Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Tactical Asset Allocation Moderate | NA | -2.11% | 3.45% | 3.48% | 6.73% | 7.19% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bnp Paribas 401 K Savings Plan Tactical Asset Allocation 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 (%) | 0.45 | -2.11 | 3.45 | 3.48 | 6.73 | 7.19 | NA | … | … | 5.48 | 9.53 | 1.30 | -0.96 | 4.30 | 13.70 | 11.05 | 0.83 | 9.68 | 21.64 | -14.52 | 10.44 | 19.72 | 7.94 | 14.19 | 17.24 | 13.47 | 5.99 |
| Sharpe Ratio | NA | -1.99 | -3.02 | -2.89 | -1.58 | NA | NA | … | … | -2.01 | -1.65 | -6.61 | -3.09 | -2.28 | -0.70 | -1.42 | -1.61 | -0.69 | 0.29 | -3.37 | -1.18 | -0.31 | -2.02 | -0.87 | -0.36 | -1.26 | -3.12 |
| Standard Deviation(%) | NA | 8.03 | 6.42 | 6.36 | 8.20 | NA | NA | … | … | 8.03 | 5.88 | 4.97 | 6.30 | 6.24 | 6.91 | 5.30 | 10.99 | 12.85 | 10.42 | 10.11 | 9.78 | 8.51 | 6.46 | 6.19 | 5.72 | 5.01 | 4.87 |
| Draw Down(%) | NA | 6.43 | 6.43 | 7.22 | 10.29 | NA | NA | … | … | 6.43 | 4.25 | 3.89 | 7.22 | 4.98 | 7.14 | 3.44 | 10.29 | 8.52 | 4.68 | 21.28 | 7.27 | 7.52 | 4.50 | 7.99 | 4.42 | 4.60 | 3.15 |
| Yield(%) | NA | 7.49 | 3.25 | 4.89 | 4.60 | NA | NA | … | … | 7.44 | 0.23 | 1.82 | 9.52 | 5.37 | 3.48 | 4.97 | 5.43 | 1.84 | 5.82 | 3.83 | 6.35 | 3.28 | 3.90 | 7.61 | 7.11 | 6.03 | 10.02 |
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 |
|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Tactical Asset Allocation Moderate |
1.53%
Dec 2013 – Dec 2016 |
3.26%
Nov 2013 – Nov 2018 |
4.68%
Feb 2008 – Feb 2018 |
7.08%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bnp Paribas 401 K Savings Plan Tactical Asset Allocation Moderate |
15.81%
Apr 2004 – Apr 2007 |
15.33%
Oct 2002 – Oct 2007 |
10.75%
Apr 2001 – Apr 2011 |
8.75%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart