Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Wyndham Worldwide Corporation Employee Savings Plan Tactical Asset Allocation Moderate | NA | 17.89% | 13.02% | 17.92% | 16.33% | NA | NA | 17.86% |
Data as of 10/29/2010, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Wyndham Worldwide Corporation Employee Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/28/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.43 | 17.89 | 13.02 | 17.92 | 16.33 | NA | NA | 17.86 | 0.71 | 14.45 | 29.19 | 2.85 | 20.89 | 17.56 | 14.30 | 18.35 | 48.06 | 2.12 | 1.62 |
Sharpe Ratio | NA | 1.49 | 1.50 | 1.35 | 1.63 | NA | NA | 1.62 | 0.07 | 1.16 | 3.23 | 0.32 | 1.30 | 1.40 | 1.64 | 1.86 | 6.93 | 0.17 | -0.11 |
Standard Deviation(%) | NA | 12.18 | 9.55 | 10.56 | 9.13 | NA | NA | 9.11 | 9.95 | 12.34 | 9.01 | 5.94 | 13.72 | 10.24 | 7.39 | 9.38 | 6.83 | 6.03 | 6.32 |
Draw Down(%) | NA | 9.95 | 9.95 | 12.46 | 13.19 | NA | NA | 13.19 | 1.57 | 9.95 | 4.51 | 5.01 | 10.85 | 12.46 | 5.85 | 13.19 | 2.43 | 10.07 | 7.20 |
Yield(%) | NA | 3.20 | 6.01 | 5.97 | 5.67 | NA | NA | 0.00 | 0.00 | 3.08 | 5.93 | 9.11 | 7.29 | 4.75 | 3.68 | 5.73 | 4.77 | 5.19 | 7.83 |
Data as of 10/29/2010, 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 Corporation Employee Savings Plan Tactical Asset Allocation Moderate |
11.50%
Feb 2006 - Feb 2009 |
13.57%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Wyndham Worldwide Corporation Employee Savings Plan Tactical Asset Allocation Moderate |
27.08%
Jan 2003 - Jan 2006 |
25.62%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart