Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 18.89% | 4.10% | 6.77% | 4.98% | 6.91% | 8.90% | 9.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EL PASO CORPORATION RETIREMENT 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 (%) | -1.30 | 18.89 | 4.10 | 6.77 | 4.98 | 6.91 | 8.90 | 9.47 | NA | 3.88 | 15.54 | -8.30 | 10.05 | 6.63 | 15.20 | -13.05 | 12.52 | 7.60 | -0.08 | 2.18 | 16.73 | 14.83 | 5.20 | 11.81 | 12.38 | 6.20 | 16.42 | 19.95 | 17.07 | 15.89 | 31.34 | 1.68 | 1.72 |
| Sharpe Ratio | NA | -0.20 | -0.04 | 0.21 | 0.28 | NA | NA | 0.79 | 0.09 | -0.32 | 1.37 | -0.74 | 0.96 | 0.31 | 1.86 | -1.40 | 2.27 | 0.83 | -0.01 | 0.27 | 2.22 | 1.70 | 0.35 | 1.07 | 1.20 | 1.01 | 1.26 | 1.78 | 2.39 | 1.85 | 5.52 | 0.11 | -0.09 |
| Standard Deviation(%) | NA | 8.48 | 10.20 | 13.03 | 10.94 | NA | NA | 9.73 | 7.71 | 8.50 | 8.23 | 13.16 | 10.42 | 20.65 | 7.43 | 10.24 | 5.23 | 8.87 | 9.18 | 8.16 | 7.53 | 8.71 | 14.73 | 10.97 | 10.21 | 5.24 | 10.62 | 9.37 | 6.23 | 8.08 | 5.55 | 5.21 | 6.55 |
| Draw Down(%) | NA | 6.36 | 15.07 | 31.97 | 32.90 | NA | NA | 32.90 | 0.38 | 6.36 | 7.87 | 15.42 | 4.82 | 31.97 | 5.10 | 19.51 | 1.90 | 7.07 | 8.50 | 6.09 | 4.07 | 6.59 | 12.52 | 8.88 | 9.27 | 3.41 | 7.87 | 12.67 | 4.92 | 8.59 | 2.25 | 6.40 | 8.60 |
| Yield(%) | NA | 5.36 | 4.83 | 4.61 | 4.63 | NA | NA | 0.00 | NA | 1.56 | 5.41 | 3.62 | 4.71 | 4.21 | 4.59 | 5.45 | 4.68 | 2.56 | 4.64 | 5.26 | 2.86 | 5.42 | 1.86 | 4.02 | 3.16 | 0.00 | 10.13 | 9.93 | 6.75 | 4.14 | 3.99 | 3.80 | 7.84 |
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 |
|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-6.49%
Mar 2017 - Mar 2020 |
-2.49%
Mar 2015 - Mar 2020 |
3.48%
Mar 2010 - Mar 2020 |
5.95%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
23.81%
Apr 2003 - Apr 2006 |
20.91%
Oct 2002 - Oct 2007 |
15.11%
Apr 2003 - Apr 2013 |
12.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart