Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ensco Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 33.07% | 10.51% | 11.42% | 8.11% | 7.96% | 7.48% | 7.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ensco Savings 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 (%) | -0.62 | 33.07 | 10.51 | 11.42 | 8.11 | 7.96 | 7.48 | 7.41 | NA | 20.52 | 21.24 | -6.87 | 3.13 | 18.26 | 16.30 | -5.59 | 13.03 | 2.81 | 3.07 | 1.67 | 13.49 | 10.49 | -0.66 | 10.21 | 20.84 | -17.71 | 10.18 | 10.91 | 7.79 | 11.76 | 19.95 | -4.51 | 1.19 |
| Sharpe Ratio | NA | 1.99 | 0.75 | 0.69 | 0.65 | NA | NA | 0.62 | 0.11 | 1.81 | 2.17 | -0.60 | 0.34 | 1.01 | 2.09 | -0.72 | 2.61 | 0.30 | 0.34 | 0.23 | 2.30 | 1.82 | -0.06 | 1.08 | 1.64 | -1.25 | 0.88 | 1.09 | 0.99 | 1.45 | 2.59 | -0.63 | -0.15 |
| Standard Deviation(%) | NA | 7.68 | 10.20 | 11.95 | 10.16 | NA | NA | 9.44 | 7.23 | 7.71 | 7.81 | 13.84 | 9.23 | 17.77 | 7.12 | 9.56 | 4.74 | 8.81 | 8.89 | 7.25 | 5.85 | 5.73 | 10.99 | 9.38 | 12.68 | 14.86 | 8.15 | 7.03 | 5.67 | 7.46 | 7.42 | 8.99 | 7.35 |
| Draw Down(%) | NA | 4.89 | 14.41 | 21.22 | 21.22 | NA | NA | 27.81 | 0.47 | 4.89 | 5.35 | 15.47 | 5.49 | 21.22 | 3.91 | 12.54 | 2.68 | 8.85 | 7.73 | 5.90 | 4.60 | 4.51 | 10.82 | 7.62 | 12.40 | 26.65 | 5.51 | 8.00 | 4.31 | 6.30 | 6.34 | 13.05 | 9.75 |
| Yield(%) | NA | 15.45 | 9.96 | 6.81 | 4.59 | NA | NA | 4.16 | NA | 4.87 | 14.25 | 6.06 | 3.70 | 2.04 | 2.39 | 2.87 | 0.78 | 1.32 | 4.49 | 2.55 | 4.49 | 2.32 | 2.61 | 2.73 | 2.84 | 4.62 | 5.96 | 4.50 | 4.51 | 4.03 | 3.23 | 3.38 | 5.18 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.34%
Feb 2006 - Feb 2009 |
1.59%
Feb 2004 - Feb 2009 |
4.61%
Mar 2010 - Mar 2020 |
4.40%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ensco Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
15.19%
Mar 2003 - Mar 2006 |
12.88%
Oct 2002 - Oct 2007 |
8.44%
Mar 2003 - Mar 2013 |
8.71%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart