Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WPP GROUP USA INC OPUS PLAN Tactical Asset Allocation Moderate | NA | 18.63% | 1.88% | 5.60% | 4.22% | 4.75% | 6.33% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WPP GROUP USA INC OPUS PLAN 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 (%) | -1.44 | 18.63 | 1.88 | 5.60 | 4.22 | 4.75 | 6.33 | … | … | 0.61 | 9.27 | 8.70 | -11.44 | 5.87 | 15.69 | 3.43 | -4.89 | 18.69 | 6.45 | -6.34 | 1.95 | 15.23 | 9.26 | -4.23 | 4.07 | 24.62 | -2.67 | 12.74 | 14.43 | 6.78 | 11.04 | 19.32 | 8.32 | 7.21 |
| Sharpe Ratio | NA | 0.45 | -0.24 | 0.32 | 0.36 | NA | NA | … | … | 0.06 | 0.31 | 0.64 | -1.33 | 0.70 | 1.72 | 0.41 | -0.93 | 4.05 | 1.22 | -1.23 | 0.33 | 2.07 | 1.90 | -0.40 | 0.37 | 2.58 | -0.59 | 0.72 | 1.07 | 0.75 | 1.47 | 3.51 | 1.68 | 1.01 |
| Standard Deviation(%) | NA | 8.54 | 8.48 | 8.56 | 7.13 | NA | NA | … | … | 9.40 | 8.53 | 6.95 | 9.66 | 8.36 | 8.97 | 4.92 | 6.68 | 4.46 | 5.14 | 5.16 | 5.76 | 7.33 | 4.83 | 10.78 | 10.88 | 9.49 | 6.03 | 13.47 | 10.39 | 6.13 | 6.85 | 5.31 | 4.30 | 4.86 |
| Draw Down(%) | NA | 5.48 | 15.33 | 15.70 | 15.70 | NA | NA | … | … | 0.73 | 5.48 | 6.15 | 12.75 | 4.98 | 8.86 | 4.74 | 11.05 | 2.07 | 4.20 | 8.03 | 5.31 | 5.96 | 3.66 | 11.97 | 9.50 | 4.59 | 6.84 | 9.88 | 14.06 | 4.62 | 6.70 | 2.71 | 2.31 | 3.88 |
| Yield(%) | NA | 3.89 | 3.51 | 3.86 | 2.87 | NA | NA | … | … | NA | 1.01 | 3.41 | 2.20 | 4.31 | 5.46 | 3.44 | 1.19 | 1.99 | 2.30 | 1.84 | 1.72 | 2.69 | 4.58 | 2.35 | 3.62 | 5.33 | 3.33 | 4.50 | 4.99 | 3.10 | 2.80 | 4.25 | 7.07 | 7.81 |
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 |
|---|---|---|---|---|
| WPP GROUP USA INC OPUS PLAN Tactical Asset Allocation Moderate |
0.40%
Apr 2021 – Apr 2024 |
0.41%
Feb 2018 – Feb 2023 |
2.86%
Oct 2013 – Oct 2023 |
4.16%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPP GROUP USA INC OPUS PLAN Tactical Asset Allocation Moderate |
16.31%
Oct 2004 – Oct 2007 |
14.95%
Oct 2002 – Oct 2007 |
10.60%
Apr 2001 – Apr 2011 |
8.66%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart