Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 27.61% | 5.39% | 12.04% | 9.90% | 11.05% | 11.32% | 12.01% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.41 | 27.61 | 5.39 | 12.04 | 9.90 | 11.05 | 11.32 | 12.01 | NA | 9.45 | 16.77 | -13.67 | 17.98 | 27.90 | 20.32 | -2.53 | 13.07 | 8.79 | 0.51 | 5.07 | 18.03 | 13.56 | 7.79 | 19.87 | 22.92 | 3.22 | 9.71 | 18.45 | 6.93 | 12.53 | 29.28 | 4.76 | 10.77 |
| Sharpe Ratio | NA | 0.38 | 0.07 | 0.59 | 0.65 | NA | NA | 0.98 | 0.05 | 0.25 | 1.31 | -1.11 | 1.63 | 1.35 | 2.69 | -0.33 | 2.31 | 1.00 | 0.05 | 0.60 | 2.38 | 1.72 | 0.50 | 1.47 | 2.06 | 0.32 | 0.70 | 1.97 | 0.66 | 1.36 | 3.57 | 0.67 | 1.38 |
| Standard Deviation(%) | NA | 11.57 | 11.67 | 13.84 | 11.60 | NA | NA | 10.27 | 12.78 | 11.62 | 9.57 | 13.56 | 11.05 | 20.53 | 7.04 | 11.80 | 5.39 | 8.59 | 9.86 | 8.36 | 7.55 | 7.84 | 15.43 | 13.42 | 11.06 | 7.13 | 9.65 | 7.70 | 7.21 | 8.51 | 8.01 | 5.49 | 6.13 |
| Draw Down(%) | NA | 7.95 | 17.04 | 20.93 | 20.93 | NA | NA | 20.93 | 1.01 | 7.95 | 7.49 | 19.80 | 6.71 | 20.93 | 3.25 | 14.81 | 2.66 | 6.65 | 10.11 | 6.72 | 7.94 | 5.29 | 11.74 | 8.02 | 4.83 | 6.39 | 5.96 | 5.92 | 4.38 | 10.34 | 3.32 | 2.84 | 4.10 |
| Yield(%) | NA | 4.16 | 4.94 | 5.60 | 5.35 | NA | NA | 0.00 | NA | 2.13 | 3.33 | 4.93 | 6.01 | 7.31 | 7.25 | 7.44 | 4.13 | 4.63 | 5.22 | 4.52 | 5.00 | 4.25 | 6.89 | 3.31 | 6.16 | 10.62 | 7.19 | 6.48 | 6.38 | 3.42 | 3.51 | 6.04 | 8.38 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
3.33%
Dec 2021 - Dec 2024 |
4.83%
Dec 2013 - Dec 2018 |
7.85%
Oct 2013 - Oct 2023 |
9.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
21.99%
Dec 2018 - Dec 2021 |
17.29%
Feb 2009 - Feb 2014 |
14.58%
Apr 2003 - Apr 2013 |
12.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart