Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wolseley 401K Strategic Asset Allocation - Optimal Moderate | NA | 25.00% | 0.81% | 4.03% | 4.15% | 6.20% | 10.90% | 11.24% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wolseley 401K 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 (%) | -1.04 | 25.00 | 0.81 | 4.03 | 4.15 | 6.20 | 10.90 | 11.24 | NA | 3.50 | 13.64 | -14.49 | -4.86 | 20.47 | 16.12 | -3.57 | -0.37 | 6.03 | 0.89 | 3.59 | 16.26 | 13.79 | 1.13 | 15.66 | 191.62 | -22.40 | 14.30 | 12.53 | 9.59 | 13.86 | 24.68 | 2.20 | 6.24 |
| Sharpe Ratio | NA | -0.19 | -0.34 | 0.04 | 0.16 | NA | NA | 0.47 | 0.04 | -0.35 | 1.08 | -1.18 | -0.47 | 1.13 | 1.69 | -0.47 | -0.15 | 0.71 | 0.10 | 0.47 | 2.35 | 1.95 | 0.08 | 1.51 | 2.35 | -1.13 | 1.29 | 1.43 | 1.32 | 2.04 | 3.26 | 0.10 | 0.49 |
| Standard Deviation(%) | NA | 8.70 | 10.54 | 12.38 | 10.63 | NA | NA | 19.48 | 8.24 | 8.82 | 8.68 | 13.41 | 10.39 | 17.95 | 8.72 | 10.40 | 6.50 | 8.19 | 8.58 | 7.67 | 6.90 | 7.03 | 14.48 | 10.30 | 81.42 | 20.60 | 8.78 | 6.47 | 5.63 | 6.32 | 7.36 | 10.69 | 8.08 |
| Draw Down(%) | NA | 9.27 | 21.17 | 28.15 | 28.15 | NA | NA | 33.98 | 0.66 | 9.18 | 8.07 | 21.64 | 11.56 | 21.05 | 4.85 | 13.36 | 8.78 | 9.09 | 8.08 | 4.97 | 6.05 | 5.36 | 15.15 | 7.62 | 15.76 | 32.98 | 5.92 | 6.94 | 4.00 | 5.24 | 6.11 | 12.44 | 7.40 |
| Yield(%) | NA | 4.55 | 4.02 | 4.42 | 5.15 | NA | NA | 4.67 | NA | 0.83 | 4.27 | 4.57 | 2.14 | 7.33 | 2.75 | 9.25 | 0.38 | 4.21 | 9.08 | 6.77 | 4.27 | 4.19 | 3.03 | 3.63 | 5.63 | 5.13 | 5.01 | 5.33 | 4.05 | 4.12 | 2.55 | 3.85 | 5.11 |
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 |
|---|---|---|---|---|
| Wolseley 401K Strategic Asset Allocation - Optimal Moderate |
-4.19%
Feb 2006 - Feb 2009 |
-1.16%
Sep 2017 - Sep 2022 |
2.28%
Oct 2013 - Oct 2023 |
5.41%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wolseley 401K Strategic Asset Allocation - Optimal Moderate |
58.62%
Feb 2009 - Feb 2012 |
38.22%
Feb 2009 - Feb 2014 |
20.39%
Mar 2003 - Mar 2013 |
15.70%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart