Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BAKER BOOK HOUSE EMPLOYEES` PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 6.21% | 8.98% | 8.40% | 10.05% | 10.53% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAKER BOOK HOUSE EMPLOYEES` PROFIT SHARING 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 (%) | 0.55 | 6.21 | 8.98 | 8.40 | 10.05 | 10.53 | NA | … | … | -3.37 | 13.02 | 8.95 | 1.64 | 7.89 | 18.06 | 16.63 | -0.07 | 13.42 | 19.95 | 2.28 | 11.06 | 11.87 | 10.96 | 13.77 | 11.76 | -0.89 | 8.31 |
| Sharpe Ratio | NA | -0.36 | 0.72 | 0.74 | 1.04 | NA | NA | … | … | -0.51 | 2.73 | 1.00 | 0.18 | 1.06 | 2.48 | 2.05 | -0.01 | 1.32 | 2.10 | 0.23 | 0.86 | 1.20 | 1.35 | 1.60 | 1.58 | -0.34 | 0.87 |
| Standard Deviation(%) | NA | 8.29 | 7.62 | 7.73 | 9.12 | NA | NA | … | … | 8.73 | 4.53 | 8.73 | 8.78 | 7.43 | 7.27 | 8.09 | 14.98 | 10.13 | 9.45 | 5.94 | 9.38 | 7.18 | 6.50 | 8.04 | 7.01 | 5.84 | 6.90 |
| Draw Down(%) | NA | 9.22 | 9.22 | 10.27 | 15.08 | NA | NA | … | … | 9.22 | 2.15 | 7.30 | 8.57 | 5.10 | 5.14 | 5.76 | 15.08 | 8.35 | 4.57 | 5.01 | 6.46 | 8.28 | 4.31 | 6.33 | 6.26 | 5.65 | 5.88 |
| Yield(%) | NA | 3.17 | 5.00 | 4.90 | 4.79 | NA | NA | … | … | 1.67 | 4.30 | 5.00 | 5.94 | 6.17 | 3.55 | 4.53 | 3.09 | 4.41 | 5.36 | 9.00 | 7.63 | 5.38 | 4.21 | 3.41 | 3.44 | 5.10 | 8.94 |
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 |
|---|---|---|---|---|
| BAKER BOOK HOUSE EMPLOYEES` PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
5.01%
Sep 2001 – Sep 2004 |
5.86%
Oct 2013 – Oct 2018 |
8.45%
Sep 2001 – Sep 2011 |
9.11%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAKER BOOK HOUSE EMPLOYEES` PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
16.07%
Sep 2011 – Sep 2014 |
14.06%
Feb 2009 – Feb 2014 |
12.08%
Jul 2003 – Jul 2013 |
10.93%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart