Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 13.14% | 8.24% | 14.03% | 7.65% | NA | NA | 7.89% |
Data as of 12/31/2013, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WYETH UNION SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 03/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 13.14 | 8.24 | 14.03 | 7.65 | NA | NA | 7.89 | 0.25 | 13.14 | 15.21 | -2.70 | 16.18 | 30.83 | -29.32 | 9.55 | 11.58 | 8.81 | 15.37 | 26.61 | -1.28 | 2.68 |
| Sharpe Ratio | NA | 1.23 | 0.76 | 1.37 | 0.49 | NA | NA | 0.57 | 0.03 | 1.84 | 2.00 | -0.19 | 1.39 | 1.63 | -1.26 | 0.64 | 1.14 | 1.14 | 2.12 | 3.77 | -0.27 | 0.05 |
| Standard Deviation(%) | NA | 7.52 | 10.31 | 11.75 | 12.77 | NA | NA | 11.79 | 7.46 | 7.12 | 7.58 | 14.67 | 11.58 | 18.81 | 23.97 | 10.17 | 7.26 | 5.83 | 6.81 | 6.87 | 8.84 | 8.31 |
| Draw Down(%) | NA | 7.45 | 15.43 | 15.43 | 42.58 | NA | NA | 42.58 | 3.14 | 7.45 | 6.18 | 15.43 | 8.12 | 17.61 | 38.72 | 7.35 | 7.48 | 3.89 | 6.45 | 5.28 | 13.06 | 10.92 |
| Yield(%) | NA | 3.71 | 3.34 | 3.60 | 4.66 | NA | NA | 4.61 | 0.11 | 3.85 | 3.84 | 2.86 | 3.98 | 3.77 | 4.37 | 5.13 | 8.15 | 6.70 | 4.40 | 4.32 | 3.93 | 4.54 |
Data as of 12/31/2013, 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 UNION SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.36%
Feb 2006 - Feb 2009 |
-1.48%
Feb 2004 - Feb 2009 |
7.20%
Dec 2001 - Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WYETH UNION SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
21.32%
Feb 2009 - Feb 2012 |
17.06%
Feb 2009 - Feb 2014 |
9.47%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart