Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wal-Mart 401K Plan Asset Allocation Composite Moderate | NA | 26.77% | 13.60% | 11.56% | 8.06% | 7.84% | 8.15% | 7.94% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wal-Mart 401K Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
| 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 (%) | 0.89 | 26.77 | 13.60 | 11.56 | 8.06 | 7.84 | 8.15 | 7.94 | NA | 19.19 | 23.52 | -3.83 | 7.72 | 8.81 | 16.46 | -8.12 | 12.61 | 8.03 | -0.60 | 1.84 | 11.66 | 10.61 | -3.00 | 14.85 | 13.52 | 1.40 | 9.75 | 13.65 | 6.51 | 10.39 | 19.21 | -3.69 | -2.41 |
| Sharpe Ratio | NA | 1.46 | 1.08 | 0.84 | 0.64 | NA | NA | 0.71 | 0.32 | 1.70 | 2.51 | -0.41 | 0.86 | 0.49 | 2.39 | -1.10 | 2.49 | 0.85 | -0.07 | 0.28 | 1.53 | 1.26 | -0.21 | 1.27 | 1.47 | 0.42 | 0.68 | 1.35 | 0.72 | 1.34 | 2.64 | -1.03 | -1.15 |
| Standard Deviation(%) | NA | 7.48 | 9.41 | 11.42 | 9.79 | NA | NA | 8.86 | 7.08 | 7.39 | 7.67 | 12.66 | 8.91 | 17.53 | 6.29 | 8.53 | 4.80 | 9.22 | 8.76 | 6.61 | 7.59 | 8.36 | 14.36 | 11.67 | 9.13 | 1.14 | 10.01 | 7.70 | 6.05 | 7.07 | 7.01 | 4.67 | 4.10 |
| Draw Down(%) | NA | 4.75 | 11.34 | 19.00 | 21.97 | NA | NA | 21.97 | 1.68 | 4.75 | 5.05 | 13.18 | 3.87 | 21.97 | 3.35 | 13.87 | 1.36 | 7.68 | 9.25 | 5.74 | 6.39 | 8.23 | 14.04 | 8.73 | 4.58 | 1.35 | 6.71 | 8.70 | 4.17 | 6.75 | 5.32 | 6.32 | 7.63 |
| Yield(%) | NA | 15.63 | 10.05 | 7.08 | 5.32 | NA | NA | 3.89 | NA | 4.73 | 14.67 | 6.74 | 3.63 | 1.66 | 3.67 | 1.94 | 3.32 | 3.94 | 2.45 | 6.57 | 1.95 | 2.73 | 2.51 | 2.28 | 2.85 | 2.48 | 3.98 | 2.73 | 2.53 | 2.31 | 3.32 | 3.38 | 3.19 |
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 |
|---|---|---|---|---|
| Wal-Mart 401K Plan Asset Allocation Composite Moderate |
0.09%
Mar 2017 - Mar 2020 |
1.67%
Mar 2015 - Mar 2020 |
4.30%
Mar 2010 - Mar 2020 |
5.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wal-Mart 401K Plan Asset Allocation Composite Moderate |
15.06%
Apr 2003 - Apr 2006 |
12.14%
Feb 2003 - Feb 2008 |
10.14%
Apr 2003 - Apr 2013 |
8.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart