Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXELON CORPORATION DEFINED CONTRIBUTION RETIREMENT PLANS MASTER TRUST Tactical Asset Allocation Moderate | NA | 20.54% | 4.19% | 5.55% | 3.12% | 4.45% | 5.63% | 6.22% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXELON CORPORATION DEFINED CONTRIBUTION RETIREMENT PLANS MASTER TRUST 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 (%) | -1.17 | 20.54 | 4.19 | 5.55 | 3.12 | 4.45 | 5.63 | 6.22 | NA | 3.62 | 14.80 | -10.81 | 8.13 | 7.39 | 9.48 | -15.24 | 7.25 | 7.06 | -4.03 | 0.80 | 13.24 | 8.29 | 2.17 | 9.03 | 18.49 | -0.25 | 10.03 | 13.24 | 5.35 | 7.89 | 18.49 | 1.51 | 7.62 |
| Sharpe Ratio | NA | -0.14 | -0.15 | 0.18 | 0.08 | NA | NA | 0.56 | 0.08 | -0.27 | 1.35 | -1.35 | 0.90 | 0.55 | 1.99 | -1.03 | 1.15 | 1.53 | -0.71 | 0.13 | 1.83 | 1.64 | 0.27 | 0.93 | 2.47 | -0.25 | 0.72 | 1.37 | 0.55 | 0.98 | 3.38 | 0.09 | 1.17 |
| Standard Deviation(%) | NA | 11.17 | 9.47 | 10.17 | 9.37 | NA | NA | 7.97 | 7.98 | 11.19 | 7.84 | 9.02 | 9.00 | 12.95 | 4.06 | 16.06 | 5.77 | 4.48 | 5.72 | 5.85 | 7.22 | 5.01 | 7.79 | 9.65 | 7.46 | 4.62 | 9.79 | 7.27 | 5.80 | 7.06 | 5.27 | 4.62 | 4.55 |
| Draw Down(%) | NA | 10.88 | 11.04 | 17.11 | 24.25 | NA | NA | 24.25 | 0.62 | 10.88 | 5.86 | 11.53 | 4.26 | 17.11 | 1.70 | 20.27 | 3.91 | 3.58 | 7.80 | 5.94 | 5.01 | 4.78 | 6.38 | 8.43 | 3.88 | 6.22 | 6.47 | 7.83 | 3.98 | 6.11 | 3.13 | 5.46 | 3.43 |
| Yield(%) | NA | 4.46 | 5.35 | 4.85 | 3.80 | NA | NA | 3.98 | NA | 0.74 | 4.53 | 3.51 | 7.59 | 5.28 | 3.47 | 2.78 | 0.51 | 4.05 | 4.05 | 2.42 | 2.48 | 4.67 | 2.11 | 3.22 | 5.25 | 3.39 | 3.73 | 3.17 | 2.49 | 4.25 | 4.44 | 5.36 | 8.06 |
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 |
|---|---|---|---|---|
| EXELON CORPORATION DEFINED CONTRIBUTION RETIREMENT PLANS MASTER TRUST Tactical Asset Allocation Moderate |
-4.48%
Oct 2017 - Oct 2020 |
-1.22%
Mar 2015 - Mar 2020 |
1.44%
Oct 2013 - Oct 2023 |
3.62%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXELON CORPORATION DEFINED CONTRIBUTION RETIREMENT PLANS MASTER TRUST Tactical Asset Allocation Moderate |
11.91%
Oct 2004 - Oct 2007 |
11.83%
Oct 2002 - Oct 2007 |
9.43%
Apr 2001 - Apr 2011 |
7.98%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart