Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WEA Trust 403(b)/TSA Tactical Asset Allocation Moderate | NA | 33.76% | 6.92% | 11.86% | 8.99% | 9.68% | 8.22% | 7.88% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WEA Trust 403(b)/TSA Tactical Asset Allocation 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 (%) | -1.32 | 33.76 | 6.92 | 11.86 | 8.99 | 9.68 | 8.22 | 7.88 | NA | 19.86 | 18.65 | -15.17 | 15.14 | 17.37 | 22.54 | -10.08 | 16.92 | 9.70 | -0.51 | 1.31 | 27.26 | 15.76 | -1.42 | 11.32 | -2.03 | -12.30 | 11.40 | 14.05 | 9.11 | 13.32 | 22.47 | -6.77 | -2.62 |
| Sharpe Ratio | NA | 1.07 | 0.24 | 0.46 | 0.49 | NA | NA | 0.48 | 0.08 | 0.96 | 1.24 | -1.01 | 1.12 | 0.70 | 1.82 | -0.73 | 2.40 | 0.85 | -0.04 | 0.10 | 2.45 | 1.18 | -0.07 | 0.75 | -0.16 | -1.08 | 0.72 | 1.27 | 0.98 | 1.66 | 2.49 | -1.45 | -0.43 |
| Standard Deviation(%) | NA | 13.74 | 14.05 | 16.62 | 14.45 | NA | NA | 13.07 | 11.64 | 13.84 | 11.59 | 16.32 | 13.50 | 24.59 | 11.65 | 15.60 | 6.79 | 11.14 | 12.81 | 12.44 | 11.13 | 13.32 | 21.28 | 15.00 | 13.20 | 12.20 | 11.65 | 8.46 | 7.11 | 7.45 | 8.74 | 5.44 | 11.59 |
| Draw Down(%) | NA | 8.38 | 19.43 | 25.31 | 25.31 | NA | NA | 28.45 | 0.87 | 8.38 | 8.05 | 20.46 | 6.98 | 25.31 | 6.68 | 21.15 | 3.41 | 8.78 | 12.06 | 11.02 | 5.59 | 11.12 | 18.88 | 13.89 | 17.22 | 25.05 | 8.58 | 9.49 | 5.03 | 5.80 | 4.99 | 10.87 | 18.12 |
| Yield(%) | NA | 3.22 | 4.60 | 3.83 | 3.94 | NA | NA | 0.00 | NA | 0.03 | 3.76 | 3.15 | 8.20 | 1.74 | 4.04 | 3.16 | 2.03 | 5.23 | 5.37 | 4.73 | 1.72 | 2.90 | 1.44 | 1.90 | 1.69 | 4.47 | 5.92 | 5.89 | 3.07 | 2.56 | 1.52 | 1.36 | 1.34 |
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 |
|---|---|---|---|---|
| WEA Trust 403(b)/TSA Tactical Asset Allocation Moderate |
-4.90%
Jun 2007 - Jun 2010 |
-0.06%
May 2007 - May 2012 |
4.95%
Jan 2006 - Jan 2016 |
5.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WEA Trust 403(b)/TSA Tactical Asset Allocation Moderate |
18.80%
Apr 2003 - Apr 2006 |
14.54%
Oct 2002 - Oct 2007 |
11.28%
Sep 2011 - Sep 2021 |
9.89%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart