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 Strategic Asset Allocation - Optimal Moderate | NA | -1.18% | 3.54% | 3.44% | 7.94% | 6.53% | NA | 8.08% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Blue Pillar Inc 401k Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | -1.18 | 3.54 | 3.44 | 7.94 | 6.53 | NA | 8.08 | -3.62 | 9.43 | 3.01 | -0.77 | 4.41 | 15.11 | 13.13 | -1.68 | 16.25 | 36.11 | -33.77 | 16.85 | 10.33 | 10.16 | 9.58 | 49.50 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.57 | 0.28 | 0.26 | 0.82 | NA | NA | 0.61 | -0.57 | 1.77 | 0.34 | -0.09 | 0.66 | 2.13 | 1.78 | -0.12 | 1.39 | 2.09 | -1.43 | 1.27 | 0.83 | 0.94 | 0.94 | 4.93 | 1.18 | 0.01 |
| Standard Deviation(%) | NA | 8.65 | 7.48 | 7.55 | 10.12 | NA | NA | 10.74 | 8.65 | 4.99 | 8.26 | 8.60 | 6.61 | 7.08 | 7.33 | 14.25 | 11.62 | 17.23 | 24.34 | 10.89 | 8.51 | 8.49 | 9.15 | 9.90 | 0.01 | 0.05 |
| Draw Down(%) | NA | 10.55 | 10.55 | 13.00 | 15.16 | NA | NA | 44.54 | 10.55 | 2.44 | 8.34 | 9.91 | 5.44 | 6.50 | 6.64 | 15.16 | 9.24 | 15.08 | 40.24 | 8.13 | 8.31 | 6.30 | 8.35 | 4.16 | 0.00 | 0.00 |
| Yield(%) | NA | 4.66 | 2.14 | 3.34 | 2.94 | NA | NA | 2.87 | 4.63 | 0.14 | 1.58 | 4.71 | 5.55 | 2.91 | 2.47 | 2.87 | 2.91 | 1.48 | 2.05 | 4.89 | 6.03 | 2.87 | 1.01 | 2.16 | 1.11 | 2.31 |
Data as of 10/31/2018, 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 Strategic Asset Allocation - Optimal Moderate |
-9.36%
Feb 2006 - Feb 2009 |
-2.27%
Feb 2004 - Feb 2009 |
4.29%
Oct 2007 - Oct 2017 |
6.40%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blue Pillar Inc 401k Plan Strategic Asset Allocation - Optimal Moderate |
23.71%
Feb 2003 - Feb 2006 |
19.24%
Oct 2002 - Oct 2007 |
11.04%
Feb 2003 - Feb 2013 |
9.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart