Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wal-Mart Profit Sharing and 401(k) Plan Strategic Asset Allocation – Equal Weight Moderate | NA | 32.02% | 10.64% | 25.54% | 15.00% | 12.81% | 10.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wal-Mart Profit Sharing and 401(k) Plan Strategic Asset Allocation – Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.69 | 32.02 | 10.64 | 25.54 | 15.00 | 12.81 | 10.97 | … | … | 0.76 | 19.69 | 23.84 | -4.64 | 79.52 | 20.56 | 16.09 | -4.81 | 11.82 | 7.41 | 0.74 | -0.16 | 12.86 | 10.90 | 1.50 | 16.06 | 26.21 | -21.78 | 9.17 | 7.44 | 10.18 | 13.05 | 24.90 | -9.25 | 9.74 |
| Sharpe Ratio | NA | 2.02 | 0.93 | 0.87 | 0.71 | NA | NA | … | … | 0.11 | 1.86 | 2.49 | -0.49 | 1.50 | 1.14 | 2.02 | -0.63 | 2.82 | 0.90 | 0.09 | -0.03 | 2.24 | 1.73 | 0.14 | 2.22 | 2.43 | -1.52 | 0.84 | 0.76 | 1.70 | 1.76 | 4.48 | -0.75 | 0.55 |
| Standard Deviation(%) | NA | 6.99 | 9.41 | 26.11 | 19.24 | NA | NA | … | … | 6.45 | 7.04 | 7.88 | 12.38 | 53.12 | 17.86 | 7.27 | 9.77 | 3.96 | 7.99 | 8.24 | 6.78 | 5.74 | 6.27 | 10.80 | 7.19 | 10.74 | 14.91 | 7.31 | 5.52 | 4.71 | 6.87 | 5.40 | 13.84 | 13.46 |
| Draw Down(%) | NA | 4.19 | 13.36 | 21.54 | 21.54 | NA | NA | … | … | 0.39 | 4.19 | 4.76 | 13.42 | 7.57 | 21.54 | 4.30 | 13.18 | 1.83 | 7.71 | 8.31 | 6.56 | 3.60 | 5.09 | 10.18 | 5.32 | 12.27 | 31.09 | 7.23 | 6.93 | 3.68 | 7.43 | 2.68 | 22.12 | 14.13 |
| Yield(%) | NA | 17.49 | 10.23 | 11.40 | 7.50 | NA | NA | … | … | NA | 4.48 | 17.05 | 6.38 | 21.73 | 1.75 | 2.57 | 2.65 | 0.66 | 5.74 | 4.14 | 5.22 | 4.21 | 4.51 | 5.06 | 6.03 | 5.66 | 4.66 | 11.97 | 6.56 | 5.70 | 4.03 | 3.65 | 3.03 | 3.55 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Wal-Mart Profit Sharing and 401(k) Plan Strategic Asset Allocation – Equal Weight Moderate |
-6.14%
Feb 2006 – Feb 2009 |
0.20%
Feb 2004 – Feb 2009 |
4.78%
Feb 2006 – Feb 2016 |
5.32%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wal-Mart Profit Sharing and 401(k) Plan Strategic Asset Allocation – Equal Weight Moderate |
35.95%
Dec 2018 – Dec 2021 |
26.12%
Sep 2019 – Sep 2024 |
15.19%
Nov 2014 – Nov 2024 |
14.06%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart