Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WICAX (INVESTED CONSERVATIVE PORTFOLIO INVESTED CONSERVATIVE PORTFOLIO) | NA | 1.60% | 7.13% | 6.48% | 5.73% | 5.33% | 4.91% | … | … |
Data as of 07/27/2022, Common starting date is 12/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WICAX (INVESTED CONSERVATIVE PORTFOLIO INVESTED CONSERVATIVE PORTFOLIO) | 12/19/2001 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.60 | 7.13 | 6.48 | 5.73 | 5.33 | 4.91 | … | … | 0.43 | -1.76 | 10.29 | 13.91 | -2.52 | 8.82 | 3.24 | -1.29 | 3.67 | 12.56 | 6.91 | 3.54 | 3.32 | 6.62 | 1.56 | 6.15 | 6.13 | 1.76 | 2.91 | 4.08 | -1.08 | 0.15 |
| Sharpe Ratio | NA | 0.09 | 0.62 | 0.64 | 0.71 | NA | NA | … | … | 0.01 | -0.18 | 0.84 | 2.96 | -0.65 | 2.57 | 0.48 | -0.20 | 0.63 | 2.30 | 1.94 | 1.31 | 0.49 | 1.30 | 0.71 | 1.20 | 1.17 | -0.16 | 0.74 | 1.49 | -0.90 | 1.60 |
| Standard Deviation(%) | NA | 13.55 | 10.84 | 8.97 | 7.53 | NA | NA | … | … | 17.61 | 9.78 | 12.00 | 4.23 | 5.96 | 3.20 | 6.35 | 6.77 | 5.82 | 5.44 | 3.57 | 2.68 | 6.64 | 5.00 | 0.89 | 2.61 | 2.43 | 2.60 | 2.66 | 2.27 | 2.42 | 2.70 |
| Draw Down(%) | NA | 13.13 | 15.26 | 15.26 | 15.26 | NA | NA | … | … | 12.50 | 9.95 | 15.26 | 1.87 | 7.32 | 1.24 | 5.58 | 6.91 | 4.57 | 4.45 | 2.83 | 2.56 | 6.05 | 3.04 | 0.57 | 1.44 | 1.22 | 1.50 | 2.58 | 2.12 | 2.45 | 0.24 |
| Yield(%) | 0.00 | 16.69 | 8.85 | 6.71 | 6.04 | 5.48 | 4.97 | … | … | 8.83 | 9.09 | 5.56 | 2.33 | 2.06 | 3.68 | 5.51 | 8.02 | 8.80 | 1.51 | 3.50 | 3.52 | 7.25 | 1.35 | 2.41 | 7.44 | 4.00 | 1.67 | 2.14 | 1.29 | 0.00 | 0.44 |
Data as of 07/27/2022, Common starting date is 12/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WICAX (INVESTED CONSERVATIVE PORTFOLIO INVESTED CONSERVATIVE PORTFOLIO) |
1.75%
Jun 2014 – Jun 2017 |
2.27%
Mar 2015 – Mar 2020 |
3.62%
Jan 2002 – Jan 2012 |
4.05%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WICAX (INVESTED CONSERVATIVE PORTFOLIO INVESTED CONSERVATIVE PORTFOLIO) |
10.46%
Dec 2018 – Dec 2021 |
7.54%
Oct 2016 – Oct 2021 |
6.24%
Aug 2011 – Aug 2021 |
5.71%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart