.10% | 6.44% | 5.40% | 6.06% |
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 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 (%) | -0.73 | 19.95 | 4.46 | 4.08 | 5.10 | 6.44 | 5.40 | 6.06 | NA | 7.07 | 10.12 | -4.96 | -2.33 | 6.98 | 17.26 | -9.61 | 18.04 | 4.10 | 4.09 | 3.12 | 18.55 | 10.66 | -3.64 | 12.70 | 25.02 | -28.07 | 2.01 | 13.87 | 7.16 | 17.43 | 23.81 | -3.64 | 3.86 |
| Sharpe Ratio | NA | 0.17 | -0.01 | 0.07 | 0.33 | NA | NA | 0.41 | 0.10 | 0.06 | 0.68 | -0.51 | -0.22 | 0.50 | 2.66 | -0.96 | 3.37 | 0.43 | 0.44 | 0.39 | 2.47 | 1.39 | -0.30 | 1.04 | 1.22 | -1.24 | -0.10 | 1.64 | 0.80 | 2.18 | 2.96 | -0.52 | 0.19 |
| Standard Deviation(%) | NA | 8.03 | 9.90 | 10.86 | 9.72 | NA | NA | 10.87 | 5.24 | 8.07 | 8.66 | 12.43 | 10.52 | 13.58 | 5.95 | 11.33 | 5.17 | 9.05 | 9.24 | 7.98 | 7.49 | 7.64 | 12.12 | 12.10 | 20.52 | 23.37 | 9.64 | 6.46 | 6.20 | 7.57 | 7.81 | 9.06 | 8.36 |
| Draw Down(%) | NA | 4.97 | 14.89 | 21.00 | 21.00 | NA | NA | 42.52 | 0.25 | 4.97 | 9.72 | 14.89 | 9.73 | 21.00 | 2.17 | 17.24 | 2.15 | 11.17 | 7.64 | 6.85 | 5.95 | 7.17 | 12.91 | 9.21 | 17.77 | 37.18 | 6.88 | 5.72 | 3.64 | 7.16 | 6.17 | 14.74 | 9.49 |
| Yield(%) | NA | 3.73 | 3.67 | 3.43 | 2.82 | NA | NA | 3.46 | NA | 0.74 | 3.79 | 3.92 | 2.35 | 3.47 | 2.74 | 4.15 | 0.30 | 1.23 | 3.68 | 1.69 | 2.19 | 2.13 | 2.32 | 2.21 | 2.06 | 2.61 | 7.97 | 5.76 | 5.99 | 4.86 | 4.28 | 3.30 | 5.85 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-11.10%
Feb 2006 - Feb 2009 |
-2.58%
Feb 2004 - Feb 2009 |
3.65%
Feb 2006 - Feb 2016 |
3.03%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Brokerage Concepts Elective 401(k) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
18.63%
Mar 2003 - Mar 2006 |
16.00%
Feb 2009 - Feb 2014 |
10.19%
Feb 2009 - Feb 2019 |
8.22%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart