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 for Collectively Bargained Employees Tactical Asset Allocation Moderate | NA | 23.73% | 0.89% | 5.03% | 4.58% | 5.42% | 6.23% | … | … |
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 for Collectively Bargained Employees 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 | 23.73 | 0.89 | 5.03 | 4.58 | 5.42 | 6.23 | … | … | 0.36 | 7.73 | 14.59 | -17.60 | 8.09 | 13.47 | 9.44 | -0.48 | 11.73 | 1.34 | -0.77 | 0.69 | 15.42 | 7.49 | -0.19 | 9.85 | 16.07 | -3.24 | 10.76 | 12.54 | 5.54 | 10.48 | 17.94 | 3.75 | 6.98 |
| Sharpe Ratio | NA | 0.28 | -0.25 | 0.19 | 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 | -0.03 | 0.89 | 1.98 | -1.00 | 0.83 | 1.28 | 0.60 | 1.34 | 3.15 | 0.66 | 1.14 |
| Standard Deviation(%) | NA | 8.82 | 11.24 | 10.29 | 8.17 | NA | NA | … | … | 7.45 | 8.88 | 8.96 | 14.81 | 8.42 | 8.89 | 4.26 | 7.44 | 4.57 | 4.07 | 5.11 | 6.43 | 6.69 | 4.86 | 8.72 | 11.02 | 8.06 | 4.15 | 9.41 | 7.27 | 5.61 | 7.13 | 5.48 | 3.97 | 4.09 |
| Draw Down(%) | NA | 5.35 | 22.53 | 24.81 | 24.81 | NA | NA | … | … | 0.62 | 5.34 | 9.66 | 23.39 | 4.67 | 10.68 | 2.89 | 6.44 | 2.24 | 3.86 | 4.44 | 5.97 | 5.02 | 4.51 | 8.41 | 9.55 | 4.26 | 6.63 | 6.89 | 8.50 | 4.76 | 6.43 | 3.50 | 4.45 | 2.77 |
| Yield(%) | NA | 3.34 | 3.44 | 3.36 | 3.10 | NA | NA | … | … | NA | 0.75 | 3.28 | 2.49 | 3.78 | 4.59 | 2.74 | 1.28 | 0.23 | 3.13 | 5.15 | 4.03 | 3.23 | 4.14 | 2.20 | 4.24 | 4.37 | 2.66 | 5.38 | 4.37 | 2.19 | 5.55 | 3.53 | 5.31 | 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 for Collectively Bargained Employees Tactical Asset Allocation |
-1.33%
Sep 2019 – Sep 2022 |
0.76%
Sep 2017 – Sep 2022 |
2.64%
Oct 2013 – Oct 2023 |
3.98%
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 for Collectively Bargained Employees Tactical Asset Allocation |
12.90%
Apr 2003 – Apr 2006 |
12.28%
Oct 2002 – Oct 2007 |
9.45%
Apr 2001 – Apr 2011 |
7.76%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart