Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WATERS EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 5.40% | 3.13% | 7.70% | 5.93% | 8.35% | 8.02% | 7.82% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WATERS EMPLOYEE INVESTMENT 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 | 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 (%) | -1.07 | 5.40 | 3.13 | 7.70 | 5.93 | 8.35 | 8.02 | 7.82 | 3.18 | 15.13 | -14.02 | 11.82 | 24.58 | 20.13 | -9.18 | 14.99 | 5.54 | 0.19 | 5.35 | 15.27 | 10.55 | 4.53 | 11.28 | 20.63 | 2.73 | 11.40 | 10.52 | 7.35 | 6.22 | 19.55 | -2.84 | 0.54 |
| Sharpe Ratio | NA | 1.20 | 0.20 | 0.75 | 0.59 | NA | NA | 0.74 | 0.32 | 1.32 | -1.20 | 1.12 | 1.33 | 3.01 | -0.95 | 2.76 | 0.65 | 0.02 | 0.69 | 2.22 | 1.26 | 0.33 | 1.05 | 1.96 | 0.27 | 0.81 | 0.95 | 0.69 | 0.70 | 2.58 | -0.58 | -0.21 |
| Standard Deviation(%) | NA | 8.40 | 10.68 | 11.99 | 10.41 | NA | NA | 9.55 | 9.17 | 8.27 | 12.86 | 10.51 | 18.27 | 6.21 | 11.01 | 5.21 | 8.18 | 9.53 | 7.73 | 6.85 | 8.32 | 13.61 | 10.62 | 10.45 | 6.74 | 10.43 | 7.63 | 7.49 | 7.50 | 7.32 | 6.84 | 8.23 |
| Draw Down(%) | NA | 5.93 | 21.40 | 21.78 | 21.78 | NA | NA | 21.78 | 1.98 | 5.93 | 19.34 | 6.38 | 21.78 | 2.71 | 17.20 | 2.07 | 5.96 | 8.37 | 5.57 | 4.76 | 7.58 | 10.77 | 9.17 | 5.52 | 7.80 | 6.00 | 7.03 | 5.04 | 6.63 | 4.79 | 10.33 | 10.84 |
| Yield(%) | NA | 3.18 | 3.64 | 5.73 | 5.04 | NA | NA | 0.00 | 0.00 | 3.40 | 1.95 | 5.78 | 5.49 | 12.61 | 1.96 | 4.72 | 6.81 | 3.59 | 4.73 | 4.35 | 4.33 | 2.07 | 4.24 | 5.16 | 4.77 | 7.25 | 3.46 | 3.15 | 3.79 | 3.28 | 3.61 | 7.55 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WATERS EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
2.90%
Mar 2017 - Mar 2020 |
2.59%
Mar 2015 - Mar 2020 |
5.93%
Oct 2013 - Oct 2023 |
7.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WATERS EMPLOYEE INVESTMENT PLAN Tactical Asset Allocation Moderate |
18.72%
Dec 2018 - Dec 2021 |
13.48%
Feb 2009 - Feb 2014 |
10.50%
Apr 2003 - Apr 2013 |
9.99%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart