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 Strategic Asset Allocation - Equal Weight Moderate | NA | 14.24% | 4.76% | 6.78% | 5.27% | 6.61% | 5.68% | 6.10% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.42 | 14.24 | 4.76 | 6.78 | 5.27 | 6.61 | 5.68 | 6.10 | 2.29 | 20.46 | -7.80 | 2.17 | 19.60 | 16.73 | -4.18 | 9.04 | 3.05 | 2.27 | 2.03 | 15.29 | 9.95 | -1.31 | 10.61 | 19.71 | -17.49 | 6.95 | 7.46 | 5.26 | 9.34 | 18.43 | -1.91 | 8.28 |
| Sharpe Ratio | NA | 1.72 | 0.31 | 0.62 | 0.51 | NA | NA | 0.52 | 0.30 | 2.11 | -0.66 | 0.21 | 1.05 | 2.06 | -0.57 | 1.44 | 0.32 | 0.25 | 0.28 | 2.38 | 1.41 | -0.11 | 1.02 | 1.25 | -1.05 | 0.52 | 0.65 | 0.56 | 1.26 | 2.34 | -0.32 | 0.85 |
| Standard Deviation(%) | NA | 7.51 | 10.76 | 12.22 | 10.42 | NA | NA | 10.12 | 6.63 | 7.68 | 13.89 | 10.10 | 18.51 | 7.44 | 9.68 | 5.83 | 8.93 | 8.88 | 7.14 | 6.42 | 7.00 | 12.32 | 10.30 | 15.69 | 17.50 | 7.68 | 6.41 | 5.56 | 6.69 | 7.57 | 9.31 | 7.04 |
| Draw Down(%) | NA | 5.19 | 19.54 | 22.66 | 22.66 | NA | NA | 30.05 | 1.15 | 5.19 | 15.96 | 7.37 | 22.66 | 4.03 | 11.89 | 4.42 | 8.92 | 8.01 | 5.66 | 4.71 | 6.17 | 12.77 | 8.07 | 15.74 | 26.73 | 4.98 | 6.56 | 3.66 | 4.43 | 5.76 | 12.82 | 8.03 |
| Yield(%) | NA | 14.01 | 8.51 | 6.26 | 5.04 | NA | NA | 4.00 | 0.89 | 14.42 | 7.62 | 2.70 | 3.42 | 2.47 | 6.93 | 0.69 | 2.04 | 5.26 | 4.26 | 2.30 | 1.78 | 2.59 | 2.91 | 1.93 | 4.15 | 5.26 | 3.93 | 4.59 | 2.59 | 2.26 | 2.78 | 4.25 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.83%
Feb 2006 - Feb 2009 |
-0.73%
Feb 2004 - Feb 2009 |
4.16%
Feb 2006 - Feb 2016 |
4.16%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
15.20%
Feb 2009 - Feb 2012 |
13.26%
Feb 2009 - Feb 2014 |
8.34%
Feb 2009 - Feb 2019 |
7.47%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart