Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PPL EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 8.75% | 2.44% | 6.21% | 4.71% | 5.69% | 6.14% | 6.38% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPL EMPLOYEE STOCK OWNERSHIP 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 (%) | -0.85 | 8.75 | 2.44 | 6.21 | 4.71 | 5.69 | 6.14 | 6.38 | 1.46 | 13.55 | -10.55 | 3.85 | 22.62 | 18.28 | -6.49 | 9.33 | 4.05 | 3.93 | -0.28 | 14.34 | 8.07 | -1.58 | 4.07 | 14.68 | -1.42 | 10.98 | 10.25 | 8.04 | 7.93 | 12.68 | 4.12 | 5.46 |
| Sharpe Ratio | NA | 0.55 | 0.04 | 0.56 | 0.47 | NA | NA | 0.65 | 0.15 | 1.07 | -0.84 | 0.41 | 1.27 | 2.40 | -0.87 | 2.13 | 0.46 | 0.48 | -0.04 | 2.43 | 1.28 | -0.14 | 0.42 | 1.73 | -0.67 | 0.87 | 1.07 | 1.02 | 0.99 | 2.20 | 0.84 | 0.63 |
| Standard Deviation(%) | NA | 8.53 | 10.99 | 12.02 | 10.02 | NA | NA | 8.48 | 7.73 | 8.72 | 14.22 | 9.35 | 17.63 | 7.01 | 8.92 | 4.08 | 8.34 | 8.09 | 6.94 | 5.88 | 6.27 | 11.26 | 9.49 | 8.44 | 3.49 | 9.14 | 6.50 | 5.73 | 7.05 | 5.46 | 3.60 | 5.04 |
| Draw Down(%) | NA | 6.61 | 20.77 | 20.77 | 20.77 | NA | NA | 20.77 | 1.59 | 6.61 | 19.04 | 5.46 | 19.78 | 3.54 | 12.69 | 1.99 | 7.70 | 6.91 | 6.60 | 4.61 | 5.71 | 11.44 | 8.80 | 4.33 | 4.24 | 6.25 | 7.09 | 3.89 | 7.08 | 3.43 | 3.38 | 4.21 |
| Yield(%) | NA | 3.18 | 2.58 | 2.28 | 2.27 | NA | NA | 2.97 | 0.01 | 3.43 | 1.83 | 2.59 | 2.23 | 1.56 | 1.28 | 0.27 | 3.64 | 3.03 | 2.96 | 4.30 | 3.02 | 1.76 | 2.47 | 3.15 | 2.55 | 5.04 | 3.71 | 3.53 | 3.07 | 2.75 | 4.09 | 6.03 |
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 |
|---|---|---|---|---|
| PPL EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate |
1.70%
Mar 2017 - Mar 2020 |
1.97%
Dec 2013 - Dec 2018 |
3.78%
Mar 2010 - Mar 2020 |
4.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPL EMPLOYEE STOCK OWNERSHIP PLAN Strategic Asset Allocation - Equal Weight Moderate |
14.63%
Dec 2018 - Dec 2021 |
10.74%
Oct 2002 - Oct 2007 |
8.37%
Apr 2001 - Apr 2011 |
7.24%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart