Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WH Systems 401K Fidelity Investments Strategic Asset Allocation – Optimal Moderate | NA | 0.99% | 3.99% | 3.63% | 7.71% | 5.57% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WH Systems 401K Fidelity Investments Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.49 | 0.99 | 3.99 | 3.63 | 7.71 | 5.57 | NA | … | … | -3.53 | 11.33 | 4.22 | -0.31 | 1.48 | 17.60 | 9.56 | 2.45 | 17.04 | 20.84 | -23.02 | 5.54 | 9.41 | 4.13 | 7.67 | 17.82 | -12.49 | -4.16 |
| Sharpe Ratio | NA | -0.54 | 0.42 | 0.27 | 0.69 | NA | NA | … | … | -0.54 | 2.66 | 0.48 | -0.04 | 0.20 | 2.43 | 1.13 | 0.15 | 1.25 | 1.15 | -1.02 | 0.27 | 0.88 | 0.32 | 1.01 | 1.67 | -0.89 | -0.51 |
| Standard Deviation(%) | NA | 8.93 | 7.43 | 7.62 | 10.94 | NA | NA | … | … | 8.93 | 4.02 | 8.34 | 8.49 | 7.30 | 7.24 | 8.43 | 16.55 | 13.59 | 18.04 | 23.49 | 9.36 | 6.93 | 6.16 | 6.66 | 10.27 | 15.33 | 12.58 |
| Draw Down(%) | NA | 11.90 | 11.90 | 12.55 | 16.99 | NA | NA | … | … | 11.90 | 1.24 | 7.46 | 7.68 | 5.65 | 4.56 | 6.51 | 15.45 | 11.02 | 16.99 | 32.20 | 5.73 | 5.72 | 4.12 | 4.02 | 8.35 | 20.61 | 17.48 |
| Yield(%) | NA | 1.47 | 2.27 | 2.14 | 2.14 | NA | NA | … | … | 1.46 | 2.82 | 2.55 | 1.92 | 1.98 | 4.06 | 2.36 | 1.20 | 1.11 | 1.71 | 2.72 | 4.01 | 3.19 | 2.33 | 2.39 | 2.19 | 1.86 | 1.89 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| WH Systems 401K Fidelity Investments Strategic Asset Allocation – Optimal Moderate |
-7.89%
Feb 2006 – Feb 2009 |
-2.70%
Feb 2004 – Feb 2009 |
3.91%
Sep 2001 – Sep 2011 |
4.05%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WH Systems 401K Fidelity Investments Strategic Asset Allocation – Optimal Moderate |
19.79%
Feb 2009 – Feb 2012 |
16.26%
Feb 2009 – Feb 2014 |
8.43%
Nov 2008 – Nov 2018 |
6.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart