Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Boston Private Financial Holdings, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderate | NA | -2.55% | 4.33% | 5.95% | 4.33% | 6.35% | 7.23% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Boston Private Financial Holdings, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation 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 (%) | -0.34 | -2.55 | 4.33 | 5.95 | 4.33 | 6.35 | 7.23 | … | … | -1.26 | 9.21 | -15.06 | 15.86 | 23.80 | 14.45 | -4.03 | 10.98 | 2.10 | -4.58 | 3.65 | 14.99 | 8.20 | 1.15 | 9.92 | 17.12 | 0.30 | 10.69 | 19.13 | 6.75 | 12.20 | 16.16 | 5.25 | 8.51 |
| Sharpe Ratio | NA | -0.09 | -0.03 | 0.68 | 0.52 | NA | NA | … | … | -0.18 | 0.63 | -1.55 | 1.60 | 2.08 | 2.61 | -0.74 | 1.74 | 0.36 | -0.68 | 0.61 | 2.19 | 1.38 | 0.11 | 0.77 | 2.04 | -0.09 | 0.81 | 1.99 | 0.80 | 1.56 | 3.10 | 0.88 | 1.21 |
| Standard Deviation(%) | NA | 7.90 | 9.45 | 9.30 | 7.91 | NA | NA | … | … | 8.67 | 7.85 | 10.58 | 9.93 | 11.35 | 4.99 | 7.21 | 5.94 | 5.29 | 6.82 | 5.97 | 6.84 | 5.91 | 9.78 | 12.76 | 8.33 | 6.58 | 9.50 | 7.98 | 5.74 | 7.20 | 5.00 | 4.70 | 5.11 |
| Draw Down(%) | NA | 7.06 | 16.79 | 16.79 | 16.79 | NA | NA | … | … | 2.39 | 7.06 | 16.25 | 6.42 | 13.38 | 2.17 | 9.85 | 3.94 | 4.67 | 10.03 | 4.57 | 6.01 | 4.61 | 9.54 | 9.64 | 4.72 | 6.90 | 6.19 | 6.57 | 4.04 | 7.22 | 4.57 | 4.80 | 4.10 |
| Yield(%) | NA | 3.88 | 4.25 | 4.71 | 3.67 | NA | NA | … | … | 0.00 | 4.13 | 2.71 | 5.95 | 3.94 | 7.21 | 2.89 | 0.30 | 3.68 | 2.56 | 3.72 | 2.17 | 5.38 | 3.54 | 3.24 | 5.56 | 4.37 | 6.02 | 7.40 | 5.90 | 3.58 | 4.90 | 7.10 | 9.24 |
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 |
|---|---|---|---|---|
| Boston Private Financial Holdings, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderat |
0.32%
Dec 2013 – Dec 2016 |
1.47%
Dec 2013 – Dec 2018 |
4.33%
Oct 2013 – Oct 2023 |
6.02%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Boston Private Financial Holdings, Inc. 401(k) Profit Sharing Plan Tactical Asset Allocation Moderat |
17.97%
Dec 2018 – Dec 2021 |
13.98%
Oct 2002 – Oct 2007 |
11.12%
Apr 2001 – Apr 2011 |
8.72%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart