Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WD PP2 Tactical Asset Allocation Moderate | NA | 23.21% | 7.36% | 8.79% | 5.71% | 6.61% | 6.66% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WD PP2 Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.71 | 23.21 | 7.36 | 8.79 | 5.71 | 6.61 | 6.66 | … | … | 0.44 | 16.17 | 12.14 | -6.29 | 8.76 | 9.10 | 15.11 | -4.80 | 13.42 | -0.43 | -4.02 | 7.40 | 18.97 | 7.92 | 5.99 | 0.09 | -2.25 | 11.04 | 12.85 | 7.99 | 4.15 | 8.03 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 1.66 | 0.44 | 0.70 | 0.58 | NA | NA | … | … | 0.11 | 1.49 | 1.40 | -0.75 | 1.36 | 1.18 | 2.29 | -0.82 | 3.42 | -0.10 | -0.53 | 1.00 | 2.74 | 1.09 | 0.53 | 0.00 | -0.22 | 0.77 | 1.10 | 0.75 | 0.28 | 0.97 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.38 | 7.68 | 7.42 | 6.90 | NA | NA | … | … | 3.31 | 6.41 | 5.65 | 10.19 | 6.44 | 7.51 | 5.97 | 7.47 | 3.74 | 6.31 | 7.67 | 7.40 | 6.91 | 7.23 | 11.32 | 10.37 | 10.65 | 13.23 | 8.92 | 6.28 | 7.04 | 7.32 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.48 | 10.91 | 11.55 | 11.55 | NA | NA | … | … | 0.24 | 3.48 | 4.30 | 11.55 | 2.98 | 5.99 | 2.34 | 11.16 | 1.36 | 5.97 | 7.10 | 4.65 | 3.59 | 5.31 | 9.62 | 12.54 | 15.39 | 8.07 | 6.00 | 4.95 | 4.80 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 2.57 | 1.81 | 2.22 | 1.65 | NA | NA | … | … | NA | 0.89 | 2.62 | 1.25 | 1.07 | 0.79 | 5.16 | 1.38 | 0.75 | 1.11 | 0.68 | 1.18 | 1.41 | 1.47 | 0.38 | 0.99 | 0.97 | 1.82 | 1.54 | 2.07 | 1.12 | 0.91 | 0.81 | 1.11 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WD PP2 Tactical Asset Allocation Moderate |
-0.62%
Jan 2008 – Jan 2011 |
2.07%
Dec 2013 – Dec 2018 |
3.96%
Dec 2008 – Dec 2018 |
4.72%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WD PP2 Tactical Asset Allocation Moderate |
11.64%
Mar 2005 – Mar 2008 |
11.21%
Mar 2003 – Mar 2008 |
7.78%
Aug 2004 – Aug 2014 |
7.05%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart