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 Strategic Asset Allocation - Equal Weight Moderate | NA | 32.13% | 12.08% | 12.66% | 8.42% | 8.78% | 7.88% | 8.18% |
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 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 (%) | -0.70 | 32.13 | 12.08 | 12.66 | 8.42 | 8.78 | 7.88 | 8.18 | NA | 20.59 | 21.10 | -5.14 | 7.89 | 17.35 | 17.60 | -4.75 | 9.91 | 3.80 | 2.11 | 0.77 | 16.48 | 11.41 | 1.19 | 13.02 | 22.28 | -21.32 | 8.67 | 12.83 | 8.35 | 9.93 | 19.73 | -6.69 | 14.19 |
| Sharpe Ratio | NA | 2.00 | 0.85 | 0.79 | 0.70 | NA | NA | 0.66 | 0.10 | 1.82 | 2.22 | -0.51 | 0.78 | 0.90 | 2.38 | -0.65 | 1.69 | 0.41 | 0.23 | 0.11 | 2.61 | 1.66 | 0.09 | 1.31 | 1.73 | -1.24 | 0.63 | 1.56 | 1.03 | 1.31 | 2.50 | -0.74 | 1.13 |
| Standard Deviation(%) | NA | 7.68 | 9.64 | 12.16 | 10.27 | NA | NA | 10.03 | 7.51 | 7.71 | 7.60 | 12.67 | 10.11 | 18.91 | 6.81 | 9.25 | 5.50 | 8.79 | 8.92 | 6.97 | 6.30 | 6.85 | 12.57 | 9.88 | 12.84 | 17.93 | 8.97 | 6.13 | 6.00 | 6.84 | 7.60 | 10.48 | 10.47 |
| Draw Down(%) | NA | 5.03 | 13.02 | 23.43 | 23.43 | NA | NA | 30.80 | 0.50 | 5.03 | 4.63 | 13.41 | 5.40 | 23.43 | 3.72 | 11.83 | 3.84 | 8.54 | 7.78 | 5.37 | 4.38 | 5.60 | 11.78 | 7.59 | 11.81 | 28.30 | 6.33 | 6.55 | 3.87 | 5.50 | 6.62 | 17.60 | 10.65 |
| Yield(%) | NA | 15.44 | 11.86 | 8.08 | 5.86 | NA | NA | 4.33 | NA | 4.72 | 14.47 | 6.86 | 8.87 | 2.22 | 2.83 | 3.81 | 0.58 | 2.53 | 5.47 | 6.07 | 2.97 | 2.58 | 2.78 | 2.59 | 2.24 | 2.75 | 6.39 | 5.40 | 3.90 | 3.01 | 2.37 | 1.12 | 3.11 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.47%
Feb 2006 - Feb 2009 |
0.57%
Feb 2004 - Feb 2009 |
4.92%
Mar 2010 - Mar 2020 |
4.94%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMPLOYEES SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.96%
Feb 2009 - Feb 2012 |
14.71%
Feb 2009 - Feb 2014 |
8.88%
Feb 2009 - Feb 2019 |
9.61%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart