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 Strategic Asset Allocation - Equal Weight Moderate | NA | 1.77% | -0.57% | 1.91% | 2.93% | 5.83% | 6.06% | 6.67% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wyndham Worldwide Corporation Employee Savings Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.15 | 1.77 | -0.57 | 1.91 | 2.93 | 5.83 | 6.06 | 6.67 | -0.31 | 9.28 | -13.52 | 5.53 | 6.33 | 18.22 | -7.44 | 12.90 | 5.63 | -0.38 | 7.20 | 8.39 | 13.96 | -3.25 | 10.37 | 33.72 | -23.44 | 10.00 | 18.05 | 11.03 | 17.68 | 32.75 | -2.24 | 4.90 |
| Sharpe Ratio | NA | -0.02 | -0.22 | 0.17 | 0.31 | NA | NA | 0.52 | -0.08 | 0.59 | -1.23 | 0.63 | 0.30 | 2.97 | -0.96 | 2.59 | 0.68 | -0.05 | 1.10 | 1.27 | 2.05 | -0.22 | 0.88 | 1.71 | -1.05 | 0.64 | 1.86 | 1.42 | 2.17 | 4.82 | -0.40 | 0.33 |
| Standard Deviation(%) | NA | 8.44 | 9.95 | 12.27 | 10.14 | NA | NA | 11.15 | 7.92 | 8.56 | 12.15 | 8.78 | 20.56 | 5.66 | 9.15 | 4.73 | 7.96 | 8.02 | 6.55 | 6.56 | 6.77 | 14.88 | 11.74 | 19.66 | 23.15 | 10.97 | 7.96 | 6.25 | 7.70 | 6.66 | 8.44 | 7.84 |
| Draw Down(%) | NA | 9.26 | 19.97 | 27.94 | 27.94 | NA | NA | 38.01 | 2.06 | 9.26 | 19.63 | 6.59 | 27.94 | 2.39 | 13.06 | 2.84 | 5.54 | 8.15 | 5.90 | 7.73 | 5.48 | 16.44 | 9.62 | 17.80 | 37.66 | 8.00 | 8.86 | 4.88 | 8.79 | 6.00 | 14.71 | 8.66 |
| Yield(%) | NA | 5.03 | 4.96 | 4.48 | 4.31 | NA | NA | 4.33 | 0.09 | 5.26 | 3.54 | 6.16 | 4.34 | 3.39 | 2.79 | 0.44 | 3.75 | 6.07 | 7.73 | 4.26 | 4.84 | 2.51 | 1.99 | 3.87 | 4.71 | 7.68 | 4.11 | 4.71 | 4.92 | 2.96 | 3.82 | 5.54 |
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 Corporation Employee Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.37%
Feb 2006 - Feb 2009 |
0.14%
Sep 2017 - Sep 2022 |
2.93%
Oct 2013 - Oct 2023 |
3.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wyndham Worldwide Corporation Employee Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
22.74%
Mar 2003 - Mar 2006 |
19.43%
Oct 2002 - Oct 2007 |
11.39%
Mar 2003 - Mar 2013 |
9.84%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart