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 Strategic Asset Allocation – Optimal Moderate | NA | 5.04% | 2.14% | 2.47% | 5.71% | 5.42% | NA | … | … |
Data as of 05/29/2020, 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 Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.13 | 5.04 | 2.14 | 2.47 | 5.71 | 5.42 | NA | … | … | 5.21 | 17.59 | -8.20 | 7.89 | 5.03 | -2.17 | 3.03 | 10.70 | 13.66 | -2.28 | 15.54 | 26.51 | -26.92 | 12.03 | 14.10 | 10.72 | 15.20 | 26.87 | -0.87 | 6.61 |
| Sharpe Ratio | NA | 0.63 | 0.30 | 0.47 | 0.60 | NA | NA | … | … | 0.28 | 2.67 | -1.07 | 1.37 | 0.57 | -0.28 | 0.47 | 1.43 | 1.77 | -0.16 | 1.28 | 1.55 | -1.23 | 0.89 | 1.28 | 1.26 | 1.76 | 3.27 | -0.18 | 0.51 |
| Standard Deviation(%) | NA | 14.69 | 10.57 | 9.50 | 9.41 | NA | NA | … | … | 17.75 | 6.06 | 8.88 | 5.28 | 8.54 | 8.00 | 6.45 | 7.47 | 7.68 | 14.56 | 12.06 | 17.09 | 22.58 | 10.15 | 8.41 | 6.80 | 8.11 | 8.00 | 10.69 | 8.37 |
| Draw Down(%) | NA | 18.36 | 18.36 | 18.36 | 18.36 | NA | NA | … | … | 18.36 | 2.94 | 14.49 | 3.75 | 6.73 | 9.40 | 6.42 | 8.46 | 7.34 | 15.17 | 9.47 | 17.65 | 37.12 | 7.37 | 10.42 | 4.78 | 6.85 | 6.37 | 15.71 | 9.53 |
| Yield(%) | NA | 2.49 | 2.88 | 3.58 | 3.81 | NA | NA | … | … | 1.05 | 2.44 | 5.40 | 0.40 | 3.48 | 6.15 | 4.67 | 4.01 | 4.79 | 4.23 | 3.25 | 2.61 | 3.64 | 7.47 | 5.86 | 4.89 | 3.91 | 2.62 | 2.37 | 4.71 |
Data as of 05/29/2020, 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 Strategic Asset Allocation – O |
-7.40%
Feb 2006 – Feb 2009 |
0.23%
Feb 2004 – Feb 2009 |
4.14%
Dec 2007 – Dec 2017 |
4.90%
Mar 2005 – Mar 2020 |
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 Strategic Asset Allocation – O |
20.55%
Mar 2003 – Mar 2006 |
16.70%
Oct 2002 – Oct 2007 |
10.14%
Mar 2003 – Mar 2013 |
8.24%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart