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 Strategic Asset Allocation - Equal Weight Moderate | NA | 10.24% | 4.02% | 5.59% | 4.24% | 6.52% | NA | 5.52% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.14 | 10.24 | 4.02 | 5.59 | 4.24 | 6.52 | NA | 5.52 | 5.52 | 7.66 | -3.31 | 1.82 | 12.93 | 9.03 | 0.90 | 9.47 | 20.29 | -19.39 | 9.57 | 11.98 | 5.34 | 8.75 | 17.08 | -3.77 | -1.27 |
| Sharpe Ratio | NA | 0.68 | 0.31 | 0.62 | 0.39 | NA | NA | 0.47 | 0.68 | 0.84 | -0.36 | 0.27 | 2.24 | 1.58 | 0.08 | 1.06 | 1.56 | -1.23 | 0.80 | 1.27 | 0.61 | 1.30 | 2.79 | -0.61 | -0.45 |
| Standard Deviation(%) | NA | 7.17 | 8.48 | 7.69 | 9.77 | NA | NA | 8.72 | 7.19 | 8.91 | 9.24 | 6.76 | 5.77 | 5.68 | 10.35 | 8.86 | 12.95 | 16.47 | 8.15 | 6.82 | 5.19 | 5.99 | 5.88 | 7.95 | 7.98 |
| Draw Down(%) | NA | 5.93 | 14.74 | 14.74 | 29.86 | NA | NA | 30.32 | 5.93 | 7.19 | 9.04 | 6.01 | 4.08 | 4.72 | 9.60 | 7.39 | 13.49 | 28.58 | 4.97 | 7.40 | 4.16 | 6.03 | 4.69 | 11.39 | 11.81 |
| Yield(%) | NA | 0.88 | 3.51 | 3.90 | 3.48 | NA | NA | 3.54 | 0.83 | 6.63 | 3.17 | 5.64 | 3.31 | 3.02 | 2.79 | 2.61 | 3.51 | 3.06 | 3.80 | 2.73 | 2.92 | 2.56 | 3.21 | 3.39 | 3.43 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.21%
Feb 2006 - Feb 2009 |
0.04%
Feb 2004 - Feb 2009 |
3.86%
Nov 2007 - Nov 2017 |
4.59%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wal-Mart 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
15.39%
Feb 2009 - Feb 2012 |
12.57%
Feb 2009 - Feb 2014 |
7.31%
Mar 2003 - Mar 2013 |
6.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart