Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHICAGO BRIDGE IRON SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 12.40% | 6.04% | 3.96% | 4.23% | 5.56% | 6.22% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHICAGO BRIDGE IRON SAVINGS 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 (%) | -0.37 | 12.40 | 6.04 | 3.96 | 4.23 | 5.56 | 6.22 | … | … | 1.55 | 25.46 | -13.37 | 6.83 | 5.69 | 11.95 | -1.76 | 14.37 | 3.87 | -1.13 | 1.80 | 17.62 | 7.54 | 0.36 | 6.61 | 13.77 | -3.32 | 10.54 | 12.16 | 6.43 | 10.77 | 16.78 | -3.64 | 1.60 |
| Sharpe Ratio | NA | 2.19 | 0.42 | 0.53 | 0.54 | NA | NA | … | … | 0.17 | 2.74 | -1.31 | 0.71 | 0.55 | 1.83 | -0.39 | 2.75 | 0.71 | -0.22 | 0.27 | 2.45 | 1.05 | 0.04 | 0.54 | 1.65 | -1.74 | 0.78 | 1.15 | 0.67 | 1.18 | 2.83 | -1.25 | -0.29 |
| Standard Deviation(%) | NA | 7.62 | 9.57 | 9.07 | 7.71 | NA | NA | … | … | 7.34 | 7.75 | 11.22 | 9.62 | 9.84 | 5.76 | 7.93 | 4.99 | 5.19 | 5.26 | 6.66 | 7.17 | 7.15 | 8.11 | 12.17 | 8.27 | 2.44 | 9.70 | 7.75 | 6.35 | 8.36 | 5.68 | 3.79 | 2.44 |
| Draw Down(%) | NA | 4.57 | 17.57 | 17.57 | 17.57 | NA | NA | … | … | 1.40 | 4.57 | 17.03 | 5.41 | 15.98 | 3.96 | 8.67 | 3.00 | 4.94 | 4.73 | 6.15 | 4.41 | 6.84 | 7.60 | 10.72 | 4.34 | 4.96 | 6.58 | 9.46 | 4.97 | 6.64 | 2.70 | 6.25 | 2.63 |
| Yield(%) | NA | 15.09 | 10.21 | 7.60 | 5.18 | NA | NA | … | … | 0.89 | 15.61 | 7.14 | 7.21 | 4.23 | 3.32 | 3.66 | 0.36 | 3.41 | 2.81 | 3.58 | 2.13 | 1.95 | 1.87 | 2.04 | 1.84 | 1.49 | 4.74 | 5.40 | 4.24 | 2.30 | 2.06 | 1.52 | 3.81 |
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 |
|---|---|---|---|---|
| CHICAGO BRIDGE IRON SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.99%
Jun 2019 – Jun 2022 |
1.41%
Oct 2017 – Oct 2022 |
4.23%
Dec 2012 – Dec 2022 |
4.32%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHICAGO BRIDGE IRON SAVINGS PLAN Tactical Asset Allocation Moderate |
13.33%
Apr 2003 – Apr 2006 |
12.04%
Oct 2002 – Oct 2007 |
8.47%
Sep 2003 – Sep 2013 |
8.00%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart