Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WEA Trust 403(b)/TSA Strategic Asset Allocation – Optimal Moderate | NA | 21.24% | 3.00% | 6.24% | 5.35% | 6.21% | 5.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WEA Trust 403(b)/TSA 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 (%) | -0.98 | 21.24 | 3.00 | 6.24 | 5.35 | 6.21 | 5.53 | … | … | 0.56 | 11.58 | 11.01 | -10.87 | 4.86 | 13.73 | 14.49 | -5.74 | 14.08 | 4.75 | -0.96 | 2.01 | 16.71 | 8.86 | -2.14 | 9.86 | 20.06 | -24.66 | 8.37 | 10.05 | 8.53 | 12.59 | 20.86 | -3.79 | 6.57 |
| Sharpe Ratio | NA | 0.80 | -0.02 | 0.28 | 0.39 | NA | NA | … | … | 0.08 | 0.65 | 0.95 | -0.98 | 0.55 | 0.75 | 1.86 | -0.76 | 2.93 | 0.52 | -0.12 | 0.30 | 2.52 | 1.06 | -0.14 | 0.83 | 1.16 | -1.18 | 0.59 | 0.95 | 1.06 | 1.66 | 2.70 | -0.52 | 0.55 |
| Standard Deviation(%) | NA | 7.66 | 9.42 | 11.58 | 9.86 | NA | NA | … | … | 6.47 | 7.68 | 7.09 | 12.52 | 8.82 | 18.03 | 7.02 | 9.23 | 4.60 | 8.77 | 8.47 | 6.71 | 6.62 | 8.34 | 15.36 | 11.82 | 17.20 | 21.65 | 9.12 | 7.13 | 5.98 | 7.03 | 7.47 | 9.33 | 7.75 |
| Draw Down(%) | NA | 5.16 | 17.47 | 21.13 | 21.13 | NA | NA | … | … | 0.51 | 5.16 | 6.43 | 17.87 | 5.24 | 21.13 | 3.81 | 12.89 | 1.44 | 8.31 | 8.38 | 5.42 | 4.30 | 7.64 | 15.28 | 9.86 | 17.21 | 32.80 | 6.89 | 7.82 | 4.34 | 5.15 | 7.04 | 16.03 | 10.84 |
| Yield(%) | NA | 3.92 | 3.77 | 3.34 | 3.24 | NA | NA | … | … | NA | 0.60 | 4.23 | 3.71 | 2.84 | 3.52 | 1.47 | 4.50 | 4.44 | 2.39 | 3.02 | 1.49 | 3.78 | 1.44 | 0.97 | 1.27 | 0.73 | 1.52 | 5.09 | 6.03 | 2.22 | 2.78 | 1.02 | 0.89 | 3.40 |
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 |
|---|---|---|---|---|
| WEA Trust 403(b)/TSA Strategic Asset Allocation – Optimal Moderate |
-8.19%
Feb 2006 – Feb 2009 |
-1.08%
Feb 2004 – Feb 2009 |
3.24%
Feb 2006 – Feb 2016 |
3.12%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WEA Trust 403(b)/TSA Strategic Asset Allocation – Optimal Moderate |
16.64%
Mar 2003 – Mar 2006 |
13.37%
Feb 2009 – Feb 2014 |
8.48%
Feb 2009 – Feb 2019 |
7.52%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart