Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Belvoir Federal Credit Union 401(k) Tactical Asset Allocation Moderate | NA | 2.53% | 5.35% | 4.91% | 4.99% | 7.21% | 7.82% | 7.42% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Belvoir Federal Credit Union 401(k) Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.59 | 2.53 | 5.35 | 4.91 | 4.99 | 7.21 | 7.82 | 7.42 | -0.03 | 15.90 | -15.71 | 18.94 | 7.25 | 19.38 | -6.02 | 12.27 | 10.67 | -0.91 | 4.78 | 15.31 | 14.06 | 1.20 | 8.24 | 18.04 | 6.02 | 9.56 | 14.09 | 4.08 | 13.92 | 11.17 | -0.17 | 2.31 |
| Sharpe Ratio | NA | 0.72 | 0.25 | 0.43 | 0.48 | NA | NA | 0.70 | -0.03 | 1.23 | -1.14 | 1.86 | 0.36 | 3.30 | -0.81 | 2.24 | 1.17 | -0.11 | 0.63 | 2.19 | 1.76 | 0.07 | 0.77 | 1.84 | 0.87 | 0.69 | 1.34 | 0.29 | 1.66 | 1.60 | -0.38 | 0.01 |
| Standard Deviation(%) | NA | 9.55 | 11.74 | 12.86 | 10.74 | NA | NA | 9.48 | 9.78 | 9.50 | 15.03 | 10.17 | 19.33 | 5.44 | 9.10 | 5.20 | 8.97 | 8.82 | 7.62 | 6.99 | 7.96 | 15.82 | 10.62 | 9.74 | 5.87 | 9.57 | 8.07 | 6.52 | 7.80 | 6.57 | 3.33 | 0.05 |
| Draw Down(%) | NA | 7.67 | 19.93 | 23.74 | 23.74 | NA | NA | 23.74 | 2.98 | 7.67 | 19.93 | 4.02 | 23.74 | 2.21 | 12.49 | 2.50 | 7.66 | 9.73 | 6.87 | 7.45 | 5.25 | 13.23 | 7.80 | 4.34 | 3.01 | 6.57 | 5.51 | 4.25 | 6.35 | 5.43 | 3.14 | 0.00 |
| Yield(%) | NA | 6.30 | 4.64 | 4.44 | 5.55 | NA | NA | 0.00 | 0.00 | 6.67 | 1.31 | 6.31 | 3.32 | 5.21 | 5.37 | 5.05 | 5.89 | 9.84 | 7.25 | 4.56 | 4.92 | 3.58 | 4.13 | 4.27 | 4.40 | 7.33 | 4.09 | 2.85 | 3.35 | 3.21 | 0.80 | 2.31 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Belvoir Federal Credit Union 401(k) Tactical Asset Allocation Moderate |
1.14%
Mar 2017 - Mar 2020 |
2.68%
Mar 2015 - Mar 2020 |
4.99%
Oct 2013 - Oct 2023 |
6.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Belvoir Federal Credit Union 401(k) Tactical Asset Allocation Moderate |
15.05%
Dec 2018 - Dec 2021 |
12.34%
Apr 2005 - Apr 2010 |
10.94%
Jul 2003 - Jul 2013 |
9.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart