Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Babcock And Wilcox Company Thrift Plan Strategic Asset Allocation – Optimal Moderate | NA | 26.25% | 4.07% | 7.40% | 6.87% | 8.52% | 6.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Babcock And Wilcox Company Thrift 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 (%) | -0.97 | 26.25 | 4.07 | 7.40 | 6.87 | 8.52 | 6.78 | … | … | 0.21 | 10.71 | 16.28 | -14.35 | 13.60 | 9.20 | 19.02 | -3.27 | 9.35 | 8.43 | 1.78 | 7.24 | 17.46 | 11.52 | 2.46 | 17.12 | 21.20 | -25.20 | 5.93 | 7.17 | 5.72 | 12.99 | 21.48 | -7.73 | 5.15 |
| Sharpe Ratio | NA | 0.62 | -0.03 | 0.30 | 0.47 | NA | NA | … | … | 0.02 | 0.53 | 1.34 | -1.04 | 1.52 | 0.46 | 2.25 | -0.45 | 1.69 | 1.03 | 0.20 | 1.00 | 2.42 | 1.61 | 0.16 | 1.33 | 1.12 | -1.16 | 0.33 | 0.52 | 0.50 | 1.53 | 2.08 | -0.68 | 0.27 |
| Standard Deviation(%) | NA | 7.75 | 11.12 | 12.92 | 10.79 | NA | NA | … | … | 8.03 | 7.77 | 8.96 | 15.15 | 8.93 | 19.56 | 7.83 | 10.17 | 5.17 | 7.95 | 8.90 | 7.23 | 7.21 | 7.10 | 14.87 | 12.81 | 18.85 | 22.54 | 8.87 | 7.57 | 7.09 | 7.86 | 9.98 | 13.02 | 10.64 |
| Draw Down(%) | NA | 4.25 | 19.04 | 22.84 | 22.84 | NA | NA | … | … | 0.69 | 4.23 | 7.81 | 19.61 | 3.52 | 22.84 | 4.94 | 12.96 | 2.64 | 6.27 | 6.81 | 4.20 | 4.50 | 5.22 | 13.61 | 10.21 | 18.71 | 34.29 | 5.77 | 7.21 | 4.57 | 6.17 | 6.88 | 19.55 | 12.70 |
| Yield(%) | NA | 5.29 | 4.06 | 4.16 | 3.39 | NA | NA | … | … | NA | 0.75 | 5.03 | 2.96 | 3.73 | 3.61 | 5.24 | 1.65 | 0.46 | 2.30 | 4.17 | 4.43 | 2.53 | 2.79 | 2.01 | 2.26 | 2.74 | 2.55 | 8.42 | 3.88 | 3.50 | 2.87 | 2.46 | 3.20 | 3.83 |
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 |
|---|---|---|---|---|
| Babcock And Wilcox Company Thrift Plan Strategic Asset Allocation – Optimal Moderate |
-9.60%
Feb 2006 – Feb 2009 |
-2.89%
Feb 2004 – Feb 2009 |
5.15%
Aug 2001 – Aug 2011 |
5.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Babcock And Wilcox Company Thrift Plan Strategic Asset Allocation – Optimal Moderate |
20.23%
Feb 2009 – Feb 2012 |
17.20%
Feb 2009 – Feb 2014 |
11.34%
Feb 2009 – Feb 2019 |
9.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart