Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wabtec Savings Plan Tactical Asset Allocation Moderate | NA | 0.55% | -0.68% | 2.24% | 3.46% | 4.90% | 5.51% | 6.01% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wabtec Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.27 | 0.55 | -0.68 | 2.24 | 3.46 | 4.90 | 5.51 | 6.01 | 1.18 | 11.97 | -17.57 | 4.04 | 16.76 | 11.69 | -1.19 | 12.06 | 5.71 | -0.69 | 2.27 | 16.35 | 3.53 | -2.01 | 6.92 | 15.26 | -1.75 | 14.04 | 10.17 | 6.29 | 6.13 | 17.74 | 4.08 | 6.77 |
| Sharpe Ratio | NA | 0.68 | -0.30 | 0.33 | 0.45 | NA | NA | 0.71 | 0.12 | 1.04 | -1.95 | 0.37 | 1.78 | 2.33 | -0.29 | 2.37 | 1.16 | -0.14 | 0.36 | 2.53 | 0.58 | -0.25 | 0.64 | 1.98 | -0.67 | 1.16 | 0.91 | 0.67 | 0.65 | 2.72 | 0.73 | 1.16 |
| Standard Deviation(%) | NA | 7.49 | 9.33 | 8.67 | 7.47 | NA | NA | 7.27 | 7.73 | 7.46 | 9.74 | 10.72 | 9.28 | 4.42 | 8.72 | 4.82 | 4.75 | 5.15 | 6.18 | 6.44 | 5.99 | 8.24 | 10.72 | 7.65 | 4.01 | 9.53 | 7.61 | 6.18 | 8.01 | 6.27 | 4.10 | 3.84 |
| Draw Down(%) | NA | 6.23 | 22.67 | 22.67 | 22.67 | NA | NA | 22.67 | 1.49 | 6.23 | 19.25 | 6.93 | 8.78 | 2.95 | 8.62 | 2.51 | 4.10 | 4.36 | 4.69 | 4.60 | 6.22 | 7.97 | 9.32 | 4.09 | 6.59 | 6.95 | 9.41 | 5.39 | 7.91 | 3.06 | 4.50 | 2.73 |
| Yield(%) | NA | 3.84 | 3.85 | 3.91 | 3.16 | NA | NA | 3.53 | 0.12 | 3.94 | 2.06 | 5.55 | 5.27 | 2.95 | 2.58 | 0.18 | 4.62 | 1.70 | 2.95 | 2.26 | 2.71 | 2.44 | 2.31 | 3.86 | 3.10 | 5.55 | 5.84 | 3.28 | 4.42 | 3.66 | 4.07 | 5.77 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wabtec Savings Plan Tactical Asset Allocation Moderate |
-1.55%
Nov 2020 - Nov 2023 |
1.54%
Sep 2018 - Sep 2023 |
3.46%
Oct 2013 - Oct 2023 |
4.34%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wabtec Savings Plan Tactical Asset Allocation Moderate |
12.51%
Oct 2004 - Oct 2007 |
11.60%
Oct 2002 - Oct 2007 |
8.78%
Apr 2001 - Apr 2011 |
7.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart