Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 0.01% | 5.00% | 5.89% | 9.42% | 6.87% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BACK BAY 401K SAVINGS 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 (%) | 1.07 | 0.01 | 5.00 | 5.89 | 9.42 | 6.87 | NA | … | … | -1.30 | 12.06 | 4.34 | 1.22 | 8.71 | 18.22 | 14.15 | 2.97 | 12.83 | 22.78 | -22.18 | 7.54 | 8.14 | 9.66 | 8.10 | 5.57 | 10.15 | 8.65 |
| Sharpe Ratio | NA | -0.30 | 0.56 | 0.59 | 0.93 | NA | NA | … | … | -0.30 | 2.47 | 0.52 | 0.14 | 1.26 | 2.60 | 1.90 | 0.21 | 1.20 | 1.40 | -1.03 | 0.51 | 0.74 | 1.29 | 1.09 | 1.11 | 2.22 | 1.17 |
| Standard Deviation(%) | NA | 8.85 | 7.39 | 7.57 | 9.79 | NA | NA | … | … | 8.85 | 4.63 | 8.00 | 8.68 | 6.90 | 7.00 | 7.41 | 13.98 | 10.64 | 16.15 | 22.49 | 8.85 | 6.55 | 5.79 | 6.54 | 4.40 | 4.08 | 5.43 |
| Draw Down(%) | NA | 8.71 | 8.71 | 8.71 | 17.79 | NA | NA | … | … | 8.71 | 2.43 | 6.84 | 6.85 | 4.50 | 5.51 | 5.12 | 12.21 | 8.91 | 17.79 | 32.56 | 5.23 | 6.13 | 3.75 | 5.57 | 4.90 | 2.44 | 4.10 |
| Yield(%) | NA | 3.63 | 2.21 | 2.70 | 3.30 | NA | NA | … | … | 3.61 | 0.38 | 2.55 | 4.90 | 2.02 | 4.28 | 3.91 | 2.73 | 4.14 | 3.99 | 4.34 | 5.51 | 4.70 | 2.77 | 2.69 | 5.25 | 8.14 | 8.82 |
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 |
|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-7.47%
Feb 2006 – Feb 2009 |
-1.38%
Feb 2004 – Feb 2009 |
5.14%
Sep 2001 – Sep 2011 |
6.85%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BACK BAY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.59%
Feb 2009 – Feb 2012 |
17.05%
Feb 2009 – Feb 2014 |
9.90%
Nov 2008 – Nov 2018 |
7.40%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart