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 Strategic Asset Allocation - Equal Weight Moderate | NA | 3.38% | -0.14% | 2.82% | 3.21% | 6.38% | 5.94% | 6.66% |
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 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 (%) | -0.16 | 3.38 | -0.14 | 2.82 | 3.21 | 6.38 | 5.94 | 6.66 | -0.64 | 12.01 | -13.97 | 6.71 | 9.42 | 17.52 | -7.28 | 11.84 | 4.12 | 1.92 | 4.93 | 7.57 | 16.24 | 0.53 | 15.52 | 34.19 | -25.62 | 8.43 | 13.18 | 9.10 | 14.10 | 26.12 | 2.77 | 5.72 |
| Sharpe Ratio | NA | 0.26 | -0.11 | 0.28 | 0.37 | NA | NA | 0.60 | -0.12 | 0.95 | -1.26 | 0.80 | 0.51 | 2.71 | -1.09 | 2.75 | 0.49 | 0.23 | 0.85 | 1.16 | 2.65 | 0.04 | 1.51 | 2.01 | -1.41 | 0.59 | 1.47 | 1.30 | 2.14 | 4.82 | 0.25 | 0.52 |
| Standard Deviation(%) | NA | 8.09 | 9.72 | 11.37 | 9.44 | NA | NA | 9.71 | 7.71 | 8.15 | 12.21 | 8.33 | 18.06 | 5.94 | 7.89 | 4.08 | 8.04 | 8.15 | 5.77 | 6.50 | 6.11 | 11.75 | 10.22 | 16.95 | 18.78 | 9.15 | 6.72 | 5.34 | 6.16 | 5.27 | 6.76 | 6.51 |
| Draw Down(%) | NA | 7.79 | 20.95 | 22.31 | 22.31 | NA | NA | 38.29 | 2.35 | 7.79 | 19.64 | 4.78 | 22.31 | 3.02 | 11.98 | 2.17 | 7.22 | 7.93 | 4.49 | 8.18 | 5.38 | 12.05 | 7.54 | 15.61 | 33.94 | 6.57 | 8.04 | 4.18 | 8.35 | 3.13 | 11.59 | 7.82 |
| Yield(%) | NA | 4.44 | 3.77 | 3.68 | 3.46 | NA | NA | 4.69 | 0.00 | 4.73 | 2.44 | 4.24 | 3.48 | 3.86 | 2.82 | 0.39 | 3.03 | 5.99 | 3.97 | 3.64 | 4.67 | 4.07 | 4.19 | 4.52 | 4.91 | 6.43 | 7.76 | 7.80 | 5.87 | 5.74 | 5.50 | 7.90 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.54%
Feb 2006 - Feb 2009 |
-0.04%
Feb 2004 - Feb 2009 |
3.21%
Oct 2013 - Oct 2023 |
4.13%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
22.58%
Feb 2009 - Feb 2012 |
16.83%
Feb 2009 - Feb 2014 |
10.38%
Sep 2002 - Sep 2012 |
9.03%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart