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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.33% | 4.47% | 5.65% | 5.79% | 6.89% | 6.20% | 6.09% |
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 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 (%) | -1.15 | 22.33 | 4.47 | 5.65 | 5.79 | 6.89 | 6.20 | 6.09 | NA | 3.98 | 12.44 | -11.50 | 16.75 | -0.56 | 20.08 | -5.89 | 11.90 | 6.00 | 0.80 | 6.17 | 17.60 | 12.02 | -0.28 | 9.36 | 19.38 | -19.70 | 7.03 | 11.39 | 3.02 | 12.10 | 23.21 | -5.60 | -3.22 |
| Sharpe Ratio | NA | -0.19 | -0.24 | 0.09 | 0.30 | NA | NA | 0.40 | 0.14 | -0.31 | 0.98 | -0.90 | 1.73 | -0.04 | 2.34 | -0.74 | 2.35 | 0.72 | 0.09 | 0.84 | 2.50 | 1.54 | -0.02 | 0.85 | 1.37 | -1.12 | 0.50 | 1.37 | 0.15 | 1.45 | 2.80 | -0.54 | -0.55 |
| Standard Deviation(%) | NA | 8.32 | 10.76 | 13.72 | 11.24 | NA | NA | 10.77 | 3.58 | 8.38 | 8.38 | 14.39 | 9.65 | 22.37 | 7.98 | 9.75 | 4.79 | 8.06 | 8.82 | 7.29 | 7.02 | 7.78 | 13.44 | 10.94 | 14.12 | 18.45 | 8.13 | 5.92 | 5.62 | 7.67 | 8.05 | 12.36 | 10.12 |
| Draw Down(%) | NA | 8.25 | 17.45 | 31.93 | 31.93 | NA | NA | 33.10 | 0.18 | 8.25 | 8.80 | 17.94 | 3.31 | 31.93 | 4.13 | 12.47 | 1.64 | 6.07 | 7.98 | 5.65 | 5.24 | 6.69 | 11.88 | 9.56 | 16.27 | 28.27 | 5.53 | 5.68 | 4.29 | 6.01 | 8.08 | 15.97 | 15.60 |
| Yield(%) | NA | 7.31 | 7.80 | 5.90 | 3.94 | NA | NA | 3.59 | NA | 0.88 | 7.21 | 4.51 | 11.20 | 3.37 | 2.72 | 2.92 | 0.25 | 1.64 | 2.60 | 2.32 | 2.35 | 2.24 | 2.88 | 2.78 | 2.41 | 3.69 | 8.13 | 6.86 | 3.88 | 3.21 | 1.90 | 1.17 | 1.49 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.97%
Feb 2006 - Feb 2009 |
-0.81%
Feb 2004 - Feb 2009 |
4.36%
Mar 2010 - Mar 2020 |
4.31%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENSCO MULTINATIONAL SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.29%
Feb 2009 - Feb 2012 |
14.24%
Feb 2009 - Feb 2014 |
9.59%
Feb 2009 - Feb 2019 |
8.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart