Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 10.40% | 9.61% | 8.82% | 10.19% | 10.72% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.54 | 10.40 | 9.61 | 8.82 | 10.19 | 10.72 | NA | … | … | 0.36 | 13.42 | 7.40 | 0.47 | 8.55 | 18.05 | 15.53 | 0.46 | 15.23 | 18.19 | 3.12 | 13.90 | 12.54 | 10.94 | 10.30 | 12.51 | -5.65 | -0.45 |
| Sharpe Ratio | NA | 0.11 | 0.89 | 0.81 | 1.07 | NA | NA | … | … | -0.09 | 3.06 | 0.88 | 0.05 | 1.10 | 2.50 | 2.10 | 0.03 | 1.51 | 1.91 | 0.37 | 1.08 | 1.16 | 1.34 | 1.18 | 1.63 | -0.98 | -0.37 |
| Standard Deviation(%) | NA | 8.05 | 7.26 | 7.71 | 9.07 | NA | NA | … | … | 8.51 | 4.18 | 8.14 | 9.32 | 7.75 | 7.21 | 7.37 | 15.22 | 10.06 | 9.46 | 5.96 | 10.08 | 8.01 | 6.55 | 7.92 | 7.23 | 6.89 | 7.54 |
| Draw Down(%) | NA | 7.06 | 8.76 | 9.95 | 14.35 | NA | NA | … | … | 7.06 | 1.64 | 7.10 | 8.49 | 4.83 | 5.55 | 5.20 | 14.35 | 7.78 | 4.44 | 5.01 | 6.91 | 9.51 | 4.80 | 7.03 | 5.65 | 8.97 | 11.09 |
| Yield(%) | NA | 3.51 | 3.97 | 4.30 | 4.57 | NA | NA | … | … | 0.87 | 4.03 | 2.97 | 6.82 | 4.42 | 4.31 | 5.94 | 2.86 | 4.29 | 5.33 | 9.12 | 8.84 | 6.65 | 2.61 | 2.56 | 3.09 | 4.98 | 7.30 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
2.54%
Oct 2001 – Oct 2004 |
6.21%
Feb 2001 – Feb 2006 |
8.23%
Sep 2001 – Sep 2011 |
8.52%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
15.80%
Oct 2004 – Oct 2007 |
13.98%
Feb 2009 – Feb 2014 |
12.34%
Aug 2004 – Aug 2014 |
10.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart