Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Equitable Resources, Inc.SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.99% | 0.64% | 4.75% | 3.82% | 6.36% | 5.54% | 5.84% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Equitable Resources, Inc.SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.50 | 6.99 | 0.64 | 4.75 | 3.82 | 6.36 | 5.54 | 5.84 | 0.12 | 14.26 | -12.79 | 3.14 | 16.97 | 19.08 | -6.99 | 16.33 | 2.62 | -0.92 | 0.81 | 9.83 | 13.34 | -1.59 | 13.01 | 31.46 | -24.75 | 11.56 | 9.74 | 7.74 | 9.93 | 18.21 | 1.03 | 3.05 |
| Sharpe Ratio | NA | 0.59 | -0.09 | 0.45 | 0.42 | NA | NA | 0.56 | -0.02 | 1.27 | -1.10 | 0.33 | 1.00 | 2.64 | -0.90 | 3.53 | 0.27 | -0.11 | 0.12 | 1.66 | 2.62 | -0.17 | 1.52 | 2.28 | -1.57 | 1.04 | 0.98 | 1.25 | 1.66 | 3.77 | -0.01 | 0.13 |
| Standard Deviation(%) | NA | 7.87 | 10.23 | 11.34 | 9.74 | NA | NA | 9.03 | 8.12 | 7.87 | 12.84 | 9.52 | 16.82 | 6.69 | 9.26 | 4.45 | 8.89 | 8.59 | 6.65 | 5.90 | 5.07 | 9.40 | 8.49 | 13.77 | 16.33 | 8.21 | 6.58 | 4.47 | 5.43 | 4.65 | 5.20 | 5.87 |
| Draw Down(%) | NA | 7.69 | 21.21 | 21.21 | 21.21 | NA | NA | 35.90 | 2.34 | 7.69 | 19.20 | 7.06 | 20.12 | 3.57 | 13.34 | 2.34 | 7.85 | 9.90 | 5.82 | 6.30 | 4.11 | 11.34 | 6.84 | 14.98 | 32.23 | 5.83 | 8.40 | 3.36 | 5.38 | 3.32 | 8.29 | 6.29 |
| Yield(%) | NA | 3.97 | 3.96 | 3.90 | 3.35 | NA | NA | 4.03 | 0.00 | 4.26 | 2.59 | 5.16 | 4.40 | 3.39 | 3.41 | 0.35 | 2.35 | 4.58 | 3.25 | 2.53 | 4.80 | 3.30 | 4.50 | 4.83 | 5.47 | 6.05 | 4.42 | 4.18 | 4.07 | 4.17 | 4.92 | 5.68 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Equitable Resources, Inc.SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.42%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
3.75%
Sep 2012 - Sep 2022 |
3.91%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Equitable Resources, Inc.SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.24%
Feb 2009 - Feb 2012 |
14.74%
Feb 2009 - Feb 2014 |
8.88%
Feb 2009 - Feb 2019 |
7.37%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart