Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WESTERN DIGITAL CORPORATION 401(k) PLAN Tactical Asset Allocation Moderate | NA | 13.80% | 9.52% | 8.44% | 5.56% | 6.30% | 7.00% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WESTERN DIGITAL CORPORATION 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 (%) | -0.33 | 13.80 | 9.52 | 8.44 | 5.56 | 6.30 | 7.00 | … | … | 0.74 | 26.34 | -7.08 | 10.36 | 20.90 | 8.64 | -3.49 | 5.51 | 8.67 | -3.65 | 2.10 | 13.51 | 5.16 | -1.53 | 4.56 | 20.41 | -0.54 | 8.97 | 14.05 | 5.92 | 13.87 | 23.11 | 4.12 | 9.02 |
| Sharpe Ratio | NA | 2.24 | 0.82 | 1.10 | 0.77 | NA | NA | … | … | 0.08 | 2.86 | -0.81 | 1.12 | 2.43 | 1.31 | -0.65 | 0.89 | 1.84 | -0.63 | 0.35 | 1.83 | 1.12 | -0.17 | 0.46 | 3.62 | -0.24 | 0.67 | 1.52 | 0.65 | 1.77 | 3.66 | 0.61 | 1.16 |
| Standard Deviation(%) | NA | 7.55 | 9.09 | 8.46 | 7.29 | NA | NA | … | … | 6.06 | 7.71 | 10.47 | 9.21 | 8.51 | 5.50 | 7.36 | 5.48 | 4.59 | 5.82 | 6.01 | 7.36 | 4.55 | 9.22 | 9.66 | 5.62 | 6.06 | 8.96 | 7.08 | 5.75 | 7.31 | 6.13 | 4.95 | 5.77 |
| Draw Down(%) | NA | 4.30 | 12.69 | 12.69 | 12.69 | NA | NA | … | … | 1.33 | 4.30 | 12.48 | 4.68 | 8.12 | 3.43 | 9.93 | 4.00 | 2.72 | 7.94 | 6.22 | 5.99 | 5.28 | 10.79 | 9.10 | 2.23 | 4.43 | 6.54 | 6.92 | 4.61 | 5.82 | 2.87 | 5.35 | 4.43 |
| Yield(%) | NA | 14.72 | 10.15 | 7.92 | 5.26 | NA | NA | … | … | 0.86 | 15.17 | 7.38 | 7.23 | 5.48 | 3.91 | 3.37 | 0.54 | 3.99 | 1.35 | 3.80 | 2.57 | 4.14 | 1.83 | 5.85 | 5.89 | 4.03 | 6.50 | 3.47 | 3.06 | 2.98 | 3.45 | 7.68 | 9.43 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WESTERN DIGITAL CORPORATION 401(k) PLAN Tactical Asset Allocation Moderate |
2.03%
Jun 2014 – Jun 2017 |
1.71%
Dec 2013 – Dec 2018 |
3.78%
Mar 2010 – Mar 2020 |
5.13%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WESTERN DIGITAL CORPORATION 401(k) PLAN Tactical Asset Allocation Moderate |
15.45%
Jan 2003 – Jan 2006 |
13.86%
Oct 2002 – Oct 2007 |
10.68%
Apr 2001 – Apr 2011 |
8.17%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart