Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wells Fargo Retirement Alliance Data Systems 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 23.33% | 1.77% | 6.31% | 5.77% | 7.10% | 6.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wells Fargo Retirement Alliance Data Systems 401(k) 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 (%) | -0.98 | 23.33 | 1.77 | 6.31 | 5.77 | 7.10 | 6.77 | … | … | 0.36 | 7.51 | 12.62 | -14.83 | 8.00 | 14.42 | 18.81 | -5.94 | 11.16 | 5.58 | 1.38 | 4.48 | 16.76 | 13.71 | -0.78 | 12.26 | 24.02 | -21.60 | 8.35 | 12.96 | 9.00 | 14.19 | 20.90 | -5.60 | 1.40 |
| Sharpe Ratio | NA | 0.22 | -0.24 | 0.19 | 0.37 | NA | NA | … | … | 0.05 | 0.12 | 0.95 | -1.11 | 0.87 | 0.75 | 2.63 | -0.81 | 2.49 | 0.68 | 0.16 | 0.67 | 2.37 | 1.69 | -0.06 | 1.06 | 1.50 | -1.01 | 0.59 | 1.29 | 1.06 | 1.71 | 2.36 | -0.57 | -0.10 |
| Standard Deviation(%) | NA | 7.65 | 10.84 | 12.64 | 10.38 | NA | NA | … | … | 5.55 | 7.69 | 8.82 | 14.67 | 9.18 | 19.01 | 6.62 | 8.98 | 4.24 | 7.91 | 8.67 | 6.70 | 7.06 | 8.08 | 14.55 | 11.52 | 15.91 | 22.32 | 9.10 | 7.51 | 6.46 | 7.75 | 8.57 | 11.75 | 9.11 |
| Draw Down(%) | NA | 5.67 | 20.72 | 23.24 | 23.24 | NA | NA | … | … | 0.43 | 5.63 | 8.52 | 20.94 | 5.09 | 23.24 | 3.47 | 12.74 | 1.61 | 8.61 | 7.19 | 5.03 | 5.97 | 6.48 | 13.59 | 9.64 | 16.50 | 32.64 | 5.75 | 7.70 | 3.95 | 6.50 | 8.20 | 16.03 | 11.85 |
| Yield(%) | NA | 4.81 | 4.06 | 4.31 | 4.05 | NA | NA | … | … | NA | 1.34 | 4.18 | 2.97 | 4.07 | 4.64 | 4.54 | 3.52 | 0.74 | 4.34 | 7.20 | 3.34 | 3.67 | 3.72 | 1.99 | 3.81 | 3.53 | 5.05 | 5.33 | 5.94 | 6.01 | 5.51 | 3.23 | 3.72 | 5.01 |
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 |
|---|---|---|---|---|
| Wells Fargo Retirement Alliance Data Systems 401(k) Plan Strategic Asset Allocation – Optimal Modera |
-6.11%
Feb 2006 – Feb 2009 |
0.55%
Feb 2004 – Feb 2009 |
4.24%
Oct 2013 – Oct 2023 |
4.60%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wells Fargo Retirement Alliance Data Systems 401(k) Plan Strategic Asset Allocation – Optimal Modera |
18.26%
Feb 2009 – Feb 2012 |
15.43%
Feb 2009 – Feb 2014 |
9.90%
Feb 2009 – Feb 2019 |
8.62%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart