Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Brown-Forman Corporation Savings Plan Tactical Asset Allocation Moderate | NA | 23.74% | 0.90% | 5.04% | 4.59% | 5.43% | 6.20% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Brown-Forman Corporation Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.01 | 23.74 | 0.90 | 5.04 | 4.59 | 5.43 | 6.20 | … | … | 0.36 | 7.72 | 14.60 | -17.58 | 8.10 | 13.48 | 9.44 | -0.47 | 11.73 | 1.34 | -0.77 | 0.71 | 15.43 | 7.49 | -0.18 | 9.86 | 16.09 | -3.44 | 9.81 | 13.37 | 5.22 | 10.61 | 17.95 | 3.34 | 6.98 |
| Sharpe Ratio | NA | 0.28 | -0.25 | 0.20 | 0.33 | NA | NA | … | … | 0.04 | 0.13 | 1.15 | -1.28 | 0.96 | 1.49 | 1.89 | -0.24 | 2.43 | 0.28 | -0.16 | 0.11 | 2.30 | 1.53 | -0.02 | 0.89 | 1.98 | -1.05 | 0.71 | 1.43 | 0.54 | 1.34 | 3.09 | 0.53 | 1.14 |
| Standard Deviation(%) | NA | 8.84 | 11.25 | 10.30 | 8.17 | NA | NA | … | … | 7.42 | 8.90 | 8.98 | 14.81 | 8.43 | 8.89 | 4.26 | 7.44 | 4.57 | 4.08 | 5.10 | 6.43 | 6.69 | 4.86 | 8.72 | 11.02 | 8.06 | 4.15 | 9.61 | 7.06 | 5.66 | 7.23 | 5.59 | 4.19 | 4.09 |
| Draw Down(%) | NA | 5.36 | 22.52 | 24.80 | 24.80 | NA | NA | … | … | 0.62 | 5.35 | 9.66 | 23.39 | 4.67 | 10.68 | 2.89 | 6.44 | 2.27 | 3.86 | 4.43 | 5.97 | 5.03 | 4.51 | 8.40 | 9.55 | 4.26 | 6.76 | 7.31 | 7.89 | 4.80 | 6.28 | 3.58 | 4.77 | 2.77 |
| Yield(%) | NA | 3.36 | 3.46 | 3.38 | 3.10 | NA | NA | … | … | NA | 0.75 | 3.29 | 2.51 | 3.80 | 4.60 | 2.76 | 1.28 | 0.23 | 3.13 | 5.12 | 4.03 | 3.25 | 4.14 | 2.20 | 4.27 | 4.40 | 2.66 | 4.54 | 3.41 | 1.99 | 5.79 | 3.62 | 5.32 | 6.93 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Brown-Forman Corporation Savings Plan Tactical Asset Allocation Moderate |
-1.33%
Sep 2019 – Sep 2022 |
0.76%
Sep 2017 – Sep 2022 |
2.65%
Oct 2013 – Oct 2023 |
3.95%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Brown-Forman Corporation Savings Plan Tactical Asset Allocation Moderate |
12.93%
Apr 2003 – Apr 2006 |
12.28%
Oct 2002 – Oct 2007 |
9.36%
Apr 2001 – Apr 2011 |
7.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart