Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BT AMERICA INC 401K PROFIT SHARING PLAN and TRUST Tactical Asset Allocation Moderate | NA | 4.75% | 3.06% | 2.53% | 2.90% | 4.22% | 4.68% | 5.44% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BT AMERICA INC 401K PROFIT SHARING PLAN and TRUST Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.41 | 4.75 | 3.06 | 2.53 | 2.90 | 4.22 | 4.68 | 5.44 | 2.09 | 16.71 | -10.94 | 4.37 | 12.44 | 5.35 | -0.96 | 11.08 | 5.74 | -3.15 | -1.74 | 16.71 | 5.01 | -1.43 | 3.55 | 15.19 | 1.25 | 7.20 | 9.01 | 0.75 | 8.35 | 13.25 | 8.99 | 8.47 |
Sharpe Ratio | NA | 1.85 | 0.21 | 0.48 | 0.41 | NA | NA | 0.68 | 0.25 | 1.73 | -1.22 | 0.46 | 1.35 | 1.07 | -0.31 | 1.92 | 1.38 | -0.67 | -0.26 | 2.41 | 0.84 | -0.16 | 0.32 | 2.01 | 0.17 | 0.50 | 1.02 | -0.23 | 1.01 | 2.45 | 2.43 | 2.13 |
Standard Deviation(%) | NA | 7.46 | 8.90 | 8.25 | 7.10 | NA | NA | 6.87 | 7.19 | 7.20 | 10.11 | 9.39 | 9.02 | 3.70 | 7.40 | 5.44 | 4.02 | 4.78 | 6.73 | 6.93 | 5.87 | 9.21 | 10.70 | 7.51 | 1.91 | 8.44 | 5.60 | 6.07 | 7.36 | 5.12 | 3.24 | 2.90 |
Draw Down(%) | NA | 4.43 | 17.00 | 17.00 | 17.00 | NA | NA | 17.00 | 1.39 | 4.43 | 15.06 | 5.07 | 12.18 | 3.64 | 7.75 | 4.86 | 3.00 | 4.96 | 5.01 | 4.58 | 5.53 | 11.49 | 10.42 | 4.26 | 1.44 | 5.90 | 4.87 | 5.22 | 5.30 | 2.95 | 1.57 | 1.50 |
Yield(%) | NA | 14.35 | 8.84 | 7.12 | 4.92 | NA | NA | 4.10 | 0.90 | 14.35 | 6.87 | 4.05 | 5.77 | 3.49 | 4.71 | 0.33 | 3.25 | 2.21 | 3.15 | 2.40 | 2.59 | 1.68 | 3.74 | 2.96 | 2.97 | 2.10 | 4.42 | 3.52 | 3.01 | 3.87 | 6.53 | 5.51 |
Data as of 10/31/2023, 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 |
---|---|---|---|---|
BT AMERICA INC 401K PROFIT SHARING PLAN and TRUST Tactical Asset Allocation Moderate |
0.21%
Dec 2013 - Dec 2016 |
1.21%
Oct 2017 - Oct 2022 |
2.85%
Apr 2010 - Apr 2020 |
3.77%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BT AMERICA INC 401K PROFIT SHARING PLAN and TRUST Tactical Asset Allocation Moderate |
10.34%
Feb 2001 - Feb 2004 |
8.91%
May 2002 - May 2007 |
7.81%
Apr 2001 - Apr 2011 |
6.30%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart