Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 31.03% | 6.58% | 8.23% | 4.79% | 4.76% | 5.56% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BorgWarner Inc. Retirement 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 (%) | -1.00 | 31.03 | 6.58 | 8.23 | 4.79 | 4.76 | 5.56 | … | … | 1.28 | 21.66 | 21.63 | -12.67 | 5.68 | 10.60 | 5.62 | -2.27 | 7.45 | 0.39 | -1.55 | -2.80 | 14.67 | 8.13 | -2.92 | 3.45 | 11.19 | -6.64 | 11.58 | 14.39 | 8.79 | 11.67 | 20.73 | -4.53 | 0.24 |
| Sharpe Ratio | NA | 1.89 | 0.65 | 0.67 | 0.47 | NA | NA | … | … | 0.14 | 1.61 | 2.05 | -1.14 | 0.62 | 1.38 | 0.86 | -0.48 | 1.00 | 0.04 | -0.32 | -0.49 | 1.88 | 1.34 | -0.27 | 0.31 | 1.21 | -1.62 | 0.76 | 1.35 | 1.02 | 1.21 | 3.17 | -1.46 | -1.38 |
| Standard Deviation(%) | NA | 9.25 | 10.16 | 9.52 | 7.90 | NA | NA | … | … | 8.60 | 9.34 | 8.48 | 12.32 | 9.18 | 7.49 | 4.93 | 7.44 | 6.84 | 4.52 | 4.92 | 5.75 | 7.78 | 6.04 | 11.13 | 10.73 | 9.15 | 4.68 | 11.25 | 8.24 | 6.50 | 8.87 | 6.33 | 3.86 | 1.50 |
| Draw Down(%) | NA | 4.55 | 16.63 | 22.09 | 22.09 | NA | NA | … | … | 0.41 | 4.55 | 6.24 | 19.33 | 6.71 | 6.90 | 4.34 | 9.09 | 5.54 | 4.25 | 5.52 | 6.76 | 5.24 | 4.33 | 11.11 | 12.09 | 5.23 | 7.30 | 7.78 | 10.01 | 4.60 | 7.27 | 2.73 | 7.27 | 1.82 |
| Yield(%) | NA | 14.05 | 10.07 | 6.97 | 4.37 | NA | NA | … | … | NA | 4.53 | 13.66 | 6.44 | 4.54 | 2.43 | 2.50 | 1.12 | 0.65 | 4.99 | 0.96 | 0.98 | 6.15 | 1.33 | 1.53 | 0.78 | 0.92 | 0.69 | 3.72 | 3.51 | 4.28 | 1.54 | 2.01 | 0.92 | 2.25 |
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 |
|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.36%
Oct 2017 – Oct 2020 |
-0.42%
Jun 2017 – Jun 2022 |
1.93%
Oct 2013 – Oct 2023 |
2.09%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BorgWarner Inc. Retirement Savings Plan Tactical Asset Allocation Moderate |
17.00%
Apr 2003 – Apr 2006 |
13.98%
Oct 2002 – Oct 2007 |
8.25%
Apr 2003 – Apr 2013 |
6.69%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart