Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 22.13% | 4.71% | 7.28% | 5.74% | 6.20% | 5.83% | 5.91% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BARCLAYS BANK PLC THRIFT 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 (%) | -1.16 | 22.13 | 4.71 | 7.28 | 5.74 | 6.20 | 5.83 | 5.91 | NA | 4.64 | 13.08 | -6.37 | 5.43 | 14.08 | 15.93 | -4.25 | 9.61 | 3.12 | 0.75 | 0.08 | 12.54 | 10.42 | 0.38 | 9.24 | 15.78 | -20.92 | 9.61 | 13.35 | 7.88 | 12.50 | 17.09 | -2.74 | -0.25 |
| Sharpe Ratio | NA | -0.16 | -0.05 | 0.30 | 0.39 | NA | NA | 0.45 | 0.11 | -0.23 | 0.97 | -0.62 | 0.59 | 0.82 | 2.01 | -0.57 | 1.80 | 0.34 | 0.08 | 0.01 | 2.02 | 1.73 | 0.03 | 1.02 | 1.10 | -1.29 | 0.78 | 1.44 | 0.98 | 1.66 | 3.12 | -0.53 | -0.41 |
| Standard Deviation(%) | NA | 8.38 | 10.18 | 11.69 | 10.03 | NA | NA | 9.44 | 6.63 | 8.39 | 9.12 | 12.56 | 9.18 | 16.97 | 7.22 | 9.80 | 4.99 | 8.51 | 8.92 | 7.57 | 6.18 | 6.01 | 10.32 | 8.97 | 14.26 | 16.92 | 8.44 | 6.99 | 5.82 | 6.94 | 5.26 | 7.30 | 6.24 |
| Draw Down(%) | NA | 6.78 | 16.02 | 21.50 | 21.50 | NA | NA | 33.24 | 0.45 | 6.78 | 6.75 | 16.02 | 5.97 | 21.50 | 3.62 | 13.72 | 3.03 | 7.76 | 8.68 | 6.86 | 5.41 | 4.59 | 9.69 | 7.04 | 15.99 | 29.34 | 5.94 | 7.19 | 3.92 | 5.59 | 4.58 | 10.24 | 8.54 |
| Yield(%) | NA | 8.54 | 6.18 | 4.87 | 3.74 | NA | NA | 3.38 | NA | 0.50 | 8.81 | 4.18 | 5.01 | 2.77 | 3.21 | 3.14 | 0.31 | 1.03 | 6.24 | 2.44 | 5.16 | 2.42 | 2.83 | 1.38 | 1.24 | 2.27 | 6.39 | 2.96 | 3.76 | 3.98 | 2.51 | 2.10 | 3.17 |
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 |
|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.49%
Feb 2006 - Feb 2009 |
0.60%
Feb 2004 - Feb 2009 |
3.54%
May 2007 - May 2017 |
3.37%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BARCLAYS BANK PLC THRIFT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
14.87%
Mar 2003 - Mar 2006 |
12.57%
Oct 2002 - Oct 2007 |
7.55%
Feb 2009 - Feb 2019 |
7.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart