Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WEA TRUST EMPLOYEES 401 K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 26.65% | 10.98% | 12.12% | 8.13% | 9.05% | 7.69% | 6.97% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WEA TRUST EMPLOYEES 401 K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.19 | 26.65 | 10.98 | 12.12 | 8.13 | 9.05 | 7.69 | 6.97 | 21.89 | 26.13 | -9.91 | 7.32 | 18.83 | 16.10 | -4.18 | 10.81 | 7.72 | -0.42 | 2.17 | 14.49 | 12.63 | -1.59 | 16.55 | 27.97 | -28.86 | 9.30 | 10.10 | 8.23 | 9.80 | 19.25 | -10.32 | -0.54 |
| Sharpe Ratio | NA | 2.53 | 0.70 | 0.81 | 0.67 | NA | NA | 0.50 | 1.88 | 2.68 | -0.81 | 0.73 | 0.97 | 1.87 | -0.57 | 1.92 | 0.86 | -0.06 | 0.36 | 2.03 | 1.53 | -0.11 | 1.45 | 1.56 | -1.36 | 0.67 | 1.05 | 1.07 | 1.28 | 2.01 | -0.89 | -0.25 |
| Standard Deviation(%) | NA | 8.14 | 10.62 | 12.64 | 10.56 | NA | NA | 11.19 | 8.32 | 8.15 | 13.99 | 9.92 | 19.26 | 7.86 | 9.69 | 5.31 | 8.75 | 7.36 | 5.98 | 7.12 | 8.22 | 14.19 | 11.38 | 17.89 | 21.82 | 9.47 | 6.53 | 5.67 | 6.91 | 9.25 | 12.77 | 11.60 |
| Draw Down(%) | NA | 5.29 | 18.22 | 21.67 | 21.67 | NA | NA | 41.98 | 5.29 | 5.06 | 18.20 | 6.14 | 21.67 | 4.04 | 12.50 | 3.60 | 8.15 | 8.69 | 5.24 | 6.40 | 7.04 | 13.57 | 8.15 | 16.92 | 35.94 | 6.84 | 6.34 | 3.96 | 5.47 | 8.99 | 19.36 | 17.37 |
| Yield(%) | NA | 14.36 | 9.55 | 7.31 | 5.01 | NA | NA | 3.69 | 4.50 | 13.29 | 6.26 | 3.92 | 4.73 | 3.02 | 4.81 | 0.58 | 1.97 | 3.18 | 3.36 | 2.74 | 1.94 | 2.28 | 1.82 | 1.29 | 2.75 | 4.07 | 6.80 | 3.89 | 3.56 | 1.29 | 1.37 | 1.54 |
Data as of 08/30/2024, 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 EMPLOYEES 401 K PLAN Strategic Asset Allocation - Optimal Moderate |
-9.74%
Feb 2006 - Feb 2009 |
-2.65%
Feb 2004 - Feb 2009 |
4.31%
Feb 2006 - Feb 2016 |
4.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WEA TRUST EMPLOYEES 401 K PLAN Strategic Asset Allocation - Optimal Moderate |
21.07%
Feb 2009 - Feb 2012 |
16.54%
Feb 2009 - Feb 2014 |
10.45%
Feb 2009 - Feb 2019 |
10.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart