Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wal-Mart Puerto Rico Profit Sharing and 401(k) Plan Tactical Asset Allocation Moderate | NA | 11.63% | 6.28% | 7.35% | 7.86% | 8.00% | NA | 7.51% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wal-Mart Puerto Rico Profit Sharing and 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | 11.63 | 6.28 | 7.35 | 7.86 | 8.00 | NA | 7.51 | 8.50 | 12.98 | -1.98 | 3.28 | 16.94 | 12.14 | 5.33 | 6.89 | 15.83 | 2.15 | 13.30 | 5.95 | 1.00 | 11.21 | 14.92 | -6.88 | 4.68 |
| Sharpe Ratio | NA | 1.30 | 0.68 | 0.92 | 0.84 | NA | NA | 0.72 | 1.34 | 1.26 | -0.22 | 0.40 | 2.08 | 1.34 | 0.35 | 0.64 | 1.66 | 3.04 | 1.10 | 0.30 | -0.15 | 1.19 | 1.45 | -1.27 | 0.96 |
| Standard Deviation(%) | NA | 5.85 | 8.56 | 8.41 | 9.28 | NA | NA | 8.77 | 5.86 | 10.14 | 9.11 | 8.20 | 8.12 | 9.01 | 15.05 | 10.65 | 9.46 | 0.40 | 9.37 | 8.83 | 7.99 | 8.63 | 9.81 | 6.27 | 2.48 |
| Draw Down(%) | NA | 3.28 | 13.71 | 13.71 | 13.71 | NA | NA | 13.71 | 3.28 | 8.21 | 10.57 | 5.24 | 3.66 | 6.73 | 12.25 | 9.10 | 4.87 | 0.39 | 5.48 | 7.87 | 5.58 | 7.63 | 6.06 | 10.03 | 1.52 |
| Yield(%) | NA | 4.15 | 5.24 | 7.06 | 5.32 | NA | NA | 0.00 | 4.13 | 6.49 | 5.15 | 12.27 | 7.21 | 3.44 | 4.64 | 3.58 | 3.53 | 2.55 | 12.66 | 2.07 | 1.52 | 1.59 | 2.83 | 4.07 | 4.21 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Wal-Mart Puerto Rico Profit Sharing and 401(k) Plan Tactical Asset Allocation Moderate |
2.78%
Jul 2001 - Jul 2004 |
4.01%
Jul 2001 - Jul 2006 |
5.97%
Sep 2001 - Sep 2011 |
6.30%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wal-Mart Puerto Rico Profit Sharing and 401(k) Plan Tactical Asset Allocation Moderate |
12.60%
Sep 2011 - Sep 2014 |
11.82%
Jun 2009 - Jun 2014 |
9.63%
May 2003 - May 2013 |
8.13%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart