Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WLY401K Tactical Asset Allocation Moderate | NA | 17.46% | 4.10% | 6.95% | 5.40% | 4.60% | 5.37% | 5.76% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WLY401K Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 0.64 | 17.46 | 4.10 | 6.95 | 5.40 | 4.60 | 5.37 | 5.76 | NA | 9.45 | 11.94 | -11.84 | 8.35 | 15.07 | 6.89 | -1.90 | 15.31 | 3.24 | -2.68 | -0.52 | 16.78 | 0.77 | -8.07 | 5.57 | 13.02 | -4.36 | 7.59 | 13.84 | 8.70 | 11.26 | 22.93 | -6.63 | 2.31 |
| Sharpe Ratio | NA | 0.42 | 0.12 | 0.45 | 0.46 | NA | NA | 0.49 | 0.26 | 0.39 | 1.04 | -0.99 | 0.93 | 1.48 | 1.11 | -0.44 | 3.22 | 0.69 | -0.57 | -0.08 | 2.14 | 0.12 | -0.46 | 0.38 | 1.32 | -1.80 | 0.44 | 1.44 | 1.05 | 1.48 | 2.84 | -1.24 | 0.01 |
| Standard Deviation(%) | NA | 7.45 | 9.56 | 9.73 | 7.84 | NA | NA | 8.46 | 7.00 | 7.39 | 7.37 | 13.41 | 8.95 | 10.01 | 4.93 | 7.27 | 4.56 | 4.37 | 4.73 | 6.40 | 7.81 | 6.02 | 17.50 | 14.52 | 9.81 | 2.93 | 10.52 | 7.32 | 6.20 | 6.99 | 7.84 | 6.25 | 0.05 |
| Draw Down(%) | NA | 4.60 | 14.08 | 18.17 | 18.17 | NA | NA | 20.06 | 2.15 | 4.52 | 7.17 | 17.25 | 4.42 | 11.04 | 3.93 | 8.37 | 1.20 | 3.66 | 5.83 | 5.74 | 5.99 | 6.52 | 19.39 | 17.26 | 5.24 | 5.00 | 7.49 | 7.11 | 3.78 | 6.43 | 3.50 | 9.69 | 0.00 |
| Yield(%) | NA | 3.34 | 3.29 | 2.80 | 2.19 | NA | NA | 2.16 | NA | 0.91 | 3.49 | 2.18 | 3.44 | 2.40 | 2.19 | 1.66 | 1.72 | 1.55 | 1.46 | 1.29 | 1.74 | 2.31 | 0.15 | 1.39 | 1.23 | 0.79 | 4.85 | 5.55 | 2.80 | 1.96 | 1.56 | 0.88 | 2.31 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| WLY401K Tactical Asset Allocation Moderate |
-1.06%
Apr 2010 - Apr 2013 |
-0.51%
Apr 2011 - Apr 2016 |
2.21%
Mar 2010 - Mar 2020 |
2.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLY401K Tactical Asset Allocation Moderate |
16.99%
Apr 2003 - Apr 2006 |
13.46%
Oct 2002 - Oct 2007 |
7.94%
Apr 2001 - Apr 2011 |
6.83%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart