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) Strategic Asset Allocation – Optimal Moderate | NA | -1.92% | 5.16% | 4.92% | 10.16% | 6.57% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BK 401(k) 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 (%) | 1.20 | -1.92 | 5.16 | 4.92 | 10.16 | 6.57 | NA | … | … | -3.31 | 11.23 | 8.64 | -0.14 | 6.18 | 15.70 | 15.27 | -0.17 | 20.45 | 35.44 | -28.32 | 5.61 | 8.86 | 2.70 | 8.56 | 19.12 | 7.79 | 6.14 |
| Sharpe Ratio | NA | -0.61 | 0.63 | 0.53 | 0.87 | NA | NA | … | … | -0.61 | 2.42 | 0.92 | -0.02 | 0.96 | 2.08 | 1.59 | -0.01 | 1.46 | 1.76 | -1.16 | 0.26 | 0.67 | 0.18 | 1.85 | 4.90 | 1.90 | 0.93 |
| Standard Deviation(%) | NA | 7.57 | 7.34 | 7.47 | 11.64 | NA | NA | … | … | 7.57 | 4.38 | 9.21 | 8.74 | 6.40 | 7.53 | 9.59 | 18.13 | 13.97 | 20.13 | 25.14 | 9.98 | 8.33 | 3.00 | 4.12 | 3.76 | 3.53 | 4.13 |
| Draw Down(%) | NA | 7.71 | 7.80 | 12.44 | 19.38 | NA | NA | … | … | 7.71 | 1.76 | 7.80 | 9.61 | 5.51 | 7.16 | 7.32 | 18.14 | 11.61 | 19.38 | 40.30 | 7.32 | 7.44 | 2.70 | 6.23 | 4.58 | 3.92 | 2.88 |
| Yield(%) | NA | 0.94 | 1.31 | 2.37 | 3.36 | NA | NA | … | … | 0.94 | 0.22 | 2.73 | 4.54 | 3.36 | 3.73 | 5.45 | 4.74 | 3.82 | 3.88 | 4.24 | 6.53 | 5.18 | 5.93 | 5.84 | 7.17 | 4.94 | 6.41 |
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 |
|---|---|---|---|---|
| BK 401(k) Strategic Asset Allocation – Optimal Moderate |
-9.87%
Feb 2006 – Feb 2009 |
-4.00%
Feb 2004 – Feb 2009 |
6.10%
Sep 2001 – Sep 2011 |
6.57%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BK 401(k) Strategic Asset Allocation – Optimal Moderate |
25.55%
Feb 2009 – Feb 2012 |
19.96%
Feb 2009 – Feb 2014 |
11.15%
Nov 2008 – Nov 2018 |
8.12%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart