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 Strategic Asset Allocation – Optimal Moderate | NA | 22.84% | 2.83% | 7.14% | 6.39% | 7.38% | 6.95% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.18 | 22.84 | 2.83 | 7.14 | 6.39 | 7.38 | 6.95 | … | … | 0.16 | 7.43 | 16.98 | -15.74 | 7.79 | 16.03 | 18.83 | -5.21 | 17.78 | 5.84 | -1.90 | 3.97 | 13.45 | 13.83 | -3.61 | 14.42 | 30.83 | -28.58 | 11.97 | 12.21 | 10.71 | 13.11 | 22.21 | -2.90 | -2.30 |
| Sharpe Ratio | NA | 0.21 | -0.16 | 0.28 | 0.47 | NA | NA | … | … | 0.01 | 0.10 | 1.51 | -1.21 | 1.02 | 0.92 | 2.65 | -0.71 | 4.21 | 0.67 | -0.23 | 0.62 | 1.81 | 1.76 | -0.25 | 1.26 | 1.87 | -1.28 | 0.87 | 1.17 | 1.34 | 1.78 | 2.80 | -0.39 | -0.42 |
| Standard Deviation(%) | NA | 8.54 | 10.75 | 11.85 | 9.92 | NA | NA | … | … | 7.04 | 8.58 | 8.41 | 14.19 | 7.66 | 17.21 | 6.58 | 9.17 | 4.08 | 8.36 | 8.32 | 6.34 | 7.40 | 7.85 | 14.33 | 11.34 | 16.42 | 23.13 | 10.32 | 7.63 | 6.39 | 6.84 | 7.70 | 10.39 | 11.10 |
| Draw Down(%) | NA | 5.50 | 22.05 | 22.96 | 22.96 | NA | NA | … | … | 0.70 | 5.47 | 8.37 | 22.18 | 3.62 | 20.36 | 3.44 | 12.43 | 1.18 | 6.13 | 9.40 | 5.08 | 7.25 | 6.70 | 14.85 | 8.46 | 16.52 | 36.78 | 7.32 | 7.91 | 4.04 | 5.98 | 7.14 | 13.95 | 14.93 |
| Yield(%) | NA | 3.60 | 3.70 | 3.73 | 3.28 | NA | NA | … | … | NA | 0.94 | 3.64 | 2.03 | 5.41 | 4.05 | 3.01 | 3.78 | 2.97 | 2.64 | 2.47 | 2.44 | 2.44 | 3.85 | 2.43 | 4.02 | 4.17 | 4.42 | 5.22 | 5.01 | 3.54 | 2.85 | 2.83 | 4.66 | 3.62 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.83%
Feb 2006 – Feb 2009 |
-0.45%
Feb 2004 – Feb 2009 |
4.78%
Nov 2006 – Nov 2016 |
4.21%
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 Strategic Asset Allocation – Optimal Moderate |
19.93%
Feb 2009 – Feb 2012 |
15.91%
Feb 2009 – Feb 2014 |
10.32%
Feb 2009 – Feb 2019 |
9.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart