Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 1.02% | 5.69% | 5.11% | 4.54% | 7.60% | 7.70% | 8.54% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WYETH UNION 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 (%) | -0.36 | 1.02 | 5.69 | 5.11 | 4.54 | 7.60 | 7.70 | 8.54 | -2.02 | 12.30 | -10.58 | 16.34 | 13.64 | 8.17 | -4.59 | 12.99 | 5.28 | -2.73 | 4.51 | 14.01 | 9.11 | 2.69 | 16.05 | 32.71 | -4.31 | 13.96 | 12.14 | 3.22 | 10.44 | 25.30 | 9.30 | 6.30 |
| Sharpe Ratio | NA | 0.04 | 0.32 | 0.65 | 0.58 | NA | NA | 0.95 | -0.26 | 1.10 | -1.21 | 1.87 | 1.56 | 1.28 | -0.77 | 2.68 | 0.94 | -0.38 | 0.83 | 2.14 | 1.78 | 0.28 | 1.20 | 3.59 | -0.97 | 0.85 | 0.90 | 0.15 | 1.26 | 5.27 | 1.72 | 1.07 |
| Standard Deviation(%) | NA | 7.45 | 8.67 | 8.19 | 7.24 | NA | NA | 7.82 | 8.89 | 7.29 | 9.92 | 8.72 | 8.60 | 5.29 | 7.64 | 4.61 | 5.42 | 7.21 | 5.45 | 6.54 | 5.08 | 9.58 | 13.35 | 9.10 | 5.38 | 12.97 | 9.91 | 7.08 | 7.56 | 4.66 | 4.76 | 3.74 |
| Draw Down(%) | NA | 6.34 | 13.60 | 13.60 | 13.60 | NA | NA | 13.60 | 3.27 | 6.34 | 13.60 | 3.91 | 10.34 | 2.78 | 11.04 | 3.51 | 5.73 | 9.92 | 5.11 | 6.22 | 5.00 | 8.07 | 9.54 | 4.30 | 7.03 | 9.93 | 12.45 | 5.18 | 9.98 | 3.70 | 5.70 | 2.25 |
| Yield(%) | NA | 2.94 | 2.36 | 3.05 | 3.34 | NA | NA | 4.20 | 0.01 | 3.17 | 1.32 | 2.67 | 3.94 | 4.38 | 3.35 | 0.36 | 5.21 | 4.86 | 4.45 | 5.78 | 4.42 | 2.70 | 3.94 | 4.70 | 3.17 | 3.75 | 5.78 | 4.24 | 5.07 | 5.53 | 5.93 | 7.76 |
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 |
|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Tactical Asset Allocation Moderate |
1.58%
Oct 2017 - Oct 2020 |
2.52%
Feb 2015 - Feb 2020 |
4.54%
Oct 2013 - Oct 2023 |
6.68%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Tactical Asset Allocation Moderate |
18.21%
Feb 2009 - Feb 2012 |
15.15%
Oct 2002 - Oct 2007 |
12.68%
Apr 2001 - Apr 2011 |
10.30%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart