Performance Comparison
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