Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Tactical Asset Allocation Moderate | NA | 5.40% | 2.84% | 7.56% | 6.92% | 8.69% | 8.78% | 8.74% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Tactical Asset Allocation 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 (%) | -1.18 | 5.40 | 2.84 | 7.56 | 6.92 | 8.69 | 8.78 | 8.74 | 3.48 | 14.79 | -15.50 | 10.61 | 29.22 | 19.37 | -4.72 | 12.61 | 6.27 | 2.57 | 8.46 | 17.62 | 12.79 | -0.48 | 10.89 | 20.72 | 0.03 | 10.12 | 11.78 | 7.22 | 14.50 | 18.64 | -0.10 | 4.87 |
| Sharpe Ratio | NA | 0.97 | 0.10 | 0.64 | 0.61 | NA | NA | 0.78 | 0.32 | 1.16 | -1.11 | 0.96 | 1.37 | 2.24 | -0.53 | 2.24 | 0.66 | 0.27 | 1.02 | 2.40 | 1.54 | -0.03 | 0.89 | 2.19 | -0.15 | 0.82 | 1.13 | 0.81 | 1.63 | 2.20 | -0.21 | 0.42 |
| Standard Deviation(%) | NA | 9.23 | 12.00 | 13.79 | 11.62 | NA | NA | 10.13 | 10.10 | 9.12 | 15.19 | 11.01 | 21.22 | 8.01 | 11.39 | 5.35 | 9.15 | 9.37 | 8.25 | 7.34 | 8.26 | 15.55 | 12.16 | 9.43 | 5.88 | 8.64 | 7.52 | 6.20 | 8.32 | 8.15 | 5.73 | 6.09 |
| Draw Down(%) | NA | 6.41 | 22.75 | 22.75 | 22.75 | NA | NA | 22.75 | 2.15 | 6.41 | 20.56 | 6.04 | 20.85 | 4.27 | 14.60 | 2.47 | 9.60 | 8.50 | 4.88 | 5.24 | 5.76 | 15.66 | 10.07 | 5.09 | 5.01 | 6.05 | 8.45 | 4.44 | 7.42 | 5.16 | 5.34 | 5.53 |
| Yield(%) | NA | 5.31 | 5.81 | 6.05 | 6.85 | NA | NA | 0.00 | 0.00 | 5.65 | 2.95 | 9.09 | 5.93 | 7.26 | 6.47 | 12.13 | 5.98 | 6.97 | 6.81 | 4.39 | 5.39 | 3.13 | 3.36 | 5.69 | 8.71 | 6.38 | 5.01 | 4.34 | 4.64 | 3.72 | 5.42 | 7.80 |
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 |
|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Tactical Asset Allocation Moderate |
2.24%
Nov 2020 - Nov 2023 |
4.46%
Mar 2015 - Mar 2020 |
6.92%
Oct 2013 - Oct 2023 |
7.75%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Tactical Asset Allocation Moderate |
19.49%
Dec 2018 - Dec 2021 |
14.06%
Feb 2016 - Feb 2021 |
11.60%
Sep 2011 - Sep 2021 |
10.61%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart