Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BAKER 401(k) PLAN Strategic Asset Allocation – Equal Weight Moderate | NA | 4.86% | 2.75% | 7.49% | 6.93% | 8.50% | 7.29% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAKER 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 | Common | 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 (%) | -0.80 | 4.86 | 2.75 | 7.49 | 6.93 | 8.50 | 7.29 | … | … | 2.22 | 15.51 | -12.37 | 7.01 | 30.03 | 18.30 | -2.27 | 12.21 | 6.22 | 6.08 | 3.18 | 13.56 | 12.59 | 0.54 | 11.08 | 23.52 | -18.66 | 11.80 | 10.18 | 6.76 | 9.82 | 18.57 | -0.97 | 4.54 |
| Sharpe Ratio | NA | 1.05 | 0.14 | 0.69 | 0.68 | NA | NA | … | … | 0.25 | 1.36 | -0.96 | 0.65 | 1.59 | 2.23 | -0.35 | 2.26 | 0.76 | 0.67 | 0.41 | 2.11 | 1.99 | 0.05 | 1.30 | 1.62 | -1.25 | 1.13 | 1.08 | 0.87 | 1.30 | 2.58 | -0.27 | 0.30 |
| Standard Deviation(%) | NA | 8.25 | 11.33 | 12.63 | 10.66 | NA | NA | … | … | 7.87 | 8.29 | 14.40 | 10.71 | 18.79 | 7.58 | 10.32 | 5.12 | 7.96 | 9.01 | 7.64 | 6.40 | 6.31 | 10.76 | 8.43 | 14.50 | 15.67 | 7.81 | 6.41 | 5.29 | 6.82 | 6.92 | 7.79 | 7.33 |
| Draw Down(%) | NA | 6.28 | 18.50 | 19.75 | 19.75 | NA | NA | … | … | 1.58 | 6.28 | 18.05 | 7.20 | 19.75 | 3.53 | 12.77 | 3.86 | 7.80 | 6.69 | 5.21 | 6.33 | 4.72 | 9.72 | 6.45 | 15.24 | 27.65 | 5.42 | 6.93 | 3.71 | 6.15 | 5.46 | 11.68 | 8.52 |
| Yield(%) | NA | 3.71 | 5.05 | 4.94 | 4.83 | NA | NA | … | … | 0.00 | 3.98 | 2.99 | 8.29 | 8.20 | 1.51 | 5.16 | 0.41 | 4.36 | 7.64 | 6.00 | 5.72 | 3.63 | 3.09 | 4.00 | 3.85 | 3.12 | 6.11 | 3.68 | 4.37 | 4.42 | 3.29 | 3.78 | 4.57 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAKER 401(k) PLAN Strategic Asset Allocation – Equal Weight Moderate |
-4.21%
Feb 2006 – Feb 2009 |
0.41%
Feb 2004 – Feb 2009 |
6.10%
Jan 2006 – Jan 2016 |
6.40%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAKER 401(k) PLAN Strategic Asset Allocation – Equal Weight Moderate |
18.08%
Dec 2018 – Dec 2021 |
14.73%
Feb 2009 – Feb 2014 |
10.38%
Feb 2009 – Feb 2019 |
9.21%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart