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 Strategic Asset Allocation – Optimal Moderate | NA | -2.50% | 5.16% | 5.70% | 9.02% | 6.96% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAC FLORIDA BANK SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 1.49 | -2.50 | 5.16 | 5.70 | 9.02 | 6.96 | NA | … | … | -4.34 | 13.18 | 4.77 | 5.25 | 5.81 | 17.45 | 15.17 | -3.18 | 13.24 | 24.28 | -25.36 | 12.88 | 10.50 | 9.26 | 8.51 | 21.53 | -9.36 | -3.15 |
| Sharpe Ratio | NA | -0.68 | 0.49 | 0.59 | 0.83 | NA | NA | … | … | -0.68 | 3.04 | 0.55 | 0.59 | 0.90 | 2.48 | 1.91 | -0.21 | 1.12 | 1.43 | -1.17 | 1.05 | 1.00 | 1.21 | 1.07 | 2.35 | -0.85 | -0.46 |
| Standard Deviation(%) | NA | 8.34 | 7.22 | 7.43 | 10.27 | NA | NA | … | … | 8.34 | 4.13 | 8.33 | 8.84 | 6.46 | 7.03 | 7.92 | 15.54 | 11.72 | 16.97 | 22.52 | 9.37 | 7.19 | 5.84 | 7.09 | 8.86 | 12.33 | 11.99 |
| Draw Down(%) | NA | 10.26 | 10.26 | 10.26 | 18.08 | NA | NA | … | … | 10.26 | 1.84 | 8.01 | 7.38 | 4.98 | 6.00 | 6.15 | 16.35 | 9.50 | 18.08 | 34.99 | 6.20 | 7.71 | 3.95 | 5.85 | 7.06 | 17.25 | 15.98 |
| Yield(%) | NA | 3.86 | 2.49 | 3.96 | 3.99 | NA | NA | … | … | 3.84 | 0.38 | 3.16 | 7.55 | 4.87 | 4.02 | 4.40 | 2.92 | 4.17 | 4.15 | 4.46 | 7.58 | 5.45 | 2.65 | 2.80 | 2.78 | 3.32 | 3.52 |
Data as of 10/31/2018, 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 Strategic Asset Allocation – Optimal Moderate |
-6.69%
Feb 2006 – Feb 2009 |
-0.94%
Feb 2004 – Feb 2009 |
5.18%
Dec 2001 – Dec 2011 |
5.83%
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 Strategic Asset Allocation – Optimal Moderate |
18.12%
Feb 2009 – Feb 2012 |
16.15%
Feb 2009 – Feb 2014 |
9.46%
Nov 2008 – Nov 2018 |
8.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart