Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Williams Companies Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 30.21% | 4.37% | 9.81% | 6.27% | 6.24% | 6.43% | 6.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Williams Companies Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.33 | 30.21 | 4.37 | 9.81 | 6.27 | 6.24 | 6.43 | 6.71 | NA | 8.09 | 20.05 | -18.40 | 13.80 | 19.73 | 22.35 | -13.09 | 10.68 | 4.30 | -2.18 | 1.90 | 12.07 | 4.84 | 3.86 | 6.01 | 11.54 | -4.38 | 9.79 | 13.06 | 4.96 | 8.06 | 16.40 | -0.02 | 6.06 |
| Sharpe Ratio | NA | 0.27 | -0.10 | 0.38 | 0.36 | NA | NA | 0.57 | 0.06 | 0.13 | 1.45 | -1.06 | 1.08 | 1.45 | 2.26 | -1.13 | 2.35 | 0.97 | -0.46 | 0.38 | 2.03 | 0.89 | 0.55 | 0.61 | 1.56 | -1.73 | 0.74 | 1.48 | 0.50 | 1.00 | 3.16 | -0.27 | 1.06 |
| Standard Deviation(%) | NA | 11.47 | 14.17 | 13.77 | 11.21 | NA | NA | 8.70 | 9.63 | 11.53 | 10.91 | 18.68 | 12.81 | 13.45 | 9.28 | 12.78 | 4.28 | 4.20 | 4.79 | 4.96 | 5.92 | 5.37 | 6.95 | 9.70 | 7.33 | 3.06 | 9.25 | 6.61 | 5.57 | 7.08 | 4.97 | 4.16 | 3.52 |
| Draw Down(%) | NA | 9.04 | 25.20 | 27.34 | 27.34 | NA | NA | 27.34 | 0.74 | 8.98 | 10.88 | 26.04 | 6.09 | 10.77 | 5.73 | 20.99 | 1.83 | 3.71 | 5.12 | 4.85 | 3.70 | 4.52 | 4.46 | 7.25 | 3.81 | 5.97 | 7.12 | 7.51 | 4.37 | 5.96 | 2.67 | 5.26 | 2.34 |
| Yield(%) | NA | 3.27 | 3.83 | 4.54 | 3.22 | NA | NA | 3.30 | NA | 0.00 | 3.53 | 2.47 | 5.73 | 7.44 | 3.76 | 3.84 | 0.13 | 3.10 | 1.31 | 1.41 | 1.81 | 2.33 | 2.74 | 1.73 | 2.22 | 1.46 | 5.09 | 6.62 | 3.64 | 2.72 | 3.85 | 2.97 | 6.02 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Williams Companies Retirement Savings Plan Tactical Asset Allocation Moderate |
0.11%
Dec 2015 - Dec 2018 |
0.00%
Dec 2013 - Dec 2018 |
3.29%
Sep 2012 - Sep 2022 |
3.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Williams Companies Retirement Savings Plan Tactical Asset Allocation Moderate |
18.57%
Dec 2018 - Dec 2021 |
11.29%
Oct 2002 - Oct 2007 |
7.56%
Jul 2003 - Jul 2013 |
6.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart