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 Moderate | NA | 6.06% | 6.91% | 5.32% | 4.50% | 7.25% | 9.41% | … | … |
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 Moderate | 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 (%) | 1.04 | 6.06 | 6.91 | 5.32 | 4.50 | 7.25 | 9.41 | … | … | 7.33 | -17.57 | 14.54 | 18.69 | 10.13 | -5.98 | 11.18 | 4.98 | -4.69 | 2.12 | 10.88 | 9.98 | 4.98 | 15.85 | 21.10 | 7.66 | 18.64 | 15.14 | 14.89 | 15.92 | 31.21 | 13.64 | 6.76 |
| Sharpe Ratio | NA | 0.27 | 0.26 | 0.41 | 0.39 | NA | NA | … | … | 0.51 | -1.88 | 1.41 | 1.97 | 1.76 | -0.87 | 2.06 | 0.76 | -0.67 | 0.34 | 1.56 | 2.41 | 0.54 | 1.32 | 2.05 | 0.86 | 1.39 | 1.34 | 1.77 | 1.58 | 5.36 | 2.37 | 0.97 |
| Standard Deviation(%) | NA | 7.18 | 9.67 | 8.76 | 7.73 | NA | NA | … | … | 7.77 | 10.07 | 10.28 | 9.35 | 4.97 | 8.35 | 5.13 | 6.26 | 7.00 | 6.10 | 6.96 | 4.11 | 9.16 | 11.92 | 10.23 | 7.82 | 11.23 | 8.85 | 7.21 | 9.48 | 5.70 | 5.28 | 4.57 |
| Draw Down(%) | NA | 5.40 | 17.83 | 17.83 | 17.83 | NA | NA | … | … | 5.40 | 17.83 | 7.51 | 10.62 | 3.09 | 12.93 | 2.13 | 6.71 | 10.61 | 6.33 | 7.34 | 3.00 | 8.14 | 8.73 | 4.77 | 6.09 | 9.22 | 10.84 | 5.41 | 11.45 | 2.40 | 5.39 | 3.15 |
| Yield(%) | NA | 3.73 | 6.10 | 4.97 | 4.14 | NA | NA | … | … | 1.26 | 4.54 | 10.30 | 3.54 | 3.72 | 3.37 | 0.60 | 3.80 | 2.15 | 4.35 | 4.85 | 5.02 | 3.27 | 5.03 | 6.06 | 3.77 | 11.73 | 6.15 | 7.32 | 3.18 | 7.08 | 4.88 | 8.28 |
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 Moderate |
0.72%
Dec 2013 – Dec 2016 |
1.33%
Dec 2013 – Dec 2018 |
3.85%
Feb 2013 – Feb 2023 |
6.38%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WACHOVIA SAVINGS PLAN Tactical Asset Allocation Moderate |
21.81%
Jan 2003 – Jan 2006 |
20.56%
Oct 2002 – Oct 2007 |
16.53%
Apr 2001 – Apr 2011 |
12.34%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart