Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Tactical Asset Allocation Moderate | NA | 23.73% | 5.20% | 7.91% | 6.66% | 8.56% | 10.09% | 10.34% |
Data as of 01/29/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.80 | 23.73 | 5.20 | 7.91 | 6.66 | 8.56 | 10.09 | 10.34 | 3.07 | 24.39 | 1.52 | -3.38 | 11.48 | 6.65 | -7.05 | 4.29 | 13.88 | 12.58 | 4.75 | 14.08 | 31.80 | -6.01 | 17.95 | 14.13 | 15.91 | 14.75 | 24.92 | 8.23 | 10.55 |
| Sharpe Ratio | NA | 3.00 | 0.78 | 0.92 | 0.82 | NA | NA | 1.20 | 0.23 | 2.25 | 0.02 | -0.60 | 1.86 | 1.06 | -1.12 | 0.61 | 2.04 | 2.91 | 0.56 | 1.13 | 2.97 | -1.10 | 1.23 | 1.17 | 2.08 | 1.78 | 5.19 | 2.05 | 2.05 |
| Standard Deviation(%) | NA | 11.09 | 8.76 | 8.15 | 7.34 | NA | NA | 7.87 | 13.13 | 10.72 | 6.11 | 7.77 | 5.84 | 6.07 | 6.34 | 7.00 | 6.78 | 4.31 | 8.39 | 12.35 | 10.68 | 6.30 | 12.14 | 9.31 | 6.60 | 7.75 | 4.67 | 3.46 | 4.03 |
| Draw Down(%) | NA | 7.13 | 15.56 | 16.40 | 16.40 | NA | NA | 16.40 | 7.13 | 11.80 | 6.17 | 10.33 | 2.82 | 5.96 | 9.86 | 9.29 | 5.93 | 3.45 | 6.26 | 8.47 | 4.85 | 10.61 | 9.79 | 14.04 | 5.51 | 8.63 | 3.13 | 3.02 | 2.86 |
| Yield(%) | NA | 4.79 | 4.77 | 3.61 | 3.98 | NA | NA | 4.62 | 0.08 | 4.76 | 2.43 | 6.88 | 0.15 | 4.30 | 4.23 | 3.75 | 3.23 | 5.83 | 4.89 | 2.96 | 3.88 | 3.85 | 9.62 | 7.27 | 5.43 | 2.81 | 4.64 | 4.70 | 6.76 |
Data as of 01/29/2021, 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 |
|---|---|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Tactical Asset Allocation Moderate |
-0.03%
Jun 2014 - Jun 2017 |
0.65%
Mar 2015 - Mar 2020 |
4.49%
Apr 2010 - Apr 2020 |
7.86%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Tactical Asset Allocation Moderate |
20.62%
Apr 2003 - Apr 2006 |
18.47%
Oct 2002 - Oct 2007 |
14.44%
Apr 2003 - Apr 2013 |
11.49%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart