Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 12.32% | 6.25% | 6.21% | 7.30% | 6.56% | NA | 6.80% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 12.32 | 6.25 | 6.21 | 7.30 | 6.56 | NA | 6.80 | 19.94 | -6.34 | 10.18 | 11.84 | 1.77 | 4.11 | 6.83 | 12.46 | -0.40 | 14.82 | 25.32 | -25.47 | 11.70 | 10.53 | 7.85 | 13.55 | 27.13 | -3.15 | -3.31 |
| Sharpe Ratio | NA | 2.88 | 0.85 | 0.90 | 0.85 | NA | NA | 0.55 | 2.88 | -0.76 | 2.33 | 1.54 | 0.31 | 0.83 | 0.94 | 1.81 | -0.03 | 1.37 | 1.42 | -1.22 | 0.95 | 1.03 | 0.98 | 1.62 | 3.39 | -0.35 | -0.47 |
| Standard Deviation(%) | NA | 6.44 | 7.31 | 7.07 | 8.07 | NA | NA | 10.31 | 6.44 | 10.06 | 4.10 | 7.56 | 5.67 | 4.94 | 7.27 | 6.85 | 12.75 | 10.73 | 17.81 | 21.65 | 9.09 | 7.06 | 5.79 | 7.80 | 7.79 | 12.27 | 11.92 |
| Draw Down(%) | NA | 3.07 | 12.97 | 12.97 | 12.97 | NA | NA | 39.06 | 3.07 | 12.97 | 1.90 | 3.77 | 3.11 | 5.08 | 8.72 | 5.57 | 11.82 | 7.96 | 17.49 | 36.90 | 5.93 | 7.10 | 4.03 | 7.24 | 5.94 | 14.86 | 17.88 |
| Yield(%) | NA | 3.42 | 2.35 | 2.67 | 3.21 | NA | NA | 3.30 | 3.42 | 3.43 | 0.16 | 2.90 | 3.14 | 3.16 | 3.61 | 4.35 | 4.30 | 3.28 | 3.57 | 4.26 | 3.41 | 2.42 | 5.04 | 3.25 | 4.68 | 2.10 | 2.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.63%
Feb 2006 - Feb 2009 |
-0.99%
Feb 2004 - Feb 2009 |
5.05%
Oct 2007 - Oct 2017 |
5.93%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRIDGEWATER ASSOCIATES LP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.60%
Feb 2009 - Feb 2012 |
15.42%
Sep 2002 - Sep 2007 |
9.95%
Feb 2009 - Feb 2019 |
8.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart