Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRANSCANADA 401(K) AND SAVINGS UWUA LOCAL 1-2 PLAN Tactical Asset Allocation Moderate | NA | -4.09% | 2.31% | 4.54% | 4.16% | 5.47% | 6.33% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRANSCANADA 401(K) AND SAVINGS UWUA LOCAL 1-2 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 (%) | -1.22 | -4.09 | 2.31 | 4.54 | 4.16 | 5.47 | 6.33 | … | … | 1.49 | 7.45 | -16.48 | 13.49 | 14.60 | 23.82 | -3.67 | 11.25 | 3.98 | -1.06 | 1.31 | 15.78 | 2.40 | 2.70 | 5.37 | 13.69 | 2.07 | 10.80 | 11.65 | 4.73 | 14.05 | 20.90 | 4.83 | 7.26 |
| Sharpe Ratio | NA | 0.28 | -0.04 | 0.44 | 0.42 | NA | NA | … | … | 0.12 | 0.31 | -1.73 | 0.84 | 0.86 | 2.23 | -0.63 | 2.40 | 0.83 | -0.22 | 0.23 | 2.45 | 0.44 | 0.34 | 0.53 | 1.59 | 0.19 | 0.87 | 1.21 | 0.48 | 1.71 | 3.75 | 0.85 | 1.01 |
| Standard Deviation(%) | NA | 10.47 | 12.25 | 13.03 | 10.05 | NA | NA | … | … | 10.18 | 10.17 | 10.35 | 15.97 | 16.66 | 10.07 | 7.90 | 4.42 | 4.55 | 5.05 | 5.59 | 6.42 | 5.39 | 7.84 | 9.96 | 8.54 | 6.01 | 9.03 | 6.92 | 5.38 | 7.66 | 5.39 | 4.40 | 4.91 |
| Draw Down(%) | NA | 10.21 | 25.69 | 25.69 | 25.69 | NA | NA | … | … | 2.29 | 10.21 | 18.34 | 10.37 | 18.82 | 5.94 | 9.87 | 2.94 | 3.34 | 4.62 | 6.21 | 4.77 | 5.67 | 6.40 | 8.98 | 4.76 | 5.09 | 7.00 | 8.11 | 3.94 | 6.94 | 2.64 | 3.30 | 3.79 |
| Yield(%) | NA | 2.96 | 4.44 | 4.22 | 3.41 | NA | NA | … | … | 0.00 | 3.18 | 1.16 | 9.14 | 3.63 | 4.27 | 3.44 | 0.18 | 3.03 | 2.05 | 4.31 | 4.76 | 2.53 | 2.27 | 2.08 | 3.77 | 3.49 | 5.44 | 4.02 | 4.83 | 3.12 | 4.77 | 3.92 | 6.04 |
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 |
|---|---|---|---|---|
| TRANSCANADA 401(K) AND SAVINGS UWUA LOCAL 1-2 PLAN Tactical Asset Allocation Moderate |
0.61%
Dec 2020 – Dec 2023 |
2.24%
Dec 2013 – Dec 2018 |
4.02%
Mar 2010 – Mar 2020 |
5.30%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRANSCANADA 401(K) AND SAVINGS UWUA LOCAL 1-2 PLAN Tactical Asset Allocation Moderate |
17.21%
Dec 2018 – Dec 2021 |
13.61%
Oct 2002 – Oct 2007 |
9.91%
Apr 2001 – Apr 2011 |
8.27%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart