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 |
|---|---|---|---|---|---|---|---|---|
| CHESAPEAKE ENERGY CORPORATION SAVINGS AND INCENTIVE STOCK BONUS PLAN Tactical Asset Allocation Moderate | NA | 21.18% | 4.44% | 11.17% | 9.38% | 9.78% | 10.36% | 9.84% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHESAPEAKE ENERGY CORPORATION SAVINGS AND INCENTIVE STOCK BONUS 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 (%) | -0.85 | 21.18 | 4.44 | 11.17 | 9.38 | 9.78 | 10.36 | 9.84 | NA | 3.75 | 14.18 | -9.78 | 12.96 | 31.13 | 20.01 | -1.39 | 12.17 | 7.84 | 1.23 | 5.47 | 13.17 | 12.77 | 4.08 | 13.93 | 22.86 | 2.68 | 9.19 | 19.98 | 6.23 | 14.34 | 13.28 | 1.14 | -1.91 |
| Sharpe Ratio | NA | -0.29 | -0.11 | 0.54 | 0.64 | NA | NA | 0.81 | -0.04 | -0.29 | 1.22 | -0.88 | 1.12 | 1.59 | 3.30 | -0.28 | 2.13 | 0.94 | 0.13 | 0.72 | 1.70 | 1.58 | 0.25 | 1.15 | 2.07 | 0.29 | 0.60 | 2.18 | 0.58 | 1.79 | 1.62 | 0.00 | -0.55 |
| Standard Deviation(%) | NA | 9.66 | 10.32 | 12.91 | 10.65 | NA | NA | 9.80 | 11.16 | 9.64 | 8.17 | 12.63 | 11.58 | 19.41 | 5.63 | 9.50 | 5.41 | 8.16 | 9.13 | 7.58 | 7.74 | 8.04 | 16.21 | 11.99 | 10.98 | 5.95 | 10.40 | 7.67 | 7.00 | 7.49 | 7.79 | 6.17 | 7.66 |
| Draw Down(%) | NA | 7.99 | 14.11 | 20.30 | 20.30 | NA | NA | 20.30 | 1.11 | 7.72 | 6.29 | 15.90 | 7.81 | 20.30 | 2.44 | 12.60 | 2.56 | 7.02 | 9.65 | 5.55 | 7.74 | 5.47 | 13.86 | 8.52 | 4.55 | 5.03 | 6.81 | 5.82 | 4.65 | 9.69 | 6.00 | 4.83 | 10.44 |
| Yield(%) | NA | 8.07 | 5.72 | 5.54 | 5.47 | NA | NA | 0.00 | NA | 3.28 | 5.88 | 2.62 | 5.95 | 7.04 | 6.49 | 4.03 | 4.02 | 5.84 | 7.61 | 4.13 | 3.00 | 3.91 | 2.38 | 4.69 | 5.55 | 8.89 | 4.93 | 6.89 | 3.28 | 5.41 | 4.17 | 6.01 | 6.96 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHESAPEAKE ENERGY CORPORATION SAVINGS AND INCENTIVE STOCK BONUS PLAN Tactical Asset Allocation Moderate |
2.24%
Dec 2021 - Dec 2024 |
4.85%
Mar 2015 - Mar 2020 |
7.20%
Mar 2010 - Mar 2020 |
9.04%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHESAPEAKE ENERGY CORPORATION SAVINGS AND INCENTIVE STOCK BONUS PLAN Tactical Asset Allocation Moderate |
21.14%
Dec 2018 - Dec 2021 |
15.31%
Feb 2016 - Feb 2021 |
12.73%
Apr 2003 - Apr 2013 |
11.36%
Feb 2006 - Feb 2021 |
Annualized Rolling Returns Comparison Chart