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 Strategic Asset Allocation - Equal Weight Moderate | NA | 25.78% | 5.59% | 8.87% | 5.22% | 6.18% | 5.87% | 6.34% |
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 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 (%) | -0.98 | 25.78 | 5.59 | 8.87 | 5.22 | 6.18 | 5.87 | 6.34 | NA | 10.26 | 14.38 | -7.94 | 7.44 | 17.75 | 16.54 | -19.80 | 11.74 | 5.18 | 1.37 | 2.67 | 12.78 | 11.18 | 1.08 | 9.71 | 23.06 | -19.45 | 8.51 | 10.48 | 5.88 | 11.43 | 18.94 | -1.01 | 4.94 |
| Sharpe Ratio | NA | 0.56 | 0.12 | 0.45 | 0.31 | NA | NA | 0.51 | 0.08 | 0.42 | 1.20 | -0.72 | 0.80 | 0.91 | 2.05 | -1.14 | 2.36 | 0.56 | 0.15 | 0.40 | 2.19 | 2.22 | 0.12 | 1.22 | 2.36 | -1.43 | 0.85 | 1.40 | 0.87 | 1.99 | 3.23 | -0.31 | 0.49 |
| Standard Deviation(%) | NA | 8.62 | 10.25 | 12.40 | 11.63 | NA | NA | 9.40 | 6.60 | 8.70 | 8.42 | 12.98 | 9.31 | 19.15 | 7.36 | 18.55 | 4.72 | 8.92 | 9.14 | 6.59 | 5.82 | 5.02 | 9.08 | 7.89 | 9.72 | 14.21 | 6.46 | 5.16 | 4.27 | 5.26 | 5.64 | 6.74 | 5.38 |
| Draw Down(%) | NA | 5.22 | 16.68 | 21.22 | 27.91 | NA | NA | 28.56 | 0.42 | 5.18 | 6.75 | 16.80 | 4.86 | 21.22 | 4.26 | 25.51 | 1.99 | 7.61 | 7.74 | 5.50 | 5.07 | 4.14 | 8.63 | 7.30 | 10.46 | 28.08 | 4.52 | 5.21 | 3.36 | 4.40 | 4.09 | 10.14 | 7.11 |
| Yield(%) | NA | 3.68 | 4.23 | 4.16 | 3.42 | NA | NA | 4.05 | NA | 0.58 | 3.86 | 4.01 | 4.55 | 5.31 | 2.47 | 1.86 | 0.43 | 4.50 | 3.46 | 3.12 | 3.70 | 5.32 | 3.53 | 3.44 | 4.84 | 3.95 | 4.49 | 5.60 | 4.52 | 4.94 | 3.80 | 5.45 | 5.55 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.96%
Mar 2017 - Mar 2020 |
-0.95%
Mar 2015 - Mar 2020 |
2.99%
Mar 2010 - Mar 2020 |
3.57%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
14.92%
Feb 2009 - Feb 2012 |
12.86%
Feb 2009 - Feb 2014 |
7.91%
Mar 2003 - Mar 2013 |
7.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart