Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WACHOVIA SAVINGS PLAN Tactical Asset Allocation Growth | NA | 9.56% | 9.97% | 6.63% | 5.42% | 8.39% | 11.10% | … | … |
Data as of 07/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WACHOVIA SAVINGS PLAN Tactical Asset Allocation Growth | 12/31/2000 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.33 | 9.56 | 9.97 | 6.63 | 5.42 | 8.39 | 11.10 | … | … | 9.73 | -18.37 | 16.83 | 21.71 | 10.90 | -7.74 | 13.32 | 5.76 | -6.47 | 2.20 | 14.20 | 10.86 | 2.52 | 20.34 | 26.63 | 5.58 | 22.72 | 20.03 | 19.74 | 18.38 | 36.85 | 13.30 | 6.00 |
| Sharpe Ratio | NA | 0.38 | 0.36 | 0.41 | 0.37 | NA | NA | … | … | 0.63 | -1.45 | 1.25 | 1.85 | 1.52 | -0.85 | 1.95 | 0.73 | -0.67 | 0.28 | 1.57 | 1.84 | 0.20 | 1.26 | 2.12 | 0.58 | 1.30 | 1.47 | 1.96 | 1.51 | 5.27 | 1.82 | 0.76 |
| Standard Deviation(%) | NA | 9.34 | 12.76 | 11.40 | 10.02 | NA | NA | … | … | 10.08 | 13.66 | 13.43 | 11.59 | 6.26 | 10.65 | 6.49 | 7.62 | 9.77 | 7.78 | 9.05 | 5.86 | 12.25 | 16.12 | 12.54 | 8.01 | 15.12 | 11.41 | 8.97 | 11.54 | 6.87 | 6.68 | 4.84 |
| Draw Down(%) | NA | 7.24 | 20.12 | 20.12 | 20.12 | NA | NA | … | … | 7.24 | 20.12 | 9.54 | 12.50 | 4.54 | 16.24 | 2.64 | 7.92 | 14.85 | 7.99 | 8.51 | 4.85 | 12.08 | 11.95 | 6.27 | 7.36 | 12.30 | 14.34 | 6.90 | 13.23 | 2.79 | 8.53 | 4.09 |
| Yield(%) | NA | 3.82 | 6.23 | 5.10 | 4.14 | NA | NA | … | … | 0.71 | 4.31 | 11.39 | 3.67 | 3.63 | 4.02 | 0.65 | 4.14 | 2.02 | 3.58 | 4.77 | 4.61 | 2.84 | 4.24 | 6.15 | 3.74 | 13.05 | 7.11 | 9.09 | 2.42 | 6.36 | 5.15 | 8.01 |
Data as of 07/31/2023, 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 |
|---|---|---|---|---|
| WACHOVIA SAVINGS PLAN Tactical Asset Allocation Growth |
0.31%
Nov 2013 – Nov 2016 |
0.91%
Feb 2015 – Feb 2020 |
4.38%
Apr 2010 – Apr 2020 |
7.14%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WACHOVIA SAVINGS PLAN Tactical Asset Allocation Growth |
26.84%
Oct 2004 – Oct 2007 |
25.31%
Oct 2002 – Oct 2007 |
19.40%
Apr 2001 – Apr 2011 |
14.17%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart