Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ensco Savings Plan Tactical Asset Allocation Moderate | NA | 34.05% | 11.01% | 12.14% | 8.32% | 7.65% | 8.05% | 8.30% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ensco Savings 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 (%) | -0.72 | 34.05 | 11.01 | 12.14 | 8.32 | 7.65 | 8.05 | 8.30 | NA | 23.55 | 25.46 | -10.25 | 6.58 | 21.84 | 7.26 | -1.98 | 12.70 | 5.99 | -1.49 | 1.67 | 14.94 | 5.29 | 0.91 | 6.09 | 15.67 | -0.32 | 12.16 | 11.69 | 5.67 | 11.02 | 18.63 | 0.55 | 6.97 |
| Sharpe Ratio | NA | 2.00 | 0.93 | 1.13 | 0.90 | NA | NA | 0.92 | 0.07 | 1.84 | 2.78 | -1.10 | 0.73 | 2.60 | 1.26 | -0.41 | 2.24 | 1.28 | -0.30 | 0.27 | 2.21 | 0.89 | 0.12 | 0.53 | 1.82 | -0.27 | 0.94 | 1.14 | 0.57 | 1.26 | 3.17 | -0.12 | 0.98 |
| Standard Deviation(%) | NA | 9.21 | 9.25 | 9.03 | 7.55 | NA | NA | 7.35 | 10.22 | 9.22 | 7.63 | 10.54 | 9.03 | 8.30 | 4.62 | 8.06 | 5.38 | 4.51 | 5.03 | 6.24 | 6.75 | 5.87 | 7.67 | 11.43 | 8.56 | 4.61 | 9.72 | 7.39 | 6.15 | 7.98 | 5.66 | 4.69 | 4.74 |
| Draw Down(%) | NA | 5.89 | 14.11 | 16.74 | 16.74 | NA | NA | 16.74 | 0.82 | 5.89 | 4.41 | 15.23 | 4.82 | 6.53 | 3.83 | 9.09 | 3.12 | 3.94 | 5.22 | 6.04 | 4.82 | 5.22 | 5.97 | 9.84 | 4.31 | 7.24 | 7.33 | 8.70 | 4.80 | 6.80 | 2.90 | 5.91 | 3.05 |
| Yield(%) | NA | 15.54 | 10.64 | 7.30 | 5.09 | NA | NA | 4.76 | NA | 4.45 | 15.35 | 7.29 | 4.37 | 2.97 | 2.33 | 4.06 | 0.40 | 4.20 | 1.99 | 3.46 | 9.64 | 2.63 | 3.08 | 2.65 | 3.55 | 3.68 | 5.04 | 5.87 | 4.30 | 4.21 | 3.64 | 3.91 | 6.45 |
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 |
|---|---|---|---|---|
| Ensco Savings Plan Tactical Asset Allocation Moderate |
2.01%
Dec 2013 - Dec 2016 |
3.05%
Apr 2011 - Apr 2016 |
5.00%
Dec 2009 - Dec 2019 |
5.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ensco Savings Plan Tactical Asset Allocation Moderate |
13.31%
Nov 2021 - Nov 2024 |
13.12%
Nov 2019 - Nov 2024 |
9.06%
Apr 2001 - Apr 2011 |
8.20%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart