Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WYETH SAVINGS PLAN-PUERTO RICO Strategic Asset Allocation - Optimal Moderate | NA | 24.29% | -0.46% | 3.64% | 4.31% | 6.26% | 5.89% | 6.12% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WYETH SAVINGS PLAN-PUERTO RICO Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.21 | 24.29 | -0.46 | 3.64 | 4.31 | 6.26 | 5.89 | 6.12 | NA | 6.61 | 11.07 | -18.47 | 3.92 | 14.13 | 16.77 | -6.86 | 10.81 | 5.27 | 1.20 | 5.20 | 13.18 | 15.79 | -3.58 | 16.33 | 30.52 | -29.19 | 9.19 | 14.40 | 8.59 | 12.25 | 25.44 | -5.98 | -0.03 |
| Sharpe Ratio | NA | 0.12 | -0.42 | 0.02 | 0.23 | NA | NA | 0.40 | 0.01 | 0.00 | 0.81 | -1.41 | 0.45 | 0.77 | 2.48 | -0.97 | 2.37 | 0.63 | 0.14 | 0.83 | 1.83 | 2.09 | -0.25 | 1.52 | 1.61 | -1.25 | 0.62 | 1.54 | 1.06 | 1.52 | 2.99 | -0.65 | -0.23 |
| Standard Deviation(%) | NA | 8.67 | 10.75 | 12.22 | 10.04 | NA | NA | 11.09 | 6.89 | 8.74 | 8.46 | 14.11 | 8.56 | 18.02 | 6.19 | 8.39 | 4.30 | 8.05 | 8.38 | 6.24 | 7.17 | 7.53 | 14.48 | 10.67 | 18.95 | 24.01 | 10.08 | 7.21 | 6.04 | 7.44 | 8.28 | 10.92 | 10.00 |
| Draw Down(%) | NA | 6.66 | 23.65 | 26.84 | 26.84 | NA | NA | 43.30 | 0.62 | 6.60 | 8.89 | 24.71 | 5.28 | 21.76 | 3.04 | 12.63 | 2.75 | 6.98 | 8.33 | 4.75 | 7.55 | 5.90 | 15.25 | 7.43 | 17.95 | 38.35 | 7.19 | 7.40 | 3.97 | 7.08 | 6.12 | 16.09 | 13.58 |
| Yield(%) | NA | 3.52 | 4.22 | 4.10 | 3.62 | NA | NA | 3.88 | NA | 0.72 | 3.40 | 4.14 | 4.19 | 4.63 | 3.43 | 3.09 | 0.39 | 3.54 | 5.01 | 4.47 | 3.78 | 4.05 | 2.73 | 3.87 | 3.73 | 4.24 | 6.12 | 4.29 | 5.46 | 3.33 | 2.86 | 3.75 | 4.03 |
Data as of 10/31/2024, 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-PUERTO RICO Strategic Asset Allocation - Optimal Moderate |
-8.89%
Feb 2006 - Feb 2009 |
-1.67%
Feb 2004 - Feb 2009 |
2.74%
Oct 2013 - Oct 2023 |
3.26%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYETH SAVINGS PLAN-PUERTO RICO Strategic Asset Allocation - Optimal Moderate |
21.19%
Feb 2009 - Feb 2012 |
17.09%
Feb 2009 - Feb 2014 |
10.38%
Feb 2009 - Feb 2019 |
8.46%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart