Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMPLOYEES SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 33.50% | 9.98% | 10.38% | 7.22% | 7.56% | 8.05% | 7.97% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMPLOYEES SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation 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 (%) | -0.77 | 33.50 | 9.98 | 10.38 | 7.22 | 7.56 | 8.05 | 7.97 | NA | 19.73 | 22.93 | -10.87 | 7.32 | 12.62 | 12.81 | -2.06 | 10.74 | 3.03 | -1.84 | 3.73 | 16.15 | 8.88 | 2.56 | 7.63 | 21.52 | -3.08 | 9.69 | 13.18 | 6.76 | 8.93 | 14.59 | -4.85 | 9.62 |
| Sharpe Ratio | NA | 1.69 | 0.71 | 0.80 | 0.72 | NA | NA | 0.88 | 0.12 | 1.49 | 2.47 | -1.18 | 0.78 | 1.33 | 2.54 | -0.46 | 1.91 | 0.71 | -0.36 | 0.70 | 2.23 | 1.77 | 0.35 | 0.80 | 2.82 | -1.15 | 0.69 | 1.46 | 0.78 | 1.02 | 2.43 | -1.33 | 0.86 |
| Standard Deviation(%) | NA | 8.73 | 9.02 | 9.14 | 7.50 | NA | NA | 7.18 | 5.49 | 8.82 | 7.57 | 10.43 | 9.30 | 9.29 | 4.48 | 7.36 | 5.29 | 3.98 | 5.15 | 5.29 | 7.22 | 4.98 | 7.17 | 9.47 | 7.59 | 3.48 | 9.70 | 6.80 | 5.89 | 7.80 | 5.71 | 4.49 | 8.55 |
| Draw Down(%) | NA | 5.82 | 13.85 | 15.37 | 15.37 | NA | NA | 15.37 | 0.29 | 5.79 | 4.43 | 15.03 | 4.20 | 12.99 | 3.09 | 8.18 | 4.00 | 3.68 | 4.83 | 5.11 | 5.94 | 3.99 | 6.00 | 7.05 | 3.11 | 4.59 | 6.49 | 7.65 | 4.16 | 6.55 | 3.80 | 8.88 | 4.31 |
| Yield(%) | NA | 15.38 | 11.24 | 7.93 | 4.97 | NA | NA | 3.64 | NA | 4.39 | 15.09 | 8.12 | 5.49 | 2.86 | 3.74 | 3.18 | 0.41 | 2.60 | 1.64 | 2.17 | 2.20 | 2.82 | 2.07 | 2.52 | 2.38 | 1.59 | 5.40 | 4.79 | 3.45 | 1.96 | 2.03 | 0.61 | 2.16 |
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 |
|---|---|---|---|---|
| EMPLOYEES SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
1.61%
Dec 2013 - Dec 2016 |
2.62%
Dec 2013 - Dec 2018 |
4.74%
Oct 2013 - Oct 2023 |
5.48%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMPLOYEES SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
12.70%
Oct 2004 - Oct 2007 |
11.60%
Oct 2002 - Oct 2007 |
9.33%
Jul 2003 - Jul 2013 |
8.33%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart