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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.19% | 4.62% | 4.89% | 4.58% | 5.58% | 5.85% | 6.48% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.12 | 20.19 | 4.62 | 4.89 | 4.58 | 5.58 | 5.85 | 6.48 | NA | 6.26 | 14.54 | -8.97 | 4.54 | 2.82 | 17.62 | -7.34 | 13.54 | 7.53 | -2.55 | -0.40 | 8.14 | 12.65 | -1.79 | 14.16 | 23.30 | -23.16 | 10.83 | 14.09 | 12.09 | 13.61 | 24.45 | 0.05 | 2.99 |
| Sharpe Ratio | NA | 0.16 | -0.04 | 0.10 | 0.30 | NA | NA | 0.49 | 0.12 | -0.04 | 1.43 | -0.91 | 0.55 | 0.13 | 2.53 | -1.02 | 2.62 | 0.76 | -0.29 | -0.06 | 1.23 | 1.80 | -0.16 | 1.45 | 1.72 | -1.23 | 0.86 | 1.63 | 1.87 | 1.86 | 3.52 | -0.13 | 0.09 |
| Standard Deviation(%) | NA | 7.31 | 8.87 | 11.68 | 9.94 | NA | NA | 9.79 | 4.98 | 7.35 | 7.18 | 11.40 | 8.22 | 19.45 | 6.41 | 8.48 | 4.94 | 9.64 | 8.90 | 6.93 | 6.61 | 6.99 | 11.15 | 9.68 | 13.50 | 19.65 | 9.12 | 6.62 | 5.29 | 6.82 | 6.75 | 8.22 | 7.92 |
| Draw Down(%) | NA | 5.65 | 16.30 | 30.78 | 30.78 | NA | NA | 34.73 | 0.21 | 5.59 | 6.10 | 16.30 | 4.24 | 30.78 | 3.40 | 13.44 | 1.67 | 7.51 | 11.39 | 6.57 | 7.41 | 6.40 | 12.69 | 7.23 | 14.78 | 33.93 | 6.23 | 7.80 | 3.71 | 6.84 | 7.07 | 11.69 | 10.80 |
| Yield(%) | NA | 4.40 | 3.84 | 3.79 | 3.25 | NA | NA | 3.85 | NA | 0.87 | 4.46 | 2.77 | 3.55 | 3.37 | 3.71 | 2.71 | 0.37 | 2.24 | 4.81 | 3.49 | 2.99 | 3.71 | 2.90 | 4.18 | 3.54 | 4.46 | 7.91 | 7.06 | 5.32 | 4.01 | 3.22 | 2.61 | 4.34 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.75%
Feb 2006 - Feb 2009 |
-0.55%
Mar 2015 - Mar 2020 |
2.65%
Mar 2010 - Mar 2020 |
2.86%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.50%
Mar 2003 - Mar 2006 |
15.94%
Oct 2002 - Oct 2007 |
9.70%
Mar 2003 - Mar 2013 |
8.16%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart