Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -6.48% | 1.03% | 2.57% | 7.46% | 6.42% | NA | 7.26% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bnp Paribas 401 K Savings Plan Strategic Asset Allocation - Equal Weight 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 (%) | 0.75 | -6.48 | 1.03 | 2.57 | 7.46 | 6.42 | NA | 7.26 | -5.30 | 6.83 | 2.43 | 0.76 | 6.47 | 10.35 | 14.16 | 0.74 | 14.85 | 24.92 | -21.60 | 6.51 | 14.12 | 8.81 | 14.32 | 20.21 | 4.54 | 7.89 |
| Sharpe Ratio | NA | -0.91 | 0.07 | 0.24 | 0.68 | NA | NA | 0.58 | -0.91 | 1.12 | 0.27 | 0.09 | 1.06 | 1.48 | 1.96 | 0.05 | 1.26 | 1.30 | -1.09 | 0.39 | 1.54 | 1.06 | 2.04 | 3.34 | 0.47 | 0.90 |
| Standard Deviation(%) | NA | 7.31 | 7.10 | 7.14 | 10.37 | NA | NA | 10.13 | 7.31 | 5.51 | 8.21 | 8.17 | 6.10 | 6.98 | 7.18 | 14.81 | 11.73 | 19.08 | 20.71 | 8.87 | 7.01 | 6.28 | 6.56 | 5.85 | 7.38 | 6.17 |
| Draw Down(%) | NA | 8.79 | 10.54 | 11.00 | 18.61 | NA | NA | 36.91 | 8.79 | 4.79 | 7.99 | 7.47 | 4.64 | 7.53 | 5.65 | 14.08 | 7.92 | 18.61 | 34.29 | 5.87 | 7.18 | 4.15 | 8.05 | 3.05 | 8.79 | 6.49 |
| Yield(%) | NA | 5.09 | 4.10 | 4.86 | 4.46 | NA | NA | 4.82 | 5.08 | 0.44 | 6.73 | 7.60 | 4.54 | 4.06 | 3.94 | 2.88 | 4.12 | 4.39 | 6.10 | 6.10 | 4.46 | 4.42 | 5.76 | 4.57 | 5.11 | 6.45 |
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 |
|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-7.46%
Feb 2006 - Feb 2009 |
-0.08%
Feb 2004 - Feb 2009 |
5.05%
May 2008 - May 2018 |
6.38%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
20.82%
Feb 2009 - Feb 2012 |
16.59%
Feb 2009 - Feb 2014 |
9.37%
Mar 2003 - Mar 2013 |
8.07%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart