Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wal-Mart 401K Plan Tactical Asset Allocation Moderate | NA | 9.25% | 3.56% | 5.43% | 4.90% | 6.93% | NA | 6.90% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wal-Mart 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 9.25 | 3.56 | 5.43 | 4.90 | 6.93 | NA | 6.90 | 3.79 | 7.37 | -3.54 | 1.29 | 13.61 | 5.09 | 2.30 | 6.48 | 11.70 | -1.56 | 10.72 | 12.16 | 4.35 | 9.44 | 17.68 | 1.12 | 6.27 |
| Sharpe Ratio | NA | 0.44 | 0.38 | 0.71 | 0.63 | NA | NA | 0.79 | 0.46 | 1.42 | -0.67 | 0.22 | 1.87 | 0.86 | 0.31 | 0.60 | 1.50 | -0.56 | 0.77 | 1.12 | 0.37 | 1.18 | 3.05 | 0.01 | 1.04 |
| Standard Deviation(%) | NA | 6.88 | 5.80 | 6.12 | 6.84 | NA | NA | 6.77 | 6.89 | 5.04 | 5.34 | 5.74 | 7.25 | 5.86 | 7.42 | 10.60 | 7.75 | 4.45 | 9.94 | 7.91 | 5.87 | 7.18 | 5.57 | 4.20 | 3.82 |
| Draw Down(%) | NA | 6.74 | 6.84 | 7.33 | 9.19 | NA | NA | 9.19 | 6.74 | 3.40 | 6.84 | 5.45 | 4.91 | 5.62 | 5.00 | 9.19 | 4.17 | 7.63 | 6.66 | 9.11 | 4.42 | 6.97 | 3.21 | 5.24 | 2.30 |
| Yield(%) | NA | 0.56 | 3.08 | 3.40 | 3.19 | NA | NA | 3.44 | 0.56 | 5.73 | 2.75 | 6.67 | 1.22 | 3.22 | 3.01 | 2.30 | 3.34 | 2.95 | 3.01 | 2.77 | 2.39 | 2.49 | 3.57 | 3.75 | 5.39 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| Wal-Mart 401K Plan Tactical Asset Allocation Moderate |
1.44%
Oct 2013 - Oct 2016 |
2.75%
Apr 2011 - Apr 2016 |
4.42%
Nov 2007 - Nov 2017 |
6.11%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wal-Mart 401K Plan Tactical Asset Allocation Moderate |
12.15%
Apr 2003 - Apr 2006 |
11.63%
Oct 2002 - Oct 2007 |
8.13%
Apr 2003 - Apr 2013 |
7.05%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart