Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRIGHAM, INC. 401(k) PLAN Tactical Asset Allocation Moderate | NA | 20.67% | 1.56% | 6.27% | 5.04% | 5.27% | 9.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRIGHAM, INC. 401(k) 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 (%) | -0.79 | 20.67 | 1.56 | 6.27 | 5.04 | 5.27 | 9.28 | … | … | 0.57 | 4.51 | 10.13 | -13.17 | 12.08 | 12.36 | 8.57 | -0.43 | 9.16 | 3.54 | -0.92 | 1.99 | 15.12 | 3.85 | -3.07 | 7.46 | 108.36 | -4.50 | 15.39 | 12.83 | 4.43 | 8.27 | 13.43 | 1.63 | 6.98 |
| Sharpe Ratio | NA | -0.09 | -0.31 | 0.23 | 0.35 | NA | NA | … | … | 0.06 | -0.18 | 0.77 | -1.66 | 1.17 | 1.36 | 1.64 | -0.24 | 1.77 | 0.88 | -0.20 | 0.30 | 2.09 | 0.61 | -0.34 | 0.72 | 1.95 | -1.25 | 1.22 | 1.17 | 0.36 | 1.02 | 2.36 | 0.16 | 1.14 |
| Standard Deviation(%) | NA | 11.52 | 9.45 | 9.55 | 7.66 | NA | NA | … | … | 8.83 | 11.53 | 7.66 | 8.79 | 10.28 | 8.93 | 4.38 | 7.30 | 4.83 | 3.78 | 4.68 | 6.52 | 7.21 | 6.21 | 9.15 | 10.27 | 55.38 | 4.33 | 10.20 | 8.18 | 6.26 | 7.20 | 5.39 | 3.17 | 4.09 |
| Draw Down(%) | NA | 10.44 | 11.94 | 15.91 | 15.91 | NA | NA | … | … | 0.64 | 10.44 | 6.41 | 13.89 | 4.65 | 10.45 | 2.69 | 6.07 | 2.09 | 3.27 | 4.94 | 6.47 | 4.88 | 7.37 | 10.42 | 10.79 | 4.77 | 7.09 | 7.19 | 10.20 | 5.07 | 7.74 | 4.39 | 3.39 | 2.77 |
| Yield(%) | NA | 3.20 | 4.55 | 4.13 | 3.56 | NA | NA | … | … | NA | 0.75 | 2.96 | 3.11 | 7.15 | 3.29 | 4.64 | 2.96 | 0.23 | 2.52 | 5.12 | 3.50 | 8.86 | 3.83 | 1.75 | 3.46 | 5.08 | 2.65 | 5.12 | 2.52 | 1.67 | 3.47 | 2.95 | 5.24 | 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 |
|---|---|---|---|---|
| BRIGHAM, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
-0.02%
Dec 2021 – Dec 2024 |
2.48%
Apr 2011 – Apr 2016 |
3.46%
Oct 2013 – Oct 2023 |
4.50%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRIGHAM, INC. 401(k) PLAN Tactical Asset Allocation Moderate |
33.15%
Mar 2007 – Mar 2010 |
24.31%
Apr 2005 – Apr 2010 |
14.88%
Apr 2001 – Apr 2011 |
11.12%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart