Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WYETH SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 12.57% | 5.64% | 7.70% | 5.40% | 8.26% | 7.91% | 8.87% |
Data as of 12/29/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WYETH SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 03/27/2024 |
| 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 (%) | 0.48 | 12.57 | 5.64 | 7.70 | 5.40 | 8.26 | 7.91 | 8.87 | 2.03 | 13.32 | -10.67 | 15.34 | 13.62 | 9.23 | -4.10 | 13.10 | 5.28 | -2.82 | 4.96 | 13.47 | 9.24 | 2.03 | 16.17 | 32.71 | -4.36 | 13.95 | 12.16 | 3.82 | 9.41 | 25.50 | 6.38 | 6.30 |
| Sharpe Ratio | NA | 1.08 | 0.30 | 0.70 | 0.61 | NA | NA | 0.95 | 0.12 | 1.23 | -1.19 | 1.69 | 1.48 | 1.53 | -0.69 | 2.70 | 0.94 | -0.39 | 0.87 | 2.05 | 1.75 | 0.21 | 1.29 | 3.59 | -0.98 | 0.84 | 0.90 | 0.24 | 1.11 | 5.33 | 1.04 | 1.07 |
| Standard Deviation(%) | NA | 7.64 | 8.67 | 8.53 | 7.44 | NA | NA | 7.84 | 9.37 | 7.37 | 10.09 | 9.06 | 9.04 | 5.12 | 7.89 | 4.61 | 5.42 | 7.22 | 5.68 | 6.57 | 5.25 | 9.36 | 12.50 | 9.10 | 5.38 | 12.98 | 9.93 | 6.90 | 7.64 | 4.66 | 5.08 | 3.74 |
| Draw Down(%) | NA | 6.52 | 13.58 | 13.58 | 13.58 | NA | NA | 13.58 | 2.67 | 6.52 | 13.58 | 4.22 | 10.22 | 2.79 | 10.73 | 3.51 | 5.73 | 10.03 | 4.94 | 6.36 | 5.25 | 8.13 | 7.95 | 4.30 | 7.02 | 9.93 | 12.46 | 4.88 | 9.93 | 3.71 | 7.33 | 2.25 |
| Yield(%) | NA | 3.30 | 2.44 | 3.51 | 3.56 | NA | NA | 4.30 | 0.41 | 3.17 | 1.31 | 2.65 | 4.25 | 6.41 | 3.15 | 0.36 | 5.18 | 4.38 | 4.53 | 5.64 | 4.38 | 2.82 | 4.03 | 4.70 | 3.18 | 3.75 | 5.77 | 4.82 | 4.93 | 5.51 | 5.77 | 7.76 |
Data as of 12/29/2023, 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 SAVINGS PLAN Tactical Asset Allocation Moderate |
2.21%
Oct 2017 - Oct 2020 |
2.84%
Feb 2015 - Feb 2020 |
4.72%
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 SAVINGS PLAN Tactical Asset Allocation Moderate |
17.98%
Feb 2009 - Feb 2012 |
15.09%
Oct 2002 - Oct 2007 |
12.33%
Apr 2001 - Apr 2011 |
10.23%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart