Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BK 401(k) Tactical Asset Allocation Moderate | NA | 9.23% | 9.84% | 7.44% | 9.50% | 8.49% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BK 401(k) 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 (%) | 0.45 | 9.23 | 9.84 | 7.44 | 9.50 | 8.49 | NA | … | … | 0.45 | 13.19 | 8.99 | -2.44 | 5.80 | 11.55 | 11.46 | 9.46 | 15.05 | 19.17 | 0.41 | 5.02 | 9.24 | 7.15 | 9.27 | 4.78 | 1.58 | 2.94 |
| Sharpe Ratio | NA | 0.16 | 0.95 | 0.67 | 0.94 | NA | NA | … | … | -0.08 | 2.65 | 0.99 | -0.26 | 0.81 | 1.58 | 1.41 | 0.60 | 1.24 | 1.91 | -0.43 | 0.21 | 0.69 | 0.62 | 2.47 | 4.79 | 0.47 | 0.50 |
| Standard Deviation(%) | NA | 7.82 | 7.54 | 7.76 | 9.54 | NA | NA | … | … | 8.23 | 4.73 | 8.84 | 9.37 | 7.12 | 7.31 | 8.07 | 15.79 | 12.05 | 9.97 | 1.19 | 9.76 | 8.61 | 7.97 | 3.37 | 0.85 | 1.00 | 1.27 |
| Draw Down(%) | NA | 6.45 | 8.71 | 12.98 | 13.39 | NA | NA | … | … | 6.45 | 2.00 | 7.33 | 11.13 | 6.73 | 8.84 | 5.36 | 13.39 | 12.38 | 5.34 | 1.76 | 7.44 | 7.87 | 5.23 | 1.92 | 0.54 | 1.27 | 0.88 |
| Yield(%) | NA | 2.85 | 2.70 | 2.78 | 2.53 | NA | NA | … | … | 0.84 | 3.38 | 2.88 | 2.33 | 3.36 | 2.42 | 3.10 | 2.78 | 2.34 | 2.47 | 2.18 | 3.23 | 4.54 | 2.44 | 1.97 | 1.87 | 1.97 | 3.55 |
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 |
|---|---|---|---|---|
| BK 401(k) Tactical Asset Allocation Moderate |
2.41%
Apr 2006 – Apr 2009 |
5.09%
Aug 2001 – Aug 2006 |
6.91%
Sep 2001 – Sep 2011 |
6.94%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BK 401(k) Tactical Asset Allocation Moderate |
17.62%
Mar 2009 – Mar 2012 |
14.29%
Jun 2009 – Jun 2014 |
10.27%
Aug 2004 – Aug 2014 |
8.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart