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 Strategic Asset Allocation - Optimal Moderate | NA | 16.82% | 2.46% | 7.28% | 5.41% | 7.08% | 6.74% | 7.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN 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 (%) | -1.38 | 16.82 | 2.46 | 7.28 | 5.41 | 7.08 | 6.74 | 7.14 | NA | -1.37 | 12.19 | -9.22 | 8.18 | 21.47 | 19.79 | -6.98 | 4.28 | 4.52 | -1.01 | 6.14 | 9.05 | 13.09 | 1.14 | 16.63 | 32.82 | -25.13 | 9.11 | 11.44 | 10.12 | 13.50 | 22.68 | -0.80 | 1.90 |
| Sharpe Ratio | NA | -0.70 | -0.27 | 0.25 | 0.21 | NA | NA | 0.42 | 0.02 | -0.89 | 1.04 | -0.66 | 0.86 | 1.17 | 2.76 | -0.25 | 0.69 | 0.53 | -0.13 | 1.02 | 1.31 | 1.88 | 0.08 | 1.49 | 1.78 | -1.14 | 0.62 | 1.13 | 1.44 | 1.81 | 3.36 | -0.23 | -0.05 |
| Standard Deviation(%) | NA | 8.80 | 11.52 | 12.79 | 14.59 | NA | NA | 12.63 | 6.00 | 8.93 | 7.63 | 16.17 | 9.44 | 18.15 | 6.67 | 33.33 | 5.29 | 8.11 | 8.09 | 6.03 | 6.88 | 6.95 | 13.12 | 11.07 | 18.35 | 22.91 | 9.93 | 7.25 | 5.54 | 6.95 | 6.55 | 8.30 | 7.87 |
| Draw Down(%) | NA | 8.88 | 17.21 | 23.81 | 29.80 | NA | NA | 38.82 | 0.51 | 8.84 | 6.87 | 18.56 | 6.72 | 23.81 | 2.84 | 27.41 | 5.67 | 7.22 | 9.44 | 5.04 | 7.81 | 5.64 | 11.99 | 7.33 | 16.89 | 37.35 | 6.33 | 8.91 | 4.17 | 6.90 | 7.25 | 13.29 | 11.18 |
| Yield(%) | NA | 5.43 | 5.83 | 5.21 | 4.35 | NA | NA | 4.06 | NA | 0.42 | 5.90 | 6.30 | 4.94 | 5.08 | 2.63 | 6.66 | 0.24 | 2.31 | 4.17 | 4.35 | 1.26 | 3.28 | 3.33 | 2.65 | 2.15 | 5.72 | 6.28 | 5.84 | 6.12 | 2.63 | 3.38 | 2.50 | 5.37 |
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 |
|---|---|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Strategic Asset Allocation - Optimal Moderate |
-8.13%
Feb 2006 - Feb 2009 |
-0.74%
Feb 2004 - Feb 2009 |
4.31%
Oct 2013 - Oct 2023 |
4.93%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WELLINGTON EMPLOYEE BENEFIT PLAN Strategic Asset Allocation - Optimal Moderate |
23.79%
Feb 2009 - Feb 2012 |
17.59%
Feb 2009 - Feb 2014 |
10.31%
Mar 2003 - Mar 2013 |
9.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart