Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -9.05% | 4.40% | 3.83% | 4.32% | 4.89% | 5.77% | 5.69% |
Data as of 03/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BACK BAY 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.17 | -9.05 | 4.40 | 3.83 | 4.32 | 4.89 | 5.77 | 5.69 | 8.76 | -20.66 | 11.07 | 12.29 | 20.33 | -5.57 | 5.66 | 5.77 | -1.61 | 5.26 | 15.49 | 5.16 | -1.44 | 9.27 | 15.16 | 0.44 | 7.11 | 9.15 | 2.77 | 8.38 | 14.22 | 1.82 | 6.54 |
| Sharpe Ratio | NA | -0.16 | 0.27 | 0.23 | 0.41 | NA | NA | 0.64 | 0.68 | -1.29 | 1.18 | 0.95 | 2.58 | -1.08 | 1.85 | 1.66 | -0.46 | 1.25 | 2.51 | 1.05 | -0.16 | 1.00 | 2.26 | -0.12 | 0.49 | 1.14 | 0.11 | 1.20 | 2.70 | 0.17 | 1.16 |
| Standard Deviation(%) | NA | 14.63 | 13.02 | 11.55 | 8.67 | NA | NA | 7.43 | 10.01 | 17.14 | 9.35 | 12.67 | 7.33 | 6.39 | 2.72 | 3.36 | 3.59 | 4.21 | 6.16 | 4.85 | 9.14 | 9.20 | 6.67 | 3.94 | 8.32 | 5.18 | 5.29 | 6.19 | 5.00 | 4.24 | 3.66 |
| Draw Down(%) | NA | 13.62 | 25.44 | 25.44 | 25.44 | NA | NA | 25.44 | 5.82 | 24.47 | 4.82 | 15.63 | 3.54 | 11.90 | 1.66 | 1.86 | 4.28 | 3.35 | 4.54 | 4.48 | 10.16 | 8.16 | 3.52 | 3.36 | 6.10 | 4.60 | 4.37 | 5.26 | 3.40 | 4.63 | 2.77 |
| Yield(%) | NA | 2.60 | 3.20 | 3.13 | 2.60 | NA | NA | 3.31 | 0.51 | 2.09 | 3.02 | 4.13 | 2.06 | 3.88 | 0.32 | 2.79 | 2.24 | 2.38 | 3.55 | 4.28 | 1.20 | 4.27 | 4.92 | 2.91 | 3.30 | 3.49 | 3.29 | 2.84 | 3.35 | 5.26 | 6.65 |
Data as of 03/31/2023, 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 |
|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.35%
Dec 2019 - Dec 2022 |
1.72%
Sep 2017 - Sep 2022 |
3.88%
Sep 2012 - Sep 2022 |
4.39%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
14.49%
Dec 2018 - Dec 2021 |
9.01%
Oct 2002 - Oct 2007 |
8.01%
Apr 2001 - Apr 2011 |
7.02%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart