Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 24.44% | 1.52% | 7.25% | 6.81% | 7.99% | 7.31% | 7.67% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN 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 (%) | -1.38 | 24.44 | 1.52 | 7.25 | 6.81 | 7.99 | 7.31 | 7.67 | NA | 7.87 | 12.81 | -16.64 | 12.33 | 21.06 | 19.26 | -2.27 | 8.26 | 3.49 | 3.18 | 8.73 | 9.22 | 12.15 | 4.10 | 14.45 | 22.89 | -18.30 | 5.19 | 13.51 | 8.32 | 12.80 | 21.04 | -3.39 | 6.15 |
| Sharpe Ratio | NA | 0.27 | -0.25 | 0.33 | 0.45 | NA | NA | 0.57 | 0.02 | 0.15 | 0.99 | -1.25 | 1.37 | 1.09 | 2.63 | -0.41 | 1.42 | 0.41 | 0.37 | 1.26 | 1.33 | 1.99 | 0.34 | 1.44 | 1.23 | -0.96 | 0.25 | 1.63 | 1.00 | 1.73 | 2.55 | -0.45 | 0.46 |
| Standard Deviation(%) | NA | 8.38 | 10.86 | 12.66 | 10.43 | NA | NA | 10.50 | 8.60 | 8.49 | 8.62 | 14.43 | 8.97 | 19.06 | 6.78 | 8.75 | 5.37 | 7.99 | 8.52 | 6.89 | 6.89 | 6.09 | 11.99 | 9.96 | 18.50 | 20.09 | 8.88 | 6.30 | 6.15 | 6.83 | 7.98 | 10.06 | 8.35 |
| Draw Down(%) | NA | 5.89 | 19.96 | 21.45 | 21.45 | NA | NA | 33.32 | 0.71 | 5.76 | 7.97 | 21.45 | 5.68 | 21.34 | 2.32 | 11.13 | 2.92 | 7.85 | 7.36 | 3.92 | 7.33 | 4.27 | 10.13 | 6.30 | 16.96 | 32.25 | 5.41 | 5.37 | 3.84 | 7.54 | 6.93 | 14.76 | 8.49 |
| Yield(%) | NA | 4.36 | 4.60 | 4.49 | 4.15 | NA | NA | 4.27 | NA | 1.07 | 4.21 | 3.10 | 5.59 | 6.12 | 2.74 | 4.63 | 0.68 | 3.64 | 6.01 | 4.07 | 4.07 | 3.89 | 3.91 | 2.95 | 4.60 | 5.24 | 5.63 | 4.88 | 4.58 | 4.01 | 3.08 | 3.99 | 5.43 |
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 |
|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.02%
Feb 2006 - Feb 2009 |
0.16%
Feb 2004 - Feb 2009 |
5.28%
Oct 2013 - Oct 2023 |
5.68%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.52%
Feb 2009 - Feb 2012 |
16.00%
Feb 2009 - Feb 2014 |
10.44%
Feb 2009 - Feb 2019 |
9.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart