Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BERTELSMANN 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 14.96% | -1.85% | 3.23% | 3.44% | 5.47% | 6.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BERTELSMANN 401K 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 (%) | -1.35 | 14.96 | -1.85 | 3.23 | 3.44 | 5.47 | 6.02 | … | … | 0.55 | 0.36 | 2.70 | -15.25 | 13.37 | 12.10 | 7.79 | -2.78 | 9.54 | 6.34 | -3.12 | 4.18 | 13.30 | 9.46 | 4.85 | 15.20 | 15.74 | 3.98 | 1.85 | 12.82 | 4.15 | 12.93 | 12.76 | 11.10 | 6.13 |
| Sharpe Ratio | NA | -0.46 | -0.83 | -0.03 | 0.14 | NA | NA | … | … | 0.05 | -0.67 | -0.20 | -1.71 | 1.39 | 1.41 | 1.23 | -0.53 | 1.91 | 1.17 | -0.51 | 0.71 | 1.98 | 1.76 | 0.52 | 1.40 | 1.64 | 0.44 | -0.18 | 1.86 | 0.36 | 2.28 | 2.77 | 2.04 | 0.65 |
| Standard Deviation(%) | NA | 9.22 | 8.91 | 8.97 | 7.58 | NA | NA | … | … | 9.05 | 9.32 | 7.57 | 9.71 | 9.58 | 8.38 | 5.18 | 7.70 | 4.66 | 5.22 | 6.15 | 5.85 | 6.72 | 5.33 | 9.26 | 10.83 | 9.56 | 6.88 | 6.53 | 5.13 | 5.51 | 5.25 | 4.36 | 4.90 | 5.91 |
| Draw Down(%) | NA | 8.12 | 18.39 | 20.52 | 20.52 | NA | NA | … | … | 0.67 | 8.12 | 7.77 | 15.85 | 4.64 | 9.15 | 2.49 | 9.14 | 2.11 | 3.52 | 6.64 | 3.82 | 6.23 | 4.12 | 8.44 | 8.27 | 4.76 | 5.55 | 6.00 | 3.16 | 3.90 | 4.78 | 4.54 | 2.68 | 4.91 |
| Yield(%) | NA | 4.89 | 5.28 | 4.53 | 3.91 | NA | NA | … | … | NA | 1.00 | 4.40 | 4.46 | 5.75 | 4.51 | 2.89 | 2.62 | 0.47 | 3.49 | 5.43 | 4.22 | 3.60 | 4.99 | 5.99 | 5.75 | 6.52 | 5.66 | 3.65 | 5.59 | 4.58 | 6.60 | 5.50 | 7.32 | 7.90 |
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 |
|---|---|---|---|---|
| BERTELSMANN 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-4.41%
Dec 2021 – Dec 2024 |
0.93%
Sep 2018 – Sep 2023 |
2.57%
Oct 2013 – Oct 2023 |
4.90%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BERTELSMANN 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
14.16%
Apr 2009 – Apr 2012 |
12.68%
Feb 2009 – Feb 2014 |
10.31%
Apr 2001 – Apr 2011 |
8.49%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart