Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BURNS and MCDONNELL INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | -10.58% | 8.91% | 8.50% | 7.86% | 6.35% | 7.25% | 7.41% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BURNS and MCDONNELL INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 07/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.22 | -10.58 | 8.91 | 8.50 | 7.86 | 6.35 | 7.25 | 7.41 | -15.98 | 6.67 | 30.98 | 20.88 | -2.68 | 7.05 | 10.61 | 0.02 | 4.53 | 12.95 | 11.11 | 1.60 | 13.94 | 21.12 | -23.17 | 8.65 | 9.88 | 10.35 | 11.44 | 18.93 | -5.20 | 10.62 |
| Sharpe Ratio | NA | -1.30 | 0.35 | 0.47 | 0.68 | NA | NA | 0.55 | -1.11 | 0.70 | 1.62 | 2.07 | -0.34 | 1.31 | 1.22 | 0.00 | 0.68 | 1.87 | 1.42 | 0.11 | 1.23 | 1.29 | -1.17 | 0.68 | 0.94 | 1.35 | 1.50 | 2.22 | -0.57 | 0.84 |
| Standard Deviation(%) | NA | 12.15 | 14.15 | 12.72 | 10.41 | NA | NA | 11.07 | 14.68 | 9.44 | 18.98 | 9.40 | 11.87 | 4.90 | 8.54 | 8.66 | 6.67 | 6.91 | 7.80 | 14.23 | 11.26 | 16.31 | 20.65 | 8.38 | 7.05 | 6.08 | 6.99 | 8.23 | 11.07 | 9.84 |
| Draw Down(%) | NA | 20.13 | 22.36 | 22.36 | 22.36 | NA | NA | 36.62 | 17.48 | 6.00 | 22.36 | 4.87 | 14.58 | 4.40 | 6.73 | 9.02 | 4.80 | 5.23 | 6.50 | 12.66 | 8.69 | 17.15 | 33.55 | 5.92 | 8.25 | 3.85 | 5.59 | 6.77 | 14.82 | 9.84 |
| Yield(%) | NA | 8.68 | 5.38 | 5.48 | 6.41 | NA | NA | 4.96 | 4.17 | 5.30 | 5.71 | 2.66 | 11.27 | 0.22 | 7.27 | 12.05 | 8.46 | 8.50 | 2.29 | 2.15 | 1.99 | 2.46 | 3.55 | 6.94 | 4.37 | 3.01 | 2.76 | 2.39 | 2.86 | 3.87 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| BURNS and MCDONNELL INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.49%
Feb 2006 - Feb 2009 |
-0.57%
Feb 2004 - Feb 2009 |
4.63%
Jan 2006 - Jan 2016 |
5.54%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BURNS and MCDONNELL INC. 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.09%
Dec 2018 - Dec 2021 |
14.94%
Feb 2009 - Feb 2014 |
10.51%
Sep 2011 - Sep 2021 |
8.17%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart