Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 20.33% | 0.49% | 5.45% | 5.04% | 6.48% | 6.05% | 6.79% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.73 | 20.33 | 0.49 | 5.45 | 5.04 | 6.48 | 6.05 | 6.79 | NA | 4.72 | 8.82 | -13.63 | 11.91 | 11.35 | 16.58 | -3.29 | 10.93 | 4.98 | -1.39 | 3.19 | 14.19 | 12.37 | 0.48 | 13.09 | 20.13 | -22.08 | 9.72 | 13.05 | 7.17 | 13.13 | 25.37 | -2.98 | 7.64 |
| Sharpe Ratio | NA | -0.01 | -0.37 | 0.15 | 0.32 | NA | NA | 0.49 | 0.08 | -0.24 | 0.54 | -1.10 | 1.28 | 0.66 | 2.15 | -0.52 | 2.44 | 0.59 | -0.17 | 0.51 | 2.13 | 1.66 | 0.03 | 1.17 | 1.34 | -1.10 | 0.74 | 1.46 | 0.82 | 1.71 | 3.05 | -0.38 | 0.48 |
| Standard Deviation(%) | NA | 7.74 | 10.31 | 11.72 | 9.83 | NA | NA | 10.46 | 5.44 | 7.88 | 8.47 | 13.65 | 9.26 | 16.73 | 7.07 | 8.82 | 4.22 | 8.08 | 8.43 | 6.21 | 6.64 | 7.43 | 14.82 | 11.11 | 14.94 | 20.98 | 9.05 | 6.69 | 6.07 | 7.13 | 8.10 | 10.65 | 11.01 |
| Draw Down(%) | NA | 5.43 | 19.36 | 21.82 | 21.82 | NA | NA | 33.79 | 0.42 | 5.43 | 9.30 | 20.63 | 4.29 | 21.18 | 3.70 | 12.83 | 2.20 | 7.28 | 8.69 | 4.28 | 5.21 | 5.89 | 14.13 | 8.15 | 15.13 | 32.22 | 6.46 | 6.87 | 3.95 | 6.30 | 5.82 | 14.40 | 13.80 |
| Yield(%) | NA | 2.97 | 3.62 | 3.39 | 3.60 | NA | NA | 3.63 | NA | 0.83 | 2.54 | 2.26 | 5.45 | 3.20 | 2.98 | 3.88 | 0.35 | 2.58 | 8.37 | 4.17 | 2.23 | 2.61 | 1.89 | 1.95 | 2.76 | 3.26 | 7.85 | 5.32 | 3.97 | 3.53 | 3.79 | 3.23 | 4.48 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-5.42%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
3.69%
Oct 2013 - Oct 2023 |
4.08%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHP USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
17.46%
Feb 2009 - Feb 2012 |
14.52%
Feb 2009 - Feb 2014 |
9.12%
Feb 2009 - Feb 2019 |
8.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart