Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BROOKHAVEN SCIENCE ASSOCIATES LLC 401K PLAN Tactical Asset Allocation Moderate | NA | -1.13% | 0.76% | 2.06% | 2.54% | 4.21% | 4.78% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BROOKHAVEN SCIENCE ASSOCIATES LLC 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 (%) | -0.32 | -1.13 | 0.76 | 2.06 | 2.54 | 4.21 | 4.78 | … | … | 1.35 | 10.10 | -16.57 | 10.19 | 11.90 | 9.11 | -3.66 | 10.53 | 4.63 | -0.91 | -0.92 | 19.07 | 3.21 | 1.10 | 5.47 | 15.21 | -8.36 | 10.50 | 12.15 | 3.98 | 9.10 | 20.18 | 1.08 | 8.19 |
| Sharpe Ratio | NA | 0.40 | -0.09 | 0.34 | 0.35 | NA | NA | … | … | 0.14 | 0.79 | -1.78 | 1.21 | 1.52 | 1.82 | -0.70 | 2.29 | 1.05 | -0.19 | -0.15 | 2.69 | 0.56 | 0.13 | 0.54 | 2.01 | -1.92 | 0.78 | 1.25 | 0.33 | 1.01 | 3.27 | 0.00 | 1.40 |
| Standard Deviation(%) | NA | 7.37 | 8.68 | 7.85 | 6.73 | NA | NA | … | … | 7.60 | 7.42 | 10.10 | 8.38 | 7.67 | 4.22 | 7.08 | 4.33 | 4.22 | 4.87 | 6.28 | 7.07 | 5.61 | 8.51 | 9.89 | 7.53 | 4.84 | 9.62 | 7.11 | 5.44 | 8.06 | 5.95 | 4.91 | 4.20 |
| Draw Down(%) | NA | 6.37 | 18.12 | 18.12 | 18.12 | NA | NA | … | … | 1.59 | 6.37 | 17.11 | 4.12 | 9.02 | 3.12 | 9.58 | 3.00 | 3.56 | 4.65 | 5.75 | 4.63 | 5.68 | 8.16 | 8.99 | 4.27 | 10.60 | 7.19 | 7.98 | 4.04 | 7.35 | 2.85 | 5.73 | 2.89 |
| Yield(%) | NA | 3.13 | 3.76 | 3.71 | 2.91 | NA | NA | … | … | 0.01 | 3.35 | 2.21 | 5.71 | 3.70 | 3.68 | 2.85 | 0.27 | 2.80 | 2.29 | 2.39 | 4.46 | 3.21 | 1.77 | 2.48 | 2.81 | 2.97 | 6.96 | 9.33 | 4.41 | 2.00 | 4.77 | 3.18 | 5.99 |
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 |
|---|---|---|---|---|
| BROOKHAVEN SCIENCE ASSOCIATES LLC 401K PLAN Tactical Asset Allocation Moderate |
0.40%
Dec 2020 – Dec 2023 |
1.58%
Dec 2017 – Dec 2022 |
2.54%
Oct 2013 – Oct 2023 |
3.57%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BROOKHAVEN SCIENCE ASSOCIATES LLC 401K PLAN Tactical Asset Allocation Moderate |
12.63%
Apr 2003 – Apr 2006 |
12.21%
Oct 2002 – Oct 2007 |
7.96%
Apr 2001 – Apr 2011 |
7.07%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart