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 Strategic Asset Allocation – Optimal Moderate | NA | -5.23% | 2.32% | 2.52% | 7.56% | 5.60% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPAS Benefits Plan Administrations 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 (%) | 1.55 | -5.23 | 2.32 | 2.52 | 7.56 | 5.60 | NA | … | … | -6.36 | 9.58 | 2.80 | -0.21 | 2.99 | 10.98 | 12.81 | -1.65 | 19.90 | 32.53 | -27.08 | 5.57 | 9.81 | 5.95 | 11.47 | 19.63 | -8.48 | 5.57 |
| Sharpe Ratio | NA | -0.84 | 0.14 | 0.16 | 0.70 | NA | NA | … | … | -0.84 | 1.89 | 0.31 | -0.03 | 0.45 | 1.58 | 1.73 | -0.11 | 1.65 | 1.61 | -1.17 | 0.26 | 0.91 | 0.51 | 1.29 | 2.02 | -0.77 | 0.34 |
| Standard Deviation(%) | NA | 9.14 | 7.69 | 7.62 | 10.83 | NA | NA | … | … | 9.14 | 4.74 | 8.43 | 8.31 | 6.66 | 6.95 | 7.36 | 15.18 | 12.02 | 20.14 | 24.00 | 9.94 | 7.15 | 7.37 | 8.14 | 9.39 | 12.46 | 9.64 |
| Draw Down(%) | NA | 13.20 | 13.20 | 13.20 | 17.65 | NA | NA | … | … | 13.20 | 3.32 | 7.25 | 8.62 | 5.38 | 7.42 | 6.39 | 14.75 | 7.74 | 17.65 | 36.26 | 7.04 | 7.41 | 5.28 | 7.07 | 6.59 | 18.93 | 9.36 |
| Yield(%) | NA | 4.71 | 2.42 | 2.76 | 3.11 | NA | NA | … | … | 4.68 | 0.19 | 2.34 | 3.29 | 3.31 | 2.67 | 3.78 | 2.54 | 4.96 | 3.04 | 2.71 | 5.25 | 5.15 | 4.17 | 4.38 | 3.26 | 3.86 | 4.60 |
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 |
|---|---|---|---|---|
| BPAS Benefits Plan Administrations Plan Strategic Asset Allocation – Optimal Moderate |
-10.29%
Feb 2006 – Feb 2009 |
-3.28%
Feb 2004 – Feb 2009 |
4.68%
Feb 2006 – Feb 2016 |
5.40%
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 Strategic Asset Allocation – Optimal Moderate |
23.50%
Feb 2009 – Feb 2012 |
17.69%
Feb 2009 – Feb 2014 |
8.33%
Nov 2008 – Nov 2018 |
7.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart