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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
BAE SYSTEMS EMPLOYEES` SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate NA 29.53% 10.35% 12.05% 8.14% 7.61% 9.50% 10.01%
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name Start Date End Date
BAE SYSTEMS EMPLOYEES` SAVINGS AND INVESTMENT 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 (%) -0.07 29.53 10.35 12.05 8.14 7.61 9.50 10.01 NA 18.57 25.31 -7.59 8.49 17.14 7.12 -2.44 15.74 9.93 -5.78 2.31 15.63 6.12 -0.40 4.97 31.49 -4.97 20.08 19.86 10.88 12.72 23.31 5.92 7.25
Sharpe Ratio NA 1.65 0.97 1.15 0.94 NA NA 1.15 0.10 1.48 3.20 -0.99 0.94 2.06 1.22 -0.56 3.06 1.85 -1.11 0.39 2.38 1.05 -0.06 0.43 2.95 -1.31 1.50 1.88 1.42 1.47 5.04 1.25 1.47
Standard Deviation(%) NA 8.09 8.01 8.26 6.99 NA NA 7.30 9.43 8.08 6.57 9.06 9.00 8.21 4.68 6.72 4.93 5.27 5.22 5.82 6.56 5.79 7.72 11.38 10.66 4.51 11.39 8.82 6.14 8.02 4.49 3.86 3.37
Draw Down(%) NA 5.46 13.41 15.51 15.51 NA NA 15.51 0.69 5.46 3.44 13.82 4.45 8.97 4.15 9.21 1.76 2.77 9.28 6.01 4.32 5.54 8.38 9.36 4.97 5.83 9.12 12.79 6.26 9.47 1.79 5.63 1.58
Yield(%) NA 15.55 10.03 7.58 5.63 NA NA 4.84 NA 4.49 15.11 7.26 3.15 3.59 4.26 2.44 2.92 3.24 1.46 8.67 4.36 2.43 6.77 4.12 4.72 1.95 5.38 5.56 3.88 2.11 3.22 4.58 5.65
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
BAE SYSTEMS EMPLOYEES` SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate 1.95%
Dec 2013 - Dec 2016
2.58%
Apr 2011 - Apr 2016
4.60%
Mar 2010 - Mar 2020
5.74%
Oct 2007 - Oct 2022
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
BAE SYSTEMS EMPLOYEES` SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate 21.50%
Oct 2004 - Oct 2007
18.71%
Oct 2002 - Oct 2007
13.12%
Apr 2001 - Apr 2011
10.65%
Jan 2003 - Jan 2018
Annualized Rolling Returns Comparison Chart