Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Burlington Northern Santa Fe (BNSF) 401K Master Trust Tactical Asset Allocation Moderate | NA | 22.92% | -1.34% | 5.04% | 4.61% | 5.55% | 6.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Burlington Northern Santa Fe (BNSF) 401K Master Trust 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 (%) | -1.16 | 22.92 | -1.34 | 5.04 | 4.61 | 5.55 | 6.49 | … | … | 0.49 | 13.16 | 13.15 | -21.59 | 6.64 | 20.16 | 12.34 | -0.76 | 14.20 | 4.07 | -6.37 | 2.12 | 12.57 | 5.21 | 5.70 | 8.91 | 16.40 | 0.47 | 10.59 | 12.97 | 4.99 | 10.66 | 14.50 | 4.53 | 7.64 |
| Sharpe Ratio | NA | 0.89 | -0.31 | 0.25 | 0.37 | NA | NA | … | … | 0.04 | 0.67 | 0.93 | -1.92 | 0.60 | 2.27 | 2.10 | -0.26 | 2.29 | 0.86 | -1.03 | 0.36 | 1.80 | 0.90 | 0.73 | 0.88 | 2.04 | -0.07 | 0.78 | 1.24 | 0.50 | 1.48 | 2.57 | 0.76 | 0.89 |
| Standard Deviation(%) | NA | 9.73 | 10.55 | 10.31 | 8.45 | NA | NA | … | … | 11.63 | 9.81 | 9.59 | 11.94 | 10.94 | 8.79 | 5.20 | 7.83 | 5.93 | 4.52 | 6.19 | 5.91 | 6.96 | 5.75 | 7.74 | 10.00 | 7.98 | 6.25 | 9.69 | 7.80 | 5.61 | 6.56 | 5.38 | 4.47 | 5.99 |
| Draw Down(%) | NA | 5.84 | 21.71 | 24.66 | 24.66 | NA | NA | … | … | 0.98 | 5.84 | 8.83 | 22.63 | 6.16 | 9.22 | 3.52 | 7.40 | 3.94 | 3.48 | 9.82 | 5.23 | 5.96 | 5.24 | 4.83 | 8.78 | 3.54 | 7.78 | 6.55 | 8.90 | 4.17 | 6.41 | 4.67 | 3.54 | 4.12 |
| Yield(%) | NA | 4.00 | 4.75 | 4.37 | 3.25 | NA | NA | … | … | NA | 0.80 | 3.77 | 3.60 | 5.75 | 4.56 | 3.82 | 1.25 | 0.16 | 4.20 | 2.41 | 2.53 | 2.58 | 3.30 | 4.44 | 3.51 | 4.29 | 4.04 | 5.71 | 6.96 | 4.00 | 4.00 | 5.43 | 4.57 | 6.79 |
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 |
|---|---|---|---|---|
| Burlington Northern Santa Fe (BNSF) 401K Master Trust Tactical Asset Allocation Moderate |
-2.93%
Apr 2021 – Apr 2024 |
1.99%
Sep 2018 – Sep 2023 |
2.88%
Oct 2013 – Oct 2023 |
4.80%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Burlington Northern Santa Fe (BNSF) 401K Master Trust Tactical Asset Allocation Moderate |
12.91%
Dec 2018 – Dec 2021 |
11.46%
Oct 2002 – Oct 2007 |
9.55%
Apr 2001 – Apr 2011 |
7.99%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart