Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 16.33% | 3.80% | 9.01% | 7.07% | 7.86% | 8.39% | 9.13% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BHP USA 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 (%) | -0.85 | 16.33 | 3.80 | 9.01 | 7.07 | 7.86 | 8.39 | 9.13 | NA | 6.73 | 10.56 | -7.09 | 19.31 | 13.68 | 11.50 | -1.05 | 10.45 | 9.45 | -0.81 | 2.36 | 16.60 | 9.47 | 0.98 | 14.85 | 13.45 | 0.31 | 11.98 | 13.47 | 9.13 | 12.68 | 25.38 | 3.89 | 7.48 |
| Sharpe Ratio | NA | 0.20 | 0.01 | 0.56 | 0.58 | NA | NA | 0.85 | 0.10 | 0.02 | 0.81 | -0.69 | 1.79 | 1.17 | 1.26 | -0.24 | 2.20 | 1.16 | -0.09 | 0.30 | 2.33 | 1.21 | 0.06 | 1.36 | 1.51 | -0.11 | 0.92 | 1.39 | 1.11 | 1.51 | 4.08 | 0.55 | 1.04 |
| Standard Deviation(%) | NA | 8.87 | 9.84 | 10.41 | 9.32 | NA | NA | 8.75 | 6.51 | 8.94 | 7.82 | 12.33 | 10.79 | 11.51 | 8.00 | 9.68 | 4.47 | 7.99 | 9.33 | 7.87 | 7.11 | 7.81 | 15.10 | 10.86 | 8.85 | 5.74 | 9.81 | 7.33 | 6.29 | 7.77 | 6.04 | 5.08 | 4.97 |
| Draw Down(%) | NA | 5.43 | 11.83 | 14.82 | 14.82 | NA | NA | 14.82 | 0.34 | 5.43 | 7.22 | 13.59 | 5.09 | 13.31 | 4.68 | 13.56 | 2.18 | 6.11 | 9.71 | 5.19 | 4.29 | 6.11 | 14.18 | 6.46 | 4.41 | 5.43 | 6.85 | 8.70 | 4.73 | 6.60 | 2.89 | 2.71 | 3.44 |
| Yield(%) | NA | 4.01 | 6.01 | 5.29 | 4.58 | NA | NA | 0.00 | NA | 1.21 | 4.05 | 2.04 | 12.52 | 4.58 | 4.92 | 4.12 | 3.85 | 3.02 | 3.60 | 5.05 | 4.78 | 2.75 | 1.63 | 1.97 | 3.62 | 4.38 | 6.35 | 5.42 | 4.11 | 2.98 | 4.45 | 4.81 | 6.50 |
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 |
|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.88%
Oct 2017 - Oct 2020 |
3.72%
Mar 2015 - Mar 2020 |
5.98%
Oct 2010 - Oct 2020 |
6.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.33%
Apr 2003 - Apr 2006 |
14.56%
Oct 2002 - Oct 2007 |
11.82%
Apr 2001 - Apr 2011 |
9.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart