Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 4.99% | 2.12% | 2.25% | 5.69% | 5.68% | NA | 6.87% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.14 | 4.99 | 2.12 | 2.25 | 5.69 | 5.68 | NA | 6.87 | 6.99 | 16.03 | -8.13 | 8.73 | 5.87 | -4.22 | 3.85 | 10.06 | 13.80 | -0.50 | 15.69 | 28.54 | -24.68 | 11.54 | 12.58 | 11.21 | 15.02 | 25.20 | -1.31 | 7.18 |
| Sharpe Ratio | NA | 0.71 | 0.34 | 0.49 | 0.62 | NA | NA | 0.57 | 0.38 | 2.38 | -1.06 | 1.61 | 0.65 | -0.52 | 0.61 | 1.32 | 1.79 | -0.04 | 1.31 | 1.61 | -1.15 | 0.85 | 1.14 | 1.39 | 1.77 | 3.27 | -0.24 | 0.57 |
| Standard Deviation(%) | NA | 14.75 | 10.60 | 9.55 | 9.37 | NA | NA | 10.85 | 17.78 | 6.14 | 8.95 | 5.04 | 8.69 | 8.17 | 6.32 | 7.61 | 7.67 | 14.12 | 11.92 | 17.71 | 22.33 | 10.00 | 8.16 | 6.50 | 7.93 | 7.50 | 10.20 | 8.54 |
| Draw Down(%) | NA | 19.51 | 19.51 | 19.51 | 19.51 | NA | NA | 38.61 | 19.51 | 2.77 | 14.44 | 3.14 | 6.82 | 10.97 | 6.00 | 8.54 | 6.85 | 13.70 | 8.61 | 18.51 | 36.90 | 7.03 | 10.02 | 4.49 | 6.89 | 6.60 | 14.78 | 9.40 |
| Yield(%) | NA | 1.28 | 2.46 | 3.13 | 3.35 | NA | NA | 4.07 | 0.52 | 1.78 | 5.27 | 0.39 | 4.30 | 4.72 | 4.36 | 3.80 | 4.08 | 3.11 | 2.87 | 2.49 | 6.10 | 7.17 | 6.11 | 5.70 | 3.96 | 2.31 | 2.37 | 5.96 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-7.24%
Feb 2006 - Feb 2009 |
0.36%
Feb 2004 - Feb 2009 |
4.20%
Mar 2010 - Mar 2020 |
5.10%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWC SUPPORT SERVICES 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
22.09%
Feb 2009 - Feb 2012 |
16.50%
Feb 2009 - Feb 2014 |
10.58%
Mar 2003 - Mar 2013 |
8.45%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart