Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WFSL (Washington Federal) | NA | -12.04% | 10.85% | -5.66% | 0.83% | 4.61% | 8.79% | … | … |
Data as of 02/17/2012, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFSL (Washington Federal) | 03/27/1990 | 02/17/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.14 | -12.04 | 10.85 | -5.66 | 0.83 | 4.61 | 8.79 | … | … | 14.44 | -15.87 | -12.23 | 31.01 | -26.46 | -7.09 | 6.02 | -1.40 | 6.69 | 28.57 | 9.68 | 2.88 | 52.99 | -13.16 | 0.50 | 43.99 | 17.43 | 64.24 | -4.39 | 6.50 | 11.76 | 70.78 | -0.72 |
| Sharpe Ratio | NA | -0.34 | 0.28 | -0.13 | -0.01 | NA | NA | … | … | 8.67 | -0.47 | -0.43 | 0.60 | -0.37 | -0.40 | 0.20 | -0.24 | 0.33 | 1.49 | 0.30 | 0.02 | 1.15 | -0.56 | -0.08 | -0.31 | 0.54 | 2.52 | -0.27 | 0.15 | 0.28 | 2.29 | -0.14 |
| Standard Deviation(%) | NA | 35.08 | 38.40 | 48.73 | 39.48 | NA | NA | … | … | 20.76 | 34.18 | 28.42 | 51.20 | 73.03 | 25.50 | 14.00 | 14.86 | 17.41 | 18.74 | 28.27 | 29.78 | 42.48 | 29.43 | 33.62 | 36.43 | 25.78 | 23.98 | 26.93 | 30.25 | 32.73 | 29.12 | 43.63 |
| Draw Down(%) | NA | 32.32 | 41.67 | 61.56 | 61.56 | NA | NA | … | … | 2.60 | 32.32 | 34.63 | 33.87 | 50.92 | 22.70 | 11.14 | 11.57 | 14.95 | 11.06 | 23.59 | 19.88 | 21.92 | 29.67 | 25.17 | 17.30 | 15.85 | 12.32 | 22.48 | 19.77 | 15.52 | 11.05 | 28.97 |
| Yield(%) | 0.00 | 1.40 | 1.84 | 1.84 | 2.33 | 2.52 | 2.65 | … | … | 0.00 | 1.54 | 1.07 | 1.33 | 3.26 | 3.53 | 3.53 | 3.01 | 3.37 | 2.12 | 3.23 | 3.04 | 4.21 | 2.20 | 2.16 | 2.61 | 2.54 | 2.98 | 8.77 | 2.82 | 1.51 | 2.11 | 1.32 |
Data as of 02/17/2012, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFSL (Washington Federal) |
-18.78%
Feb 2006 – Feb 2009 |
-10.54%
Feb 2004 – Feb 2009 |
-0.23%
Sep 2001 – Sep 2011 |
4.35%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFSL (Washington Federal) |
40.56%
Dec 1994 – Dec 1997 |
27.33%
Oct 1990 – Oct 1995 |
21.83%
Dec 1990 – Dec 2000 |
18.53%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart