Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ENSCO MULTINATIONAL SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.11% | 5.25% | 8.07% | 7.06% | 8.23% | 8.28% | 7.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENSCO MULTINATIONAL 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 (%) | -1.31 | 21.11 | 5.25 | 8.07 | 7.06 | 8.23 | 8.28 | 7.68 | NA | 4.43 | 16.30 | -10.04 | 17.55 | 4.11 | 20.20 | -4.67 | 11.33 | 7.08 | 0.68 | 8.88 | 19.25 | 10.24 | 2.81 | 9.42 | 9.73 | 5.91 | 6.84 | 12.01 | 3.41 | 12.95 | 19.00 | -6.08 | -3.65 |
| Sharpe Ratio | NA | -0.11 | -0.06 | 0.26 | 0.43 | NA | NA | 0.61 | 0.13 | -0.24 | 1.49 | -0.77 | 1.88 | 0.18 | 2.70 | -0.59 | 2.34 | 0.83 | 0.07 | 1.18 | 2.61 | 1.22 | 0.21 | 0.93 | 1.00 | 0.95 | 0.42 | 1.27 | 0.21 | 1.42 | 2.14 | -1.08 | -1.22 |
| Standard Deviation(%) | NA | 9.16 | 11.06 | 13.60 | 11.14 | NA | NA | 9.58 | 5.65 | 9.19 | 8.11 | 14.75 | 9.30 | 21.68 | 6.97 | 10.17 | 4.56 | 8.26 | 8.78 | 7.54 | 7.38 | 8.34 | 13.47 | 10.08 | 9.60 | 5.25 | 9.13 | 6.90 | 5.96 | 8.48 | 8.55 | 6.66 | 4.88 |
| Draw Down(%) | NA | 8.88 | 15.77 | 32.20 | 32.20 | NA | NA | 32.20 | 0.35 | 8.88 | 6.10 | 16.09 | 4.29 | 32.20 | 3.57 | 12.00 | 1.69 | 6.26 | 7.78 | 5.17 | 5.01 | 7.51 | 10.26 | 9.62 | 8.36 | 3.41 | 6.21 | 6.38 | 4.76 | 6.10 | 6.15 | 9.93 | 9.67 |
| Yield(%) | NA | 6.99 | 8.32 | 7.08 | 4.83 | NA | NA | 0.00 | NA | 1.58 | 7.10 | 5.25 | 12.96 | 6.41 | 5.02 | 3.21 | 2.83 | 1.52 | 2.03 | 2.08 | 2.41 | 2.62 | 2.27 | 2.54 | 1.90 | 0.00 | 7.35 | 6.64 | 2.19 | 1.20 | 1.42 | 2.00 | 2.91 |
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 |
|---|---|---|---|---|
| ENSCO MULTINATIONAL SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.52%
Mar 2017 - Mar 2020 |
0.63%
Mar 2015 - Mar 2020 |
4.98%
Mar 2010 - Mar 2020 |
6.25%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENSCO MULTINATIONAL SAVINGS PLAN Tactical Asset Allocation Moderate |
14.59%
Mar 2020 - Mar 2023 |
12.32%
Jun 2009 - Jun 2014 |
10.22%
Apr 2003 - Apr 2013 |
9.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart