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 |
|---|---|---|---|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Tactical Asset Allocation Moderate | NA | 17.83% | 3.90% | 7.33% | 5.09% | 6.85% | 8.64% | 8.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K 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 (%) | -1.00 | 17.83 | 3.90 | 7.33 | 5.09 | 6.85 | 8.64 | 8.91 | NA | 12.10 | 10.13 | -8.76 | 10.71 | 10.45 | 16.76 | -11.08 | 8.64 | 7.77 | -1.56 | 2.42 | 10.76 | 14.00 | 5.95 | 18.24 | 10.72 | 6.64 | 20.34 | 15.33 | 10.66 | 15.83 | 30.81 | 4.51 | -6.32 |
| Sharpe Ratio | NA | 0.78 | 0.06 | 0.36 | 0.36 | NA | NA | 0.79 | 0.05 | 0.66 | 0.81 | -0.82 | 0.87 | 0.66 | 2.14 | -1.34 | 1.72 | 0.84 | -0.18 | 0.34 | 1.43 | 1.98 | 0.48 | 1.41 | 0.91 | 0.73 | 1.65 | 1.46 | 1.27 | 1.90 | 4.91 | 0.82 | -1.21 |
| Standard Deviation(%) | NA | 8.38 | 9.61 | 11.59 | 9.95 | NA | NA | 9.26 | 8.72 | 8.41 | 7.24 | 12.41 | 12.33 | 15.54 | 7.17 | 9.23 | 4.66 | 8.96 | 9.05 | 7.05 | 7.49 | 7.06 | 12.43 | 12.90 | 11.72 | 7.88 | 10.52 | 8.24 | 6.68 | 7.84 | 6.14 | 4.14 | 7.13 |
| Draw Down(%) | NA | 5.23 | 16.80 | 22.28 | 22.28 | NA | NA | 22.28 | 0.68 | 5.23 | 5.67 | 16.80 | 8.52 | 22.28 | 3.28 | 18.59 | 2.58 | 5.77 | 7.77 | 6.92 | 8.49 | 4.86 | 11.00 | 8.40 | 7.29 | 5.53 | 7.83 | 10.34 | 4.90 | 9.12 | 2.91 | 2.63 | 12.40 |
| Yield(%) | NA | 2.34 | 5.61 | 5.69 | 4.75 | NA | NA | 0.00 | NA | 0.84 | 2.16 | 11.51 | 8.69 | 2.19 | 3.22 | 4.41 | 1.15 | 4.19 | 5.70 | 4.91 | 3.36 | 3.64 | 7.90 | 2.49 | 3.40 | 5.64 | 3.15 | 2.97 | 4.21 | 4.37 | 5.13 | 3.03 | 2.03 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Tactical Asset Allocation Moderate |
-1.16%
Mar 2017 - Mar 2020 |
0.42%
Mar 2015 - Mar 2020 |
3.75%
Apr 2013 - Apr 2023 |
5.89%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Tactical Asset Allocation Moderate |
20.18%
Apr 2003 - Apr 2006 |
19.23%
Mar 2003 - Mar 2008 |
14.97%
Apr 2003 - Apr 2013 |
11.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart