Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Blue Pillar Inc 401k Plan Tactical Asset Allocation Moderate | NA | 9.93% | 4.95% | 5.89% | 5.05% | 6.21% | NA | 5.91% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Blue Pillar Inc 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.97 | 9.93 | 4.95 | 5.89 | 5.05 | 6.21 | NA | 5.91 | 18.53 | 12.11 | -6.37 | 9.16 | 5.15 | -2.89 | 1.32 | 11.60 | 8.73 | -1.14 | 13.06 | 23.67 | -11.94 | 14.06 | 10.88 | 6.05 | 9.10 | 18.93 | -11.62 | 2.31 |
| Sharpe Ratio | NA | 1.61 | 0.85 | 0.92 | 0.76 | NA | NA | 0.70 | 1.53 | 2.26 | -1.06 | 1.78 | 1.07 | -0.43 | 0.21 | 1.94 | 2.19 | -0.13 | 1.20 | 3.58 | -2.15 | 0.85 | 0.79 | 0.76 | 1.43 | 2.87 | -1.55 | 0.01 |
| Standard Deviation(%) | NA | 11.80 | 8.47 | 7.19 | 6.91 | NA | NA | 7.44 | 11.99 | 4.73 | 7.23 | 4.78 | 4.62 | 6.86 | 6.26 | 5.95 | 3.96 | 8.93 | 10.85 | 6.59 | 5.98 | 13.05 | 9.64 | 5.10 | 5.70 | 6.35 | 8.19 | 0.05 |
| Draw Down(%) | NA | 16.67 | 16.67 | 16.67 | 16.67 | NA | NA | 18.89 | 16.67 | 3.68 | 11.34 | 2.99 | 4.46 | 9.19 | 5.86 | 4.93 | 4.08 | 12.15 | 9.73 | 3.91 | 12.06 | 10.13 | 12.34 | 3.26 | 5.77 | 2.85 | 12.80 | 0.00 |
| Yield(%) | NA | 8.53 | 5.57 | 4.09 | 4.43 | NA | NA | 3.90 | 8.27 | 5.41 | 2.90 | 0.44 | 3.07 | 2.90 | 4.24 | 4.86 | 4.42 | 7.08 | 4.22 | 3.32 | 3.00 | 3.49 | 3.16 | 3.24 | 5.53 | 1.57 | 0.74 | 2.31 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| Blue Pillar Inc 401k Plan Tactical Asset Allocation Moderate |
1.01%
Feb 2014 - Feb 2017 |
1.12%
Dec 2013 - Dec 2018 |
3.63%
Mar 2010 - Mar 2020 |
5.32%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blue Pillar Inc 401k Plan Tactical Asset Allocation Moderate |
15.01%
Oct 2004 - Oct 2007 |
13.61%
Oct 2002 - Oct 2007 |
9.13%
May 2003 - May 2013 |
7.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart