Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -3.04% | 4.42% | 4.85% | 7.58% | 6.31% | NA | 6.06% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.58 | -3.04 | 4.42 | 4.85 | 7.58 | 6.31 | NA | 6.06 | -5.72 | 14.17 | 2.56 | 5.35 | 3.20 | 13.42 | 13.21 | -1.59 | 10.21 | 21.02 | -20.31 | 12.53 | 10.35 | 8.26 | 7.90 | 19.73 | -3.93 | -1.57 |
| Sharpe Ratio | NA | -0.85 | 0.36 | 0.45 | 0.81 | NA | NA | 0.51 | -0.85 | 3.31 | 0.28 | 0.62 | 0.51 | 2.20 | 2.28 | -0.14 | 1.16 | 1.45 | -1.18 | 1.05 | 1.03 | 1.16 | 1.02 | 2.93 | -0.63 | -0.48 |
| Standard Deviation(%) | NA | 8.32 | 7.28 | 7.36 | 8.72 | NA | NA | 9.02 | 8.32 | 4.08 | 8.51 | 8.55 | 6.28 | 6.09 | 5.78 | 11.61 | 8.71 | 14.41 | 18.07 | 9.03 | 6.81 | 5.26 | 6.80 | 6.49 | 8.01 | 8.07 |
| Draw Down(%) | NA | 11.32 | 11.32 | 11.32 | 16.23 | NA | NA | 33.09 | 11.32 | 1.63 | 7.98 | 7.46 | 5.84 | 5.92 | 4.37 | 12.47 | 7.05 | 16.23 | 30.58 | 5.43 | 7.60 | 3.55 | 6.27 | 4.89 | 11.03 | 11.03 |
| Yield(%) | NA | 3.35 | 2.12 | 3.26 | 3.54 | NA | NA | 3.89 | 3.34 | 0.38 | 2.54 | 6.58 | 3.50 | 3.05 | 4.26 | 3.02 | 4.19 | 4.17 | 5.32 | 7.15 | 5.22 | 2.91 | 2.83 | 3.12 | 4.03 | 4.40 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.37%
Feb 2006 - Feb 2009 |
0.30%
Feb 2004 - Feb 2009 |
5.25%
Oct 2007 - Oct 2017 |
5.72%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.58%
Feb 2009 - Feb 2012 |
13.57%
Feb 2009 - Feb 2014 |
8.05%
Nov 2008 - Nov 2018 |
7.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart