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 Strategic Asset Allocation - Optimal Moderate | NA | 33.55% | 12.73% | 12.13% | 8.32% | 8.31% | 7.79% | 8.06% |
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 Strategic Asset Allocation - Optimal 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 (%) | -0.64 | 33.55 | 12.73 | 12.13 | 8.32 | 8.31 | 7.79 | 8.06 | NA | 22.81 | 22.59 | -5.10 | 8.83 | 11.45 | 14.27 | -5.57 | 14.64 | 6.92 | -1.85 | 3.49 | 14.19 | 10.84 | -3.69 | 12.35 | 24.53 | -24.30 | 11.11 | 14.15 | 10.93 | 15.43 | 25.19 | -5.43 | 3.97 |
| Sharpe Ratio | NA | 2.41 | 1.01 | 0.85 | 0.74 | NA | NA | 0.63 | 0.12 | 2.25 | 2.63 | -0.54 | 0.99 | 0.67 | 1.90 | -0.76 | 3.17 | 0.79 | -0.22 | 0.55 | 2.07 | 1.29 | -0.25 | 1.08 | 1.52 | -1.17 | 0.84 | 1.46 | 1.55 | 2.14 | 3.65 | -0.75 | 0.20 |
| Standard Deviation(%) | NA | 7.19 | 9.02 | 11.00 | 9.46 | NA | NA | 10.29 | 6.17 | 7.21 | 6.96 | 11.95 | 8.87 | 16.80 | 6.76 | 9.08 | 4.42 | 8.51 | 8.48 | 6.30 | 6.82 | 8.35 | 14.78 | 11.31 | 16.08 | 21.55 | 9.62 | 7.47 | 5.67 | 6.78 | 6.71 | 8.69 | 8.17 |
| Draw Down(%) | NA | 4.60 | 13.35 | 22.08 | 22.08 | NA | NA | 36.14 | 0.38 | 4.60 | 4.04 | 13.53 | 4.11 | 22.08 | 4.25 | 12.83 | 1.29 | 6.63 | 8.98 | 5.65 | 4.66 | 7.41 | 15.54 | 8.56 | 15.25 | 34.91 | 7.33 | 9.63 | 4.50 | 6.10 | 6.27 | 15.22 | 11.16 |
| Yield(%) | NA | 15.36 | 10.51 | 7.41 | 5.29 | NA | NA | 4.20 | NA | 4.73 | 14.33 | 7.32 | 4.92 | 3.29 | 1.69 | 3.31 | 2.90 | 3.73 | 3.89 | 2.41 | 4.40 | 1.69 | 2.59 | 2.16 | 1.76 | 4.35 | 5.84 | 7.00 | 3.19 | 4.30 | 2.22 | 1.66 | 3.00 |
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 Strategic Asset Allocation - Optimal Moderate |
-5.69%
Feb 2006 - Feb 2009 |
1.16%
May 2007 - May 2012 |
4.35%
Mar 2010 - Mar 2020 |
4.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAE SYSTEMS EMPLOYEES` SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
20.02%
Mar 2003 - Mar 2006 |
16.19%
Oct 2002 - Oct 2007 |
9.35%
Mar 2003 - Mar 2013 |
9.29%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart