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 Strategic Asset Allocation - Optimal Moderate | NA | 26.18% | 2.46% | 8.92% | 7.83% | 8.76% | 7.70% | 8.28% |
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 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 (%) | -0.97 | 26.18 | 2.46 | 8.92 | 7.83 | 8.76 | 7.70 | 8.28 | NA | 4.10 | 17.30 | -16.59 | 9.71 | 24.31 | 20.72 | -5.18 | 15.31 | 6.74 | 2.23 | 6.64 | 16.91 | 14.20 | -1.78 | 14.05 | 25.44 | -24.21 | 8.13 | 11.24 | 7.87 | 13.36 | 23.87 | -2.92 | 9.94 |
| Sharpe Ratio | NA | -0.15 | -0.22 | 0.31 | 0.49 | NA | NA | 0.56 | 0.04 | -0.24 | 1.33 | -1.10 | 0.90 | 1.27 | 2.59 | -0.63 | 3.09 | 0.76 | 0.24 | 0.97 | 2.28 | 1.81 | -0.12 | 1.21 | 1.48 | -1.13 | 0.56 | 1.00 | 0.97 | 1.80 | 2.85 | -0.34 | 0.71 |
| Standard Deviation(%) | NA | 10.38 | 12.54 | 13.78 | 11.36 | NA | NA | 11.50 | 9.70 | 10.40 | 9.84 | 16.31 | 10.75 | 18.99 | 7.44 | 10.28 | 4.75 | 8.61 | 9.22 | 6.84 | 7.42 | 7.83 | 15.56 | 11.55 | 17.13 | 22.21 | 9.21 | 7.96 | 5.89 | 6.88 | 8.12 | 11.89 | 10.74 |
| Draw Down(%) | NA | 8.16 | 22.72 | 24.11 | 24.11 | NA | NA | 36.65 | 0.79 | 8.15 | 9.76 | 23.48 | 7.22 | 21.33 | 4.18 | 13.03 | 1.78 | 7.53 | 9.36 | 5.34 | 6.60 | 6.08 | 16.43 | 8.73 | 17.09 | 35.10 | 6.35 | 8.37 | 4.32 | 6.57 | 6.59 | 17.47 | 12.19 |
| Yield(%) | NA | 6.00 | 6.55 | 5.47 | 4.37 | NA | NA | 4.27 | NA | 0.98 | 5.63 | 6.28 | 6.34 | 3.04 | 4.82 | 3.63 | 0.36 | 3.36 | 5.22 | 3.86 | 4.08 | 3.84 | 2.35 | 3.46 | 3.29 | 4.92 | 8.30 | 6.64 | 4.50 | 3.19 | 2.84 | 2.88 | 4.42 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.35%
Feb 2006 - Feb 2009 |
-0.80%
Feb 2004 - Feb 2009 |
5.70%
Feb 2006 - Feb 2016 |
5.67%
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 Strategic Asset Allocation - Optimal Moderate |
18.84%
Feb 2009 - Feb 2012 |
16.32%
Feb 2009 - Feb 2014 |
11.13%
Sep 2011 - Sep 2021 |
10.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart