Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WESTAT INC. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 10.31% | 6.95% | 6.62% | 4.70% | 5.81% | 6.26% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WESTAT INC. SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.30 | 10.31 | 6.95 | 6.62 | 4.70 | 5.81 | 6.26 | … | … | 1.64 | 22.42 | -8.15 | 8.37 | 12.72 | 13.27 | -3.04 | 8.60 | 2.73 | -0.91 | 1.92 | 13.56 | 1.22 | 4.19 | 8.80 | 14.73 | 0.54 | 7.45 | 12.08 | 2.05 | 12.40 | 16.19 | 0.79 | 6.86 |
| Sharpe Ratio | NA | 2.07 | 0.67 | 0.97 | 0.72 | NA | NA | … | … | 0.22 | 2.53 | -1.06 | 0.95 | 1.38 | 2.90 | -0.64 | 1.62 | 0.61 | -0.18 | 0.36 | 2.19 | 0.21 | 0.50 | 0.97 | 2.35 | -0.08 | 0.52 | 1.18 | -0.02 | 1.65 | 2.90 | -0.06 | 0.79 |
| Standard Deviation(%) | NA | 7.03 | 8.27 | 7.86 | 6.70 | NA | NA | … | … | 6.09 | 7.17 | 9.00 | 8.75 | 9.05 | 4.10 | 6.85 | 4.91 | 4.11 | 5.15 | 5.27 | 6.17 | 5.48 | 8.33 | 9.00 | 6.22 | 4.93 | 8.54 | 7.48 | 5.00 | 6.95 | 5.35 | 5.65 | 5.73 |
| Draw Down(%) | NA | 4.28 | 13.26 | 13.26 | 13.26 | NA | NA | … | … | 1.21 | 4.28 | 12.77 | 4.25 | 12.33 | 2.52 | 8.15 | 4.04 | 3.90 | 4.74 | 4.39 | 5.23 | 6.52 | 7.30 | 8.27 | 3.79 | 3.41 | 6.58 | 7.97 | 5.76 | 5.63 | 2.98 | 6.92 | 4.85 |
| Yield(%) | NA | 15.09 | 9.38 | 7.97 | 4.91 | NA | NA | … | … | 0.95 | 15.52 | 8.82 | 3.06 | 7.35 | 4.53 | 2.72 | 0.41 | 2.38 | 1.86 | 2.01 | 4.77 | 3.75 | 2.90 | 3.19 | 4.47 | 3.84 | 4.61 | 4.64 | 5.80 | 4.55 | 3.07 | 4.00 | 5.91 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| WESTAT INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
1.23%
Dec 2013 – Dec 2016 |
1.78%
Dec 2013 – Dec 2018 |
3.76%
Mar 2010 – Mar 2020 |
4.89%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WESTAT INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
11.53%
Apr 2003 – Apr 2006 |
10.97%
Oct 2002 – Oct 2007 |
8.57%
Apr 2001 – Apr 2011 |
7.32%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart