Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EQT CORPORATION SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 14.54% | 5.14% | 5.84% | 5.07% | 7.99% | NA | 7.45% |
Data as of 10/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQT CORPORATION SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 14.54 | 5.14 | 5.84 | 5.07 | 7.99 | NA | 7.45 | 3.12 | 17.38 | 1.85 | -1.26 | 1.19 | 9.54 | 12.86 | -1.34 | 11.85 | 30.36 | -21.29 | 12.79 | 10.51 | 10.10 | 11.79 | 20.85 | 1.05 | 1.20 |
| Sharpe Ratio | NA | 4.17 | 0.87 | 0.81 | 0.65 | NA | NA | 0.79 | 0.71 | 3.87 | 0.19 | -0.15 | 0.17 | 1.60 | 2.40 | -0.15 | 1.57 | 2.67 | -1.36 | 1.18 | 1.18 | 1.73 | 1.88 | 3.93 | -0.01 | -0.16 |
| Standard Deviation(%) | NA | 4.35 | 7.46 | 7.07 | 8.99 | NA | NA | 7.99 | 4.33 | 4.32 | 8.69 | 8.60 | 6.69 | 5.96 | 5.33 | 9.00 | 7.51 | 11.35 | 16.31 | 8.32 | 6.12 | 4.57 | 5.78 | 5.13 | 6.00 | 7.04 |
| Draw Down(%) | NA | 2.29 | 12.92 | 12.92 | 31.00 | NA | NA | 31.47 | 0.22 | 2.29 | 7.85 | 9.84 | 6.02 | 6.58 | 4.35 | 10.51 | 6.35 | 12.09 | 31.00 | 5.55 | 8.15 | 3.71 | 6.74 | 4.97 | 9.83 | 10.69 |
| Yield(%) | NA | 0.41 | 2.17 | 2.43 | 3.77 | NA | NA | 4.26 | 0.00 | 0.42 | 1.64 | 4.37 | 3.58 | 2.07 | 4.37 | 3.40 | 4.76 | 4.93 | 7.90 | 8.04 | 6.05 | 4.40 | 4.17 | 3.61 | 4.04 | 4.68 |
Data as of 10/31/2017, 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 |
|---|---|---|---|---|
| EQT CORPORATION SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.61%
Feb 2006 - Feb 2009 |
2.01%
Feb 2004 - Feb 2009 |
4.86%
Dec 2006 - Dec 2016 |
6.30%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQT CORPORATION SAVINGS AND PROTECTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.58%
Feb 2009 - Feb 2012 |
14.08%
Oct 2002 - Oct 2007 |
9.51%
Mar 2003 - Mar 2013 |
7.99%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart