Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BJC 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.56% | 4.31% | 9.70% | 7.74% | 8.35% | 6.82% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BJC 401K PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.86 | 22.56 | 4.31 | 9.70 | 7.74 | 8.35 | 6.82 | … | … | 0.55 | 8.02 | 11.55 | -8.94 | 10.37 | 26.38 | 17.20 | -2.36 | 10.52 | 6.61 | -1.01 | 3.91 | 15.83 | 13.23 | -1.41 | 12.90 | 27.40 | -29.35 | 6.38 | 9.72 | 6.82 | 13.94 | 23.75 | -1.44 | 6.06 |
| Sharpe Ratio | NA | 0.30 | -0.08 | 0.52 | 0.55 | NA | NA | … | … | 0.06 | 0.17 | 0.87 | -0.73 | 1.14 | 1.37 | 1.82 | -0.33 | 2.07 | 0.73 | -0.12 | 0.56 | 2.17 | 1.71 | -0.09 | 1.06 | 1.43 | -1.31 | 0.37 | 0.78 | 0.66 | 1.52 | 2.64 | -0.23 | 0.41 |
| Standard Deviation(%) | NA | 8.43 | 10.67 | 12.56 | 10.77 | NA | NA | … | … | 7.76 | 8.47 | 8.38 | 14.14 | 9.05 | 19.05 | 8.69 | 11.10 | 4.77 | 8.82 | 8.61 | 6.92 | 7.27 | 7.71 | 15.53 | 12.09 | 19.06 | 23.19 | 9.15 | 8.29 | 7.05 | 8.52 | 8.72 | 11.02 | 9.17 |
| Draw Down(%) | NA | 6.17 | 19.19 | 24.06 | 24.06 | NA | NA | … | … | 0.58 | 6.15 | 7.38 | 19.19 | 4.63 | 24.06 | 4.64 | 13.31 | 2.07 | 7.71 | 8.55 | 6.02 | 5.49 | 6.36 | 16.51 | 10.05 | 20.03 | 39.40 | 6.59 | 9.98 | 5.75 | 8.42 | 7.59 | 15.46 | 10.92 |
| Yield(%) | NA | 4.31 | 4.43 | 3.92 | 3.74 | NA | NA | … | … | NA | 0.73 | 4.29 | 3.89 | 4.59 | 4.30 | 2.16 | 7.66 | 0.62 | 2.76 | 3.63 | 3.53 | 4.35 | 3.98 | 2.76 | 2.16 | 3.14 | 5.01 | 6.86 | 4.29 | 3.25 | 3.64 | 3.96 | 5.04 | 4.36 |
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 |
|---|---|---|---|---|
| BJC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-11.36%
Feb 2006 – Feb 2009 |
-3.55%
Feb 2004 – Feb 2009 |
3.89%
Feb 2006 – Feb 2016 |
4.54%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
20.30%
Feb 2009 – Feb 2012 |
16.82%
Feb 2009 – Feb 2014 |
10.86%
Feb 2009 – Feb 2019 |
10.27%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart