Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Enterprise Products 401K Tactical Asset Allocation Moderate | NA | 15.98% | 5.51% | 7.69% | 5.76% | 6.00% | 6.66% | 6.89% |
Data as of 08/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Enterprise Products 401K Tactical Asset Allocation Moderate | 12/31/2000 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.76 | 15.98 | 5.51 | 7.69 | 5.76 | 6.00 | 6.66 | 6.89 | 1.18 | 14.40 | 6.78 | -2.31 | 15.48 | 5.07 | -3.76 | -0.76 | 16.00 | 7.03 | 1.45 | 3.36 | 11.41 | -3.49 | 11.93 | 12.18 | 8.54 | 12.33 | 21.20 | -2.99 | 4.96 |
| Sharpe Ratio | NA | 0.67 | 0.68 | 0.85 | 0.81 | NA | NA | 0.80 | 0.11 | 1.61 | 1.27 | -0.48 | 3.20 | 1.12 | -0.74 | -0.13 | 2.31 | 1.29 | 0.19 | 0.31 | 1.59 | -1.36 | 0.91 | 1.23 | 0.96 | 1.25 | 2.86 | -0.91 | 0.91 |
| Standard Deviation(%) | NA | 10.15 | 8.15 | 7.39 | 6.58 | NA | NA | 6.97 | 10.43 | 8.78 | 4.23 | 7.52 | 4.64 | 4.33 | 5.13 | 6.17 | 6.90 | 5.42 | 7.59 | 10.43 | 7.12 | 3.24 | 9.84 | 7.26 | 6.65 | 9.13 | 7.17 | 4.48 | 2.89 |
| Draw Down(%) | NA | 7.45 | 10.35 | 10.35 | 10.35 | NA | NA | 10.35 | 7.45 | 10.35 | 3.13 | 8.84 | 1.52 | 2.52 | 5.53 | 5.49 | 4.96 | 4.42 | 5.81 | 9.80 | 3.96 | 4.68 | 6.88 | 8.86 | 4.71 | 7.06 | 3.36 | 8.32 | 2.24 |
| Yield(%) | NA | 5.50 | 4.36 | 4.08 | 3.90 | NA | NA | 3.51 | 0.48 | 8.29 | 3.79 | 3.08 | 4.06 | 3.08 | 5.40 | 3.92 | 2.65 | 3.73 | 2.35 | 3.82 | 3.19 | 0.99 | 5.02 | 6.58 | 3.18 | 1.78 | 1.49 | 1.30 | 2.04 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| Enterprise Products 401K Tactical Asset Allocation Moderate |
0.12%
Dec 2013 - Dec 2016 |
2.46%
Feb 2014 - Feb 2019 |
3.86%
Mar 2010 - Mar 2020 |
5.39%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Enterprise Products 401K Tactical Asset Allocation Moderate |
16.44%
Apr 2003 - Apr 2006 |
13.87%
Oct 2002 - Oct 2007 |
9.00%
Apr 2003 - Apr 2013 |
7.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart