Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BALBOA CAPITAL CORPORATION 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.60% | 4.80% | 5.32% | 8.84% | 6.64% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BALBOA CAPITAL CORPORATION 401K 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 (%) | 1.48 | -2.60 | 4.80 | 5.32 | 8.84 | 6.64 | NA | … | … | -4.49 | 12.79 | 4.68 | 4.11 | 5.40 | 17.29 | 14.90 | -1.58 | 12.98 | 23.71 | -24.88 | 10.27 | 9.62 | 10.61 | 8.81 | 12.45 | 3.31 | 2.31 |
| Sharpe Ratio | NA | -0.70 | 0.47 | 0.54 | 0.83 | NA | NA | … | … | -0.70 | 2.94 | 0.55 | 0.48 | 0.84 | 2.47 | 1.88 | -0.10 | 1.11 | 1.40 | -1.13 | 0.78 | 0.92 | 1.47 | 1.13 | 2.79 | 0.53 | 0.00 |
| Standard Deviation(%) | NA | 8.31 | 7.11 | 7.28 | 10.16 | NA | NA | … | … | 8.31 | 4.13 | 8.07 | 8.55 | 6.38 | 6.97 | 7.88 | 15.37 | 11.59 | 16.90 | 22.78 | 9.26 | 6.87 | 5.75 | 6.98 | 4.22 | 4.17 | 4.77 |
| Draw Down(%) | NA | 10.34 | 10.34 | 10.34 | 18.06 | NA | NA | … | … | 10.34 | 1.80 | 7.93 | 7.05 | 4.78 | 5.99 | 6.32 | 15.21 | 9.36 | 18.06 | 35.62 | 6.27 | 7.42 | 3.94 | 6.17 | 3.43 | 3.58 | 2.97 |
| Yield(%) | NA | 3.92 | 2.40 | 3.46 | 3.61 | NA | NA | … | … | 3.91 | 0.31 | 2.83 | 6.45 | 3.82 | 3.78 | 3.85 | 2.91 | 4.27 | 3.63 | 4.30 | 7.08 | 6.03 | 2.78 | 2.71 | 4.55 | 6.56 | 4.73 |
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 |
|---|---|---|---|---|
| BALBOA CAPITAL CORPORATION 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.44%
Feb 2006 – Feb 2009 |
-1.08%
Feb 2004 – Feb 2009 |
5.31%
Sep 2001 – Sep 2011 |
6.34%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BALBOA CAPITAL CORPORATION 401K PLAN Strategic Asset Allocation – Optimal Moderate |
18.44%
Feb 2009 – Feb 2012 |
16.23%
Feb 2009 – Feb 2014 |
9.37%
Nov 2008 – Nov 2018 |
7.74%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart