Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BASF CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 19.40% | 4.88% | 10.04% | 8.44% | 10.13% | 10.55% | 11.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BASF CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation 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 (%) | -1.25 | 19.40 | 4.88 | 10.04 | 8.44 | 10.13 | 10.55 | 11.10 | NA | 6.64 | 19.65 | -11.32 | 14.39 | 20.18 | 18.28 | -3.03 | 14.92 | 9.71 | -1.58 | 9.71 | 18.66 | 13.78 | 4.47 | 20.22 | 20.32 | 3.01 | 9.89 | 13.57 | 9.13 | 13.56 | 27.21 | 3.59 | 8.65 |
| Sharpe Ratio | NA | 0.13 | 0.08 | 0.51 | 0.60 | NA | NA | 0.96 | 0.06 | 0.01 | 1.72 | -0.89 | 1.22 | 1.01 | 2.43 | -0.41 | 2.81 | 1.08 | -0.17 | 1.27 | 2.54 | 1.81 | 0.30 | 1.64 | 2.07 | 0.29 | 0.68 | 1.23 | 1.08 | 1.80 | 3.80 | 0.41 | 1.17 |
| Standard Deviation(%) | NA | 9.01 | 11.05 | 13.40 | 11.16 | NA | NA | 9.81 | 10.02 | 9.00 | 8.97 | 14.30 | 11.74 | 19.81 | 6.95 | 10.60 | 5.08 | 8.82 | 9.25 | 7.63 | 7.34 | 7.58 | 14.71 | 12.30 | 9.77 | 7.13 | 10.11 | 8.39 | 6.46 | 7.01 | 6.98 | 6.02 | 5.43 |
| Draw Down(%) | NA | 5.84 | 16.25 | 21.60 | 21.60 | NA | NA | 21.60 | 0.77 | 5.84 | 7.02 | 17.00 | 6.62 | 21.60 | 3.66 | 12.90 | 2.17 | 7.10 | 10.51 | 4.71 | 5.10 | 5.38 | 12.50 | 8.59 | 4.78 | 6.39 | 6.82 | 9.39 | 4.19 | 7.83 | 4.33 | 7.37 | 4.10 |
| Yield(%) | NA | 7.07 | 6.51 | 5.69 | 4.88 | NA | NA | 0.00 | NA | 1.16 | 7.52 | 5.51 | 6.17 | 2.06 | 8.21 | 3.56 | 2.57 | 3.88 | 4.98 | 4.59 | 4.70 | 4.14 | 2.59 | 4.08 | 5.75 | 10.62 | 7.07 | 7.01 | 4.49 | 2.70 | 3.58 | 3.67 | 8.82 |
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 |
|---|---|---|---|---|
| BASF CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
4.15%
Apr 2021 - Apr 2024 |
4.35%
Mar 2015 - Mar 2020 |
7.63%
Oct 2013 - Oct 2023 |
9.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BASF CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
17.59%
Dec 2018 - Dec 2021 |
16.00%
Feb 2009 - Feb 2014 |
13.66%
Apr 2003 - Apr 2013 |
12.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart