Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES AND PARTNERS OF PRICEWATERHOUSECOOPERS LLP Tactical Asset Allocation Moderate | NA | 16.21% | -1.20% | 3.82% | 1.43% | 2.71% | 5.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES AND PARTNERS OF PRICEWATERHOUSECOOPERS LLP Tactical Asset Allocation 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 (%) | -1.35 | 16.21 | -1.20 | 3.82 | 1.43 | 2.71 | 5.73 | … | … | 1.22 | 2.31 | 5.53 | -15.58 | 9.85 | 14.36 | 0.28 | -6.88 | 7.04 | 5.74 | -8.45 | -2.29 | 13.64 | 7.04 | -2.08 | 7.38 | 23.77 | -3.98 | 15.91 | 20.39 | 17.39 | 14.53 | 24.25 | 8.50 | 6.45 |
| Sharpe Ratio | NA | -0.25 | -0.74 | 0.05 | -0.07 | NA | NA | … | … | 0.11 | -0.51 | 0.16 | -1.99 | 1.07 | 1.37 | -0.20 | -1.05 | 1.08 | 0.89 | -1.42 | -0.32 | 1.87 | 1.25 | -0.24 | 0.63 | 2.30 | -0.78 | 1.10 | 2.01 | 2.23 | 1.53 | 4.32 | 1.76 | 0.93 |
| Standard Deviation(%) | NA | 8.41 | 8.25 | 8.89 | 7.73 | NA | NA | … | … | 10.32 | 8.38 | 7.72 | 8.55 | 9.14 | 10.32 | 5.70 | 7.82 | 5.93 | 6.20 | 5.97 | 7.21 | 7.29 | 5.59 | 8.68 | 11.49 | 10.29 | 6.29 | 11.73 | 8.51 | 6.81 | 8.88 | 5.46 | 4.20 | 4.46 |
| Draw Down(%) | NA | 6.20 | 18.35 | 19.65 | 22.31 | NA | NA | … | … | 0.75 | 6.20 | 8.64 | 15.88 | 5.12 | 13.45 | 7.27 | 13.46 | 4.40 | 4.86 | 10.48 | 8.84 | 6.37 | 5.79 | 8.98 | 9.81 | 4.94 | 9.00 | 8.78 | 10.18 | 5.56 | 9.57 | 2.35 | 3.16 | 3.74 |
| Yield(%) | NA | 3.42 | 4.91 | 3.84 | 3.64 | NA | NA | … | … | NA | 0.74 | 3.26 | 2.95 | 7.98 | 1.63 | 2.98 | 1.22 | 0.51 | 5.57 | 6.86 | 3.31 | 5.50 | 4.61 | 2.59 | 3.11 | 3.40 | 4.39 | 9.86 | 6.82 | 7.09 | 2.40 | 4.05 | 6.10 | 5.90 |
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 |
|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES AND PARTNERS OF PRICEWATERHOUSECOOPERS LLP Tactical Asset Allocation Mode |
-3.48%
Apr 2017 – Apr 2020 |
-2.32%
Aug 2014 – Aug 2019 |
-0.10%
Oct 2013 – Oct 2023 |
2.19%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVINGS PLAN FOR EMPLOYEES AND PARTNERS OF PRICEWATERHOUSECOOPERS LLP Tactical Asset Allocation Mode |
22.68%
Oct 2004 – Oct 2007 |
19.66%
Oct 2002 – Oct 2007 |
13.48%
Apr 2001 – Apr 2011 |
9.24%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart