Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Edison 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 26.42% | 4.58% | 8.94% | 6.66% | 7.76% | 9.16% | 9.26% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Edison 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.21 | 26.42 | 4.58 | 8.94 | 6.66 | 7.76 | 9.16 | 9.26 | NA | -9.82 | 16.31 | -11.89 | 3.37 | 24.87 | 12.60 | -8.10 | 13.32 | 3.82 | 2.42 | 2.94 | 13.83 | 11.76 | 5.45 | 12.28 | 23.89 | -9.28 | 20.26 | 17.27 | 14.14 | 18.59 | 21.67 | -0.77 | 1.39 |
| Sharpe Ratio | NA | 0.05 | 0.00 | 0.26 | 0.29 | NA | NA | 0.63 | 0.16 | -0.62 | 1.28 | -1.02 | 0.30 | 1.28 | 1.89 | -0.87 | 2.26 | 0.39 | 0.26 | 0.36 | 1.83 | 1.45 | 0.42 | 1.22 | 2.28 | -1.23 | 1.46 | 1.46 | 1.89 | 2.06 | 3.56 | -0.36 | -0.16 |
| Standard Deviation(%) | NA | 31.75 | 20.55 | 18.79 | 14.54 | NA | NA | 11.53 | 122.50 | 26.67 | 9.41 | 12.96 | 11.34 | 19.21 | 5.94 | 10.83 | 5.61 | 9.18 | 9.07 | 8.18 | 7.52 | 8.05 | 13.04 | 10.03 | 10.43 | 8.32 | 11.86 | 9.59 | 6.32 | 8.56 | 5.89 | 5.22 | 5.79 |
| Draw Down(%) | NA | 23.59 | 23.59 | 23.59 | 23.59 | NA | NA | 23.59 | 0.87 | 23.59 | 6.74 | 19.47 | 7.57 | 20.78 | 2.92 | 16.83 | 2.38 | 9.76 | 7.84 | 6.35 | 7.61 | 5.65 | 10.02 | 8.97 | 4.74 | 16.61 | 9.81 | 13.53 | 4.98 | 10.26 | 3.84 | 6.95 | 5.74 |
| Yield(%) | NA | 2.91 | 6.00 | 5.46 | 5.68 | NA | NA | 0.00 | NA | 1.11 | 2.79 | 4.77 | 9.29 | 5.28 | 6.21 | 7.88 | 1.92 | 4.38 | 7.47 | 7.13 | 7.54 | 6.09 | 4.99 | 5.44 | 5.42 | 8.68 | 6.41 | 5.79 | 4.92 | 2.63 | 3.77 | 5.01 | 7.36 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Edison 401(k) Savings Plan Tactical Asset Allocation Moderate |
-2.60%
Dec 2021 - Dec 2024 |
1.92%
Sep 2017 - Sep 2022 |
4.05%
Dec 2014 - Dec 2024 |
5.73%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Edison 401(k) Savings Plan Tactical Asset Allocation Moderate |
22.10%
Apr 2003 - Apr 2006 |
19.31%
Mar 2003 - Mar 2008 |
13.88%
Apr 2003 - Apr 2013 |
11.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart