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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.99% | 2.20% | 6.75% | 5.24% | 6.17% | 6.02% | 6.47% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.82 | 16.99 | 2.20 | 6.75 | 5.24 | 6.17 | 6.02 | 6.47 | NA | 5.50 | 8.81 | -10.85 | 11.03 | 15.61 | 17.70 | -4.76 | 9.37 | 1.88 | -0.07 | 0.17 | 13.06 | 11.37 | 0.78 | 11.38 | 20.33 | -20.56 | 9.38 | 12.14 | 9.38 | 12.44 | 23.28 | -4.40 | 5.20 |
| Sharpe Ratio | NA | 0.10 | -0.26 | 0.28 | 0.36 | NA | NA | 0.50 | 0.14 | -0.14 | 0.58 | -0.93 | 1.08 | 0.91 | 2.34 | -0.70 | 1.60 | 0.20 | -0.01 | 0.02 | 2.09 | 1.74 | 0.06 | 1.13 | 1.59 | -1.25 | 0.80 | 1.29 | 1.13 | 1.52 | 2.96 | -0.56 | 0.28 |
| Standard Deviation(%) | NA | 7.50 | 9.87 | 11.68 | 9.89 | NA | NA | 9.78 | 5.12 | 7.62 | 7.89 | 13.12 | 10.20 | 16.87 | 6.96 | 8.71 | 5.48 | 8.41 | 8.61 | 6.62 | 6.23 | 6.51 | 12.67 | 10.01 | 12.75 | 17.18 | 7.97 | 6.90 | 6.39 | 7.58 | 7.62 | 9.90 | 10.17 |
| Draw Down(%) | NA | 5.07 | 15.93 | 20.80 | 20.80 | NA | NA | 30.75 | 0.28 | 5.07 | 7.68 | 16.70 | 4.93 | 20.80 | 3.54 | 12.39 | 5.42 | 8.58 | 9.11 | 4.91 | 5.34 | 5.27 | 11.88 | 7.73 | 12.78 | 29.19 | 5.13 | 8.01 | 4.45 | 6.76 | 7.51 | 15.73 | 13.60 |
| Yield(%) | NA | 3.34 | 5.08 | 4.22 | 3.82 | NA | NA | 3.54 | NA | 0.78 | 3.36 | 1.27 | 10.37 | 2.91 | 3.07 | 3.68 | 0.39 | 2.68 | 7.19 | 3.15 | 2.08 | 2.65 | 2.23 | 2.39 | 3.07 | 3.56 | 5.38 | 4.40 | 3.51 | 3.08 | 3.56 | 2.68 | 4.07 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.49%
Feb 2006 - Feb 2009 |
0.99%
Mar 2015 - Mar 2020 |
3.95%
Oct 2013 - Oct 2023 |
4.10%
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 Strategic Asset Allocation - Equal Weight Moderate |
17.53%
Mar 2003 - Mar 2006 |
13.84%
Sep 2002 - Sep 2007 |
9.11%
Mar 2003 - Mar 2013 |
7.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart