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 - Optimal Moderate | NA | 33.77% | 10.45% | 11.25% | 8.51% | 8.95% | 7.07% | 8.04% |
Data as of 10/31/2024, 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 - 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 (%) | -0.75 | 33.77 | 10.45 | 11.25 | 8.51 | 8.95 | 7.07 | 8.04 | NA | 22.58 | 19.42 | -4.77 | 3.00 | 18.68 | 15.30 | -2.56 | 8.66 | 5.95 | 2.94 | 1.38 | 16.78 | 9.64 | 0.02 | 17.96 | 20.68 | -24.24 | 4.27 | 7.55 | 6.99 | 14.29 | 21.25 | -0.32 | 13.44 |
| Sharpe Ratio | NA | 2.11 | 0.84 | 0.73 | 0.68 | NA | NA | 0.58 | 0.09 | 1.94 | 1.94 | -0.45 | 0.31 | 1.00 | 1.79 | -0.40 | 1.37 | 0.66 | 0.34 | 0.18 | 2.42 | 1.11 | 0.00 | 1.45 | 1.16 | -1.11 | 0.14 | 0.57 | 0.67 | 1.60 | 2.14 | -0.13 | 1.30 |
| Standard Deviation(%) | NA | 8.20 | 10.23 | 12.27 | 10.42 | NA | NA | 11.24 | 8.62 | 8.23 | 7.83 | 13.60 | 9.74 | 18.50 | 7.74 | 9.61 | 5.85 | 8.67 | 8.55 | 7.51 | 6.92 | 8.63 | 15.15 | 12.32 | 17.71 | 22.72 | 9.26 | 7.46 | 7.19 | 8.36 | 9.59 | 11.13 | 8.56 |
| Draw Down(%) | NA | 5.25 | 13.01 | 20.51 | 20.93 | NA | NA | 38.13 | 0.63 | 5.25 | 4.98 | 14.21 | 6.12 | 20.51 | 4.13 | 12.53 | 4.69 | 8.82 | 6.89 | 5.95 | 4.30 | 7.14 | 14.32 | 9.22 | 17.45 | 32.76 | 6.65 | 7.76 | 4.52 | 5.17 | 7.10 | 15.72 | 9.31 |
| Yield(%) | NA | 14.92 | 10.51 | 7.44 | 5.77 | NA | NA | 4.10 | NA | 4.60 | 14.00 | 9.45 | 2.19 | 4.27 | 1.36 | 6.89 | 0.66 | 3.07 | 5.28 | 4.90 | 3.71 | 1.46 | 3.88 | 3.26 | 1.15 | 2.22 | 3.99 | 2.68 | 4.49 | 2.61 | 1.81 | 2.62 | 3.69 |
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 |
|---|---|---|---|---|
| BT AMERICA INC 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Optimal Moderate |
-9.81%
Feb 2006 - Feb 2009 |
-2.09%
Feb 2004 - Feb 2009 |
3.95%
Feb 2006 - Feb 2016 |
4.47%
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 - Optimal Moderate |
19.03%
Feb 2009 - Feb 2012 |
15.61%
Feb 2009 - Feb 2014 |
9.98%
Feb 2009 - Feb 2019 |
9.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart