Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Enterprise Products 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 16.52% | 12.41% | 12.05% | 8.79% | 7.29% | 7.37% | 7.80% |
Data as of 08/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Enterprise Products 401K Strategic Asset Allocation - Equal Weight 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 (%) | 0.66 | 16.52 | 12.41 | 12.05 | 8.79 | 7.29 | 7.37 | 7.80 | 2.17 | 26.90 | 19.24 | -5.12 | 16.82 | 4.70 | -0.07 | 0.16 | 13.35 | 12.89 | -0.27 | 10.13 | 20.57 | -20.28 | 9.06 | 12.67 | 8.28 | 11.22 | 21.32 | -8.35 | 10.35 |
| Sharpe Ratio | NA | 0.74 | 1.08 | 1.02 | 0.92 | NA | NA | 0.67 | 0.20 | 1.54 | 2.70 | -0.66 | 3.63 | 0.51 | -0.01 | 0.02 | 2.05 | 2.20 | -0.03 | 1.21 | 1.80 | -1.41 | 0.73 | 1.45 | 1.17 | 1.19 | 2.55 | -0.83 | 0.73 |
| Standard Deviation(%) | NA | 10.53 | 12.45 | 10.66 | 9.25 | NA | NA | 9.63 | 10.82 | 17.29 | 6.60 | 9.74 | 4.46 | 8.79 | 8.82 | 7.03 | 6.48 | 5.84 | 11.64 | 8.27 | 11.36 | 15.06 | 8.36 | 6.47 | 5.21 | 8.61 | 8.10 | 11.44 | 10.94 |
| Draw Down(%) | NA | 8.05 | 20.29 | 20.29 | 20.29 | NA | NA | 29.43 | 8.05 | 20.29 | 3.33 | 12.77 | 1.55 | 8.10 | 8.27 | 6.08 | 6.34 | 4.17 | 11.45 | 6.94 | 10.69 | 27.23 | 5.74 | 7.13 | 3.96 | 6.81 | 8.11 | 18.52 | 14.43 |
| Yield(%) | NA | 5.56 | 4.64 | 4.36 | 4.00 | NA | NA | 3.73 | 0.62 | 8.99 | 3.62 | 3.69 | 4.59 | 2.66 | 6.40 | 2.66 | 2.81 | 4.47 | 2.60 | 3.94 | 2.93 | 2.68 | 6.13 | 5.55 | 3.23 | 2.08 | 1.82 | 1.22 | 1.87 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.83%
Feb 2006 - Feb 2009 |
1.23%
Feb 2004 - Feb 2009 |
4.41%
Feb 2006 - Feb 2016 |
5.48%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Enterprise Products 401K Strategic Asset Allocation - Equal Weight Moderate |
16.43%
Mar 2003 - Mar 2006 |
13.54%
Feb 2016 - Feb 2021 |
9.09%
Sep 2011 - Sep 2021 |
7.92%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart