Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPAS Benefits Plan Administrations Plan Tactical Asset Allocation Moderate | NA | 11.48% | 6.32% | 7.31% | 9.55% | 10.63% | NA | … | … |
Data as of 12/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPAS Benefits Plan Administrations Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/23/2018 |
| 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 (%) | 0.14 | 11.48 | 6.32 | 7.31 | 9.55 | 10.63 | NA | … | … | 1.40 | 11.73 | 7.29 | 1.06 | 3.06 | 14.01 | 13.14 | 4.85 | 17.00 | 25.86 | 0.12 | 8.85 | 21.92 | 5.32 | 11.86 | 16.64 | 3.67 | 6.34 |
| Sharpe Ratio | NA | 1.77 | 0.61 | 0.85 | 0.98 | NA | NA | … | … | 0.10 | 2.07 | 0.84 | 0.11 | 0.37 | 1.94 | 1.78 | 0.31 | 1.44 | 2.35 | -0.14 | 0.46 | 1.90 | 0.36 | 1.23 | 2.47 | 0.47 | 0.72 |
| Standard Deviation(%) | NA | 6.84 | 8.14 | 8.07 | 9.51 | NA | NA | … | … | 11.78 | 5.37 | 8.42 | 9.18 | 8.11 | 7.20 | 7.35 | 15.40 | 11.71 | 10.98 | 5.82 | 12.75 | 9.82 | 8.70 | 8.85 | 6.45 | 5.39 | 5.56 |
| Draw Down(%) | NA | 6.37 | 9.62 | 9.81 | 13.13 | NA | NA | … | … | 6.37 | 3.30 | 5.98 | 9.40 | 7.60 | 7.25 | 5.41 | 13.13 | 8.48 | 5.12 | 4.99 | 8.83 | 5.77 | 6.02 | 9.20 | 3.77 | 4.40 | 4.11 |
| Yield(%) | NA | 1.25 | 2.37 | 2.26 | 2.73 | NA | NA | … | … | 0.10 | 1.37 | 3.44 | 2.38 | 2.60 | 1.71 | 4.10 | 2.60 | 3.28 | 3.53 | 3.63 | 3.57 | 4.31 | 3.72 | 3.50 | 3.14 | 5.91 | 7.84 |
Data as of 12/29/2017, 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 |
|---|---|---|---|---|
| BPAS Benefits Plan Administrations Plan Tactical Asset Allocation Moderate |
3.38%
Mar 2014 – Mar 2017 |
5.49%
Feb 2011 – Feb 2016 |
8.70%
May 2007 – May 2017 |
9.81%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPAS Benefits Plan Administrations Plan Tactical Asset Allocation Moderate |
18.39%
Apr 2009 – Apr 2012 |
15.49%
Feb 2009 – Feb 2014 |
12.90%
Apr 2003 – Apr 2013 |
11.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart