Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Breckinridge Capital 401k Plan Tactical Asset Allocation Moderate | NA | 14.54% | 8.81% | 8.32% | 5.91% | 8.30% | 8.60% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Breckinridge Capital 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 14.54 | 8.81 | 8.32 | 5.91 | 8.30 | 8.60 | … | … | 0.65 | 27.84 | -8.80 | 10.18 | 17.63 | 14.04 | -4.48 | 14.38 | 2.57 | -4.49 | 3.59 | 10.19 | 8.36 | 2.18 | 18.80 | 33.43 | -19.78 | 19.08 | 16.06 | 15.08 | 14.11 | 29.55 | 10.53 | 4.60 |
| Sharpe Ratio | NA | 2.39 | 0.74 | 1.08 | 0.78 | NA | NA | … | … | 0.05 | 3.31 | -0.91 | 1.04 | 2.06 | 2.45 | -0.75 | 2.71 | 0.45 | -0.61 | 0.57 | 1.36 | 1.48 | 0.23 | 1.35 | 3.83 | -1.73 | 1.26 | 1.36 | 1.79 | 1.45 | 5.13 | 1.92 | 0.62 |
| Standard Deviation(%) | NA | 7.15 | 9.45 | 8.63 | 7.59 | NA | NA | … | … | 8.00 | 7.14 | 11.15 | 9.80 | 8.44 | 5.15 | 7.68 | 5.08 | 5.26 | 7.39 | 6.31 | 7.46 | 5.61 | 9.31 | 13.87 | 8.71 | 11.96 | 12.80 | 9.41 | 7.21 | 9.08 | 5.63 | 4.91 | 3.67 |
| Draw Down(%) | NA | 3.51 | 14.08 | 14.08 | 14.08 | NA | NA | … | … | 1.86 | 3.51 | 14.08 | 6.33 | 9.52 | 2.79 | 11.13 | 2.02 | 5.54 | 10.24 | 5.69 | 7.51 | 5.09 | 9.04 | 9.98 | 4.17 | 24.53 | 10.70 | 12.60 | 5.50 | 11.56 | 3.19 | 4.63 | 3.20 |
| Yield(%) | NA | 13.66 | 8.33 | 6.49 | 4.98 | NA | NA | … | … | 0.91 | 14.06 | 6.26 | 4.02 | 4.19 | 3.39 | 3.77 | 0.40 | 4.62 | 2.86 | 5.82 | 4.15 | 4.07 | 3.28 | 3.04 | 4.38 | 2.89 | 11.37 | 8.13 | 6.11 | 3.11 | 6.61 | 5.54 | 3.22 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Breckinridge Capital 401k Plan Tactical Asset Allocation Moderate |
0.47%
Feb 2014 – Feb 2017 |
2.09%
Dec 2013 – Dec 2018 |
5.04%
Apr 2010 – Apr 2020 |
5.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Breckinridge Capital 401k Plan Tactical Asset Allocation Moderate |
21.74%
Oct 2004 – Oct 2007 |
20.54%
Oct 2002 – Oct 2007 |
13.61%
Apr 2001 – Apr 2011 |
10.40%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart