Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WLTW (Willis Towers Watson Public Limited Company) | NA | 18.93% | 16.53% | 14.85% | 10.77% | 8.16% | 9.22% | … | … |
Data as of 01/11/2022, Common starting date is 06/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WLTW (Willis Towers Watson Public Limited Company) | 06/12/2001 | 01/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.97 | 18.93 | 16.53 | 14.85 | 10.77 | 8.16 | 9.22 | … | … | -1.49 | 14.16 | 5.83 | 34.81 | 2.42 | 25.05 | -3.44 | 11.44 | 2.83 | 37.26 | -10.87 | 15.14 | 35.62 | 10.42 | -32.17 | -2.01 | 10.37 | -8.09 | 23.25 | 21.07 | 21.74 | 41.88 |
| Sharpe Ratio | NA | 0.76 | 0.54 | 0.55 | 0.47 | NA | NA | … | … | -2.68 | 0.56 | 0.14 | 1.71 | 0.05 | 1.84 | -0.16 | 0.68 | 0.17 | 2.63 | -0.54 | 0.58 | 1.89 | 0.27 | -0.62 | -0.28 | 0.39 | -0.53 | 0.97 | 0.86 | 0.53 | 2.38 |
| Standard Deviation(%) | NA | 25.02 | 29.78 | 25.55 | 22.29 | NA | NA | … | … | 15.58 | 25.33 | 40.57 | 19.55 | 20.36 | 13.31 | 23.41 | 16.78 | 16.36 | 14.15 | 20.36 | 26.09 | 18.81 | 38.94 | 52.96 | 17.90 | 18.08 | 19.26 | 23.02 | 23.64 | 38.68 | 37.49 |
| Draw Down(%) | NA | 25.15 | 32.95 | 32.95 | 32.95 | NA | NA | … | … | 2.98 | 25.15 | 32.95 | 7.71 | 16.94 | 7.80 | 16.74 | 17.47 | 10.94 | 6.67 | 13.98 | 20.23 | 15.97 | 27.94 | 45.48 | 18.91 | 15.19 | 24.32 | 16.71 | 17.64 | 25.58 | 11.78 |
| Yield(%) | 0.00 | 1.52 | 1.81 | 2.05 | 2.64 | 2.63 | 3.91 | … | … | 0.00 | 1.48 | 1.35 | 1.74 | 1.63 | 1.72 | 1.54 | 2.78 | 2.72 | 3.27 | 2.78 | 2.96 | 3.88 | 4.12 | 2.88 | 2.48 | 2.57 | 2.08 | 2.18 | 1.98 | 0.00 | 0.00 |
Data as of 01/11/2022, Common starting date is 06/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLTW (Willis Towers Watson Public Limited Company) |
-12.48%
Nov 2005 – Nov 2008 |
-8.27%
Feb 2004 – Feb 2009 |
3.43%
May 2002 – May 2012 |
6.01%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLTW (Willis Towers Watson Public Limited Company) |
27.57%
Jul 2001 – Jul 2004 |
18.53%
Mar 2009 – Mar 2014 |
14.52%
Mar 2009 – Mar 2019 |
9.90%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart