Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wyndham Worldwide Employee Savings Plan Tactical Asset Allocation Moderate | NA | 0.08% | 3.03% | 3.65% | 4.91% | 8.48% | 9.72% | 9.51% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wyndham Worldwide Employee Savings 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 (%) | -0.45 | 0.08 | 3.03 | 3.65 | 4.91 | 8.48 | 9.72 | 9.51 | 2.51 | 10.87 | -12.20 | 9.97 | 12.27 | 14.35 | -5.08 | 13.72 | 8.60 | 3.22 | 4.72 | 17.82 | 15.52 | 3.26 | 14.47 | 29.84 | 0.98 | 15.08 | 17.01 | 11.95 | 19.49 | 27.44 | -3.21 | 0.64 |
| Sharpe Ratio | NA | 0.33 | 0.07 | 0.32 | 0.44 | NA | NA | 0.81 | 0.24 | 0.71 | -1.00 | 0.92 | 0.56 | 1.62 | -0.57 | 2.05 | 0.95 | 0.34 | 0.56 | 2.05 | 1.79 | 0.19 | 1.17 | 3.31 | 0.01 | 0.98 | 1.34 | 1.39 | 1.95 | 3.55 | -0.73 | -0.23 |
| Standard Deviation(%) | NA | 9.35 | 11.35 | 13.58 | 11.50 | NA | NA | 10.59 | 9.22 | 9.38 | 13.56 | 10.81 | 21.68 | 7.98 | 11.11 | 6.40 | 8.85 | 9.40 | 8.47 | 8.68 | 8.64 | 17.29 | 12.26 | 8.99 | 5.81 | 12.36 | 10.25 | 7.05 | 9.52 | 7.53 | 5.90 | 7.41 |
| Draw Down(%) | NA | 8.85 | 17.40 | 29.58 | 29.58 | NA | NA | 29.58 | 1.96 | 8.85 | 17.40 | 8.42 | 29.58 | 4.80 | 12.24 | 3.19 | 6.81 | 8.06 | 5.84 | 7.87 | 5.40 | 15.59 | 10.01 | 4.72 | 5.01 | 9.52 | 12.46 | 6.48 | 12.24 | 6.85 | 8.28 | 8.85 |
| Yield(%) | NA | 5.79 | 5.70 | 5.07 | 5.49 | NA | NA | 0.00 | 0.00 | 6.22 | 3.56 | 7.64 | 3.91 | 4.71 | 5.07 | 2.45 | 4.63 | 8.24 | 9.33 | 8.56 | 4.99 | 2.60 | 3.87 | 8.19 | 9.04 | 9.85 | 4.82 | 5.89 | 4.65 | 3.56 | 4.79 | 7.33 |
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 |
|---|---|---|---|---|
| Wyndham Worldwide Employee Savings Plan Tactical Asset Allocation Moderate |
-0.88%
Mar 2017 - Mar 2020 |
2.01%
Mar 2015 - Mar 2020 |
4.91%
Oct 2013 - Oct 2023 |
7.98%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wyndham Worldwide Employee Savings Plan Tactical Asset Allocation Moderate |
22.82%
Mar 2003 - Mar 2006 |
18.78%
Feb 2003 - Feb 2008 |
16.09%
Apr 2003 - Apr 2013 |
13.48%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart