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) Strategic Asset Allocation - Equal Weight Moderate | NA | 3.03% | 2.86% | 3.87% | 3.55% | 5.79% | 5.01% | 5.36% |
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) Strategic Asset Allocation - Equal Weight 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 (%) | -0.25 | 3.03 | 2.86 | 3.87 | 3.55 | 5.79 | 5.01 | 5.36 | -0.71 | 15.91 | -12.85 | 12.29 | 7.63 | 17.51 | -6.89 | 6.93 | 3.56 | 0.89 | 7.83 | 9.32 | 10.29 | 2.28 | 11.19 | 19.52 | -20.82 | 3.81 | 12.48 | 5.16 | 11.83 | 22.29 | 0.45 | 2.31 |
| Sharpe Ratio | NA | 0.67 | 0.21 | 0.39 | 0.38 | NA | NA | 0.44 | -0.12 | 1.26 | -1.08 | 1.51 | 0.38 | 2.47 | -0.95 | 1.33 | 0.39 | 0.11 | 1.29 | 1.33 | 1.52 | 0.17 | 1.02 | 1.09 | -0.98 | 0.08 | 1.48 | 0.54 | 1.66 | 3.49 | -0.10 | 0.01 |
| Standard Deviation(%) | NA | 9.14 | 10.42 | 12.18 | 10.08 | NA | NA | 10.43 | 8.24 | 9.26 | 13.21 | 8.14 | 19.29 | 6.52 | 8.66 | 4.73 | 8.64 | 8.07 | 6.06 | 6.98 | 6.72 | 13.20 | 10.85 | 17.82 | 22.19 | 10.00 | 6.22 | 5.56 | 6.56 | 6.18 | 6.35 | 0.05 |
| Draw Down(%) | NA | 7.69 | 17.81 | 24.11 | 24.11 | NA | NA | 35.97 | 2.26 | 7.69 | 17.81 | 3.59 | 24.11 | 2.65 | 11.53 | 3.60 | 6.78 | 7.08 | 4.27 | 7.41 | 4.96 | 11.28 | 7.64 | 15.32 | 33.29 | 7.85 | 5.31 | 4.12 | 5.59 | 5.48 | 8.31 | 0.00 |
| Yield(%) | NA | 4.40 | 4.15 | 4.17 | 4.10 | NA | NA | 3.79 | 0.00 | 4.68 | 3.09 | 4.76 | 4.06 | 4.63 | 4.28 | 0.31 | 2.94 | 7.34 | 5.28 | 5.37 | 5.50 | 2.21 | 4.22 | 3.50 | 2.68 | 5.91 | 4.40 | 3.09 | 2.76 | 3.21 | 0.62 | 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) Strategic Asset Allocation - Equal Weight Moderate |
-7.23%
Feb 2006 - Feb 2009 |
-1.26%
Feb 2004 - Feb 2009 |
3.55%
Oct 2013 - Oct 2023 |
3.42%
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) Strategic Asset Allocation - Equal Weight Moderate |
16.93%
Feb 2009 - Feb 2012 |
13.53%
Feb 2009 - Feb 2014 |
8.28%
Feb 2009 - Feb 2019 |
6.98%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart