Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Strategic Asset Allocation - Equal Weight Moderate | NA | 23.36% | 3.25% | 6.30% | 5.04% | 6.55% | 5.72% | 6.25% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Employees Thrift Plan of Indianapolis Power 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 (%) | -0.95 | 23.36 | 3.25 | 6.30 | 5.04 | 6.55 | 5.72 | 6.25 | NA | 4.05 | 13.99 | -14.62 | 11.63 | 16.18 | 14.73 | -5.27 | 6.82 | 1.67 | 0.51 | 8.08 | 9.55 | 12.97 | 0.34 | 11.70 | 20.35 | -20.27 | 0.44 | 12.28 | 8.48 | 11.02 | 22.84 | -6.66 | 10.23 |
| Sharpe Ratio | NA | -0.15 | -0.28 | 0.26 | 0.28 | NA | NA | 0.41 | 0.06 | -0.33 | 1.08 | -1.19 | 1.22 | 0.85 | 2.05 | -0.79 | 1.12 | 0.16 | 0.06 | 1.16 | 1.39 | 1.78 | 0.02 | 1.02 | 0.98 | -0.98 | -0.25 | 1.27 | 1.09 | 1.24 | 2.79 | -0.75 | 0.81 |
| Standard Deviation(%) | NA | 7.69 | 10.35 | 12.37 | 10.27 | NA | NA | 11.12 | 6.41 | 7.78 | 8.99 | 13.43 | 9.51 | 18.75 | 6.49 | 8.29 | 5.53 | 8.95 | 8.29 | 6.94 | 6.85 | 7.27 | 14.73 | 11.42 | 20.72 | 21.59 | 10.23 | 7.11 | 5.79 | 8.16 | 7.94 | 10.29 | 9.77 |
| Draw Down(%) | NA | 7.63 | 18.04 | 23.64 | 23.64 | NA | NA | 35.50 | 0.53 | 7.63 | 8.06 | 19.17 | 6.16 | 23.64 | 3.24 | 11.19 | 5.05 | 7.62 | 7.24 | 3.93 | 6.85 | 5.71 | 13.18 | 7.46 | 15.71 | 32.09 | 7.42 | 8.30 | 3.87 | 7.52 | 7.47 | 16.46 | 9.44 |
| Yield(%) | NA | 5.66 | 5.82 | 5.13 | 5.00 | NA | NA | 4.52 | NA | 0.64 | 6.03 | 2.61 | 8.52 | 4.54 | 3.75 | 6.31 | 0.49 | 4.57 | 8.27 | 5.07 | 3.67 | 3.32 | 3.79 | 4.81 | 2.84 | 3.22 | 7.11 | 5.24 | 5.66 | 3.16 | 3.63 | 2.72 | 3.95 |
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 |
|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Strategic Asset Allocation - Equal Weight Moderate |
-8.72%
Feb 2006 - Feb 2009 |
-1.67%
Feb 2004 - Feb 2009 |
3.72%
Oct 2013 - Oct 2023 |
3.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Employees Thrift Plan of Indianapolis Power Strategic Asset Allocation - Equal Weight Moderate |
17.63%
Feb 2009 - Feb 2012 |
14.35%
Feb 2009 - Feb 2014 |
8.51%
Feb 2009 - Feb 2019 |
7.95%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart