Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BECHTEL NR PROGRAM SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 36.12% | 12.22% | 14.20% | 10.64% | 10.24% | 8.62% | 7.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BECHTEL NR PROGRAM SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.80 | 36.12 | 12.22 | 14.20 | 10.64 | 10.24 | 8.62 | 7.31 | NA | 24.59 | 30.74 | -11.92 | 11.14 | 19.57 | 18.49 | -2.19 | 14.40 | 2.98 | 6.97 | 5.62 | 19.35 | 10.72 | -0.87 | 8.83 | 22.47 | -23.00 | 10.04 | 8.69 | 7.28 | 8.15 | 18.40 | -15.47 | -6.00 |
| Sharpe Ratio | NA | 2.28 | 0.87 | 0.87 | 0.85 | NA | NA | 0.51 | 0.12 | 2.09 | 3.17 | -0.83 | 1.20 | 1.00 | 2.28 | -0.33 | 3.01 | 0.34 | 0.76 | 0.76 | 2.80 | 1.30 | -0.06 | 0.79 | 1.53 | -1.13 | 0.71 | 0.82 | 0.83 | 0.99 | 1.61 | -1.06 | -0.58 |
| Standard Deviation(%) | NA | 8.57 | 11.53 | 13.13 | 10.97 | NA | NA | 11.51 | 7.69 | 8.63 | 8.34 | 15.94 | 9.27 | 19.36 | 7.50 | 10.76 | 4.57 | 8.26 | 9.14 | 7.39 | 6.89 | 8.20 | 14.69 | 11.00 | 14.58 | 21.13 | 9.95 | 6.61 | 6.13 | 7.30 | 10.97 | 15.67 | 14.36 |
| Draw Down(%) | NA | 5.45 | 17.27 | 21.43 | 21.43 | NA | NA | 33.49 | 0.51 | 5.45 | 3.64 | 18.80 | 7.15 | 21.43 | 3.70 | 12.13 | 1.88 | 7.96 | 7.33 | 4.83 | 4.14 | 7.02 | 12.55 | 9.35 | 13.04 | 30.30 | 6.93 | 6.34 | 4.04 | 5.34 | 8.33 | 21.66 | 21.41 |
| Yield(%) | NA | 16.28 | 9.76 | 6.76 | 4.99 | NA | NA | 3.44 | NA | 4.57 | 15.87 | 5.78 | 2.39 | 2.88 | 1.86 | 3.43 | 0.76 | 2.21 | 6.81 | 3.23 | 2.76 | 1.33 | 1.48 | 1.60 | 1.88 | 2.97 | 4.28 | 3.32 | 3.15 | 1.82 | 1.66 | 1.59 | 1.62 |
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 |
|---|---|---|---|---|
| BECHTEL NR PROGRAM SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-5.82%
Feb 2006 - Feb 2009 |
-0.74%
Feb 2004 - Feb 2009 |
3.52%
Dec 2001 - Dec 2011 |
4.54%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BECHTEL NR PROGRAM SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
16.34%
Dec 2018 - Dec 2021 |
14.62%
Nov 2019 - Nov 2024 |
10.90%
Nov 2014 - Nov 2024 |
10.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart