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 Strategic Asset Allocation - Equal Weight Moderate | NA | 10.98% | 4.76% | 3.78% | 5.81% | 5.53% | NA | 6.56% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Edison 401(k) Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
| 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 (%) | 0.31 | 10.98 | 4.76 | 3.78 | 5.81 | 5.53 | NA | 6.56 | 14.73 | -6.61 | 10.81 | 1.53 | 0.38 | 3.93 | 6.94 | 13.78 | -1.84 | 14.57 | 25.61 | -23.32 | 6.07 | 10.92 | 9.98 | 15.42 | 24.88 | 0.41 | 2.49 |
| Sharpe Ratio | NA | 2.18 | 0.75 | 0.44 | 0.72 | NA | NA | 0.65 | 2.18 | -0.99 | 2.39 | 0.16 | 0.04 | 0.71 | 1.16 | 2.52 | -0.18 | 1.81 | 1.84 | -1.44 | 0.40 | 1.33 | 1.63 | 2.55 | 4.80 | -0.10 | 0.03 |
| Standard Deviation(%) | NA | 6.11 | 6.34 | 7.18 | 7.27 | NA | NA | 8.18 | 6.11 | 8.01 | 4.26 | 8.46 | 8.11 | 5.50 | 5.97 | 5.45 | 10.53 | 8.00 | 13.85 | 16.88 | 7.70 | 5.74 | 4.80 | 5.68 | 5.04 | 6.83 | 6.42 |
| Draw Down(%) | NA | 3.61 | 11.93 | 11.93 | 12.20 | NA | NA | 36.93 | 3.61 | 11.93 | 1.93 | 7.28 | 8.38 | 5.11 | 7.39 | 4.27 | 12.20 | 6.14 | 16.93 | 34.52 | 5.60 | 6.68 | 3.57 | 6.47 | 3.91 | 12.02 | 8.72 |
| Yield(%) | NA | 3.83 | 2.29 | 2.90 | 3.82 | NA | NA | 4.64 | 3.84 | 2.70 | 0.26 | 3.23 | 4.44 | 3.18 | 5.38 | 4.74 | 3.69 | 6.38 | 5.47 | 6.74 | 7.40 | 7.47 | 4.79 | 3.99 | 4.71 | 4.38 | 5.32 |
Data as of 10/31/2019, 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.99%
Feb 2006 - Feb 2009 |
-0.44%
Feb 2004 - Feb 2009 |
4.00%
Dec 2006 - Dec 2016 |
5.26%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Edison 401(k) Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
19.11%
Feb 2009 - Feb 2012 |
14.68%
Oct 2002 - Oct 2007 |
9.08%
Mar 2003 - Mar 2013 |
7.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart