Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ems Bp Llc 401 K Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 14.23% | 4.57% | 9.34% | 7.68% | 8.32% | 7.15% | 6.87% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ems Bp Llc 401 K Plan 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 (%) | -1.36 | 14.23 | 4.57 | 9.34 | 7.68 | 8.32 | 7.15 | 6.87 | 3.83 | 29.85 | -19.12 | 9.91 | 33.76 | 18.90 | -2.41 | 13.98 | 2.80 | 3.61 | 5.43 | 11.91 | 10.19 | 0.88 | 11.31 | 19.42 | -16.81 | 11.29 | 7.98 | 6.74 | 8.29 | 14.34 | -2.46 | -0.31 |
| Sharpe Ratio | NA | 2.55 | 0.33 | 0.78 | 0.68 | NA | NA | 0.61 | 0.39 | 2.58 | -1.21 | 0.86 | 1.59 | 2.04 | -0.31 | 2.90 | 0.31 | 0.36 | 0.69 | 2.13 | 2.34 | 0.10 | 1.49 | 1.41 | -1.06 | 1.00 | 0.75 | 0.90 | 1.14 | 2.39 | -0.54 | -0.36 |
| Standard Deviation(%) | NA | 9.87 | 13.11 | 14.39 | 11.96 | NA | NA | 10.19 | 9.13 | 9.93 | 16.98 | 11.48 | 21.07 | 8.58 | 11.90 | 4.60 | 8.25 | 9.89 | 7.87 | 5.57 | 4.34 | 8.74 | 7.52 | 13.76 | 16.74 | 8.29 | 6.29 | 5.08 | 6.42 | 5.70 | 6.62 | 7.25 |
| Draw Down(%) | NA | 6.56 | 24.94 | 24.94 | 24.94 | NA | NA | 29.39 | 1.72 | 6.56 | 21.78 | 7.58 | 20.62 | 4.04 | 14.42 | 1.45 | 8.05 | 8.01 | 5.03 | 4.75 | 3.19 | 8.95 | 5.96 | 16.07 | 27.72 | 4.73 | 5.76 | 3.09 | 5.17 | 3.22 | 7.60 | 8.49 |
| Yield(%) | NA | 4.73 | 4.37 | 5.13 | 4.58 | NA | NA | 4.34 | 0.00 | 5.04 | 3.98 | 4.07 | 11.04 | 1.87 | 5.44 | 0.37 | 2.10 | 7.83 | 4.39 | 5.78 | 3.97 | 2.90 | 3.97 | 3.91 | 5.60 | 4.84 | 3.84 | 3.13 | 2.75 | 3.22 | 4.90 | 4.80 |
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 |
|---|---|---|---|---|
| Ems Bp Llc 401 K Plan Strategic Asset Allocation - Equal Weight Moderate |
-3.69%
Feb 2006 - Feb 2009 |
0.53%
Feb 2004 - Feb 2009 |
5.35%
Jan 2006 - Jan 2016 |
5.58%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ems Bp Llc 401 K Plan Strategic Asset Allocation - Equal Weight Moderate |
20.46%
Dec 2018 - Dec 2021 |
14.90%
Oct 2016 - Oct 2021 |
10.67%
Nov 2011 - Nov 2021 |
9.29%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart