Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ESIB-6 Tactical Asset Allocation Moderate | NA | 13.76% | 0.91% | 6.52% | 3.76% | 5.14% | 7.08% | 7.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESIB-6 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 (%) | -0.90 | 13.76 | 0.91 | 6.52 | 3.76 | 5.14 | 7.08 | 7.21 | NA | 3.23 | 3.72 | -9.36 | 16.26 | 16.19 | 6.38 | -8.81 | 7.81 | 4.32 | -3.36 | 2.72 | 11.73 | 12.27 | -2.48 | 11.69 | 20.41 | -3.44 | 21.62 | 17.84 | 10.95 | 8.98 | 19.38 | 0.27 | 2.31 |
| Sharpe Ratio | NA | -0.36 | -0.44 | 0.30 | 0.18 | NA | NA | 0.61 | -0.04 | -0.45 | -0.06 | -0.80 | 1.77 | 1.57 | 1.01 | -1.22 | 1.29 | 0.58 | -0.50 | 0.39 | 1.47 | 1.95 | -0.27 | 0.87 | 1.61 | -0.47 | 1.25 | 1.20 | 1.07 | 1.09 | 2.52 | -0.18 | 0.01 |
| Standard Deviation(%) | NA | 7.44 | 10.17 | 9.99 | 8.47 | NA | NA | 9.00 | 3.69 | 7.44 | 8.85 | 13.39 | 9.19 | 10.15 | 4.94 | 8.27 | 5.55 | 7.07 | 6.75 | 6.90 | 7.96 | 6.27 | 9.33 | 13.38 | 12.62 | 9.20 | 14.85 | 12.16 | 8.19 | 7.37 | 7.40 | 4.54 | 0.05 |
| Draw Down(%) | NA | 5.86 | 16.74 | 16.74 | 16.74 | NA | NA | 16.74 | 0.52 | 5.86 | 7.71 | 16.74 | 4.42 | 10.05 | 2.69 | 15.52 | 2.72 | 7.05 | 8.08 | 6.85 | 7.78 | 4.62 | 9.33 | 8.93 | 5.81 | 11.93 | 8.92 | 13.82 | 4.91 | 6.61 | 2.75 | 5.78 | 0.00 |
| Yield(%) | NA | 3.72 | 3.35 | 2.72 | 2.37 | NA | NA | 2.27 | NA | 0.75 | 3.47 | 3.42 | 2.77 | 1.47 | 2.56 | 1.35 | 0.69 | 3.00 | 2.12 | 2.87 | 1.29 | 3.74 | 1.66 | 2.96 | 3.28 | 1.88 | 2.42 | 2.33 | 2.51 | 1.35 | 1.05 | 0.92 | 2.31 |
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 |
|---|---|---|---|---|
| ESIB-6 Tactical Asset Allocation Moderate |
-1.58%
Jul 2016 - Jul 2019 |
-0.21%
May 2014 - May 2019 |
2.83%
Oct 2013 - Oct 2023 |
4.52%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESIB-6 Tactical Asset Allocation Moderate |
19.96%
Apr 2005 - Apr 2008 |
16.57%
Apr 2003 - Apr 2008 |
12.03%
Apr 2003 - Apr 2013 |
9.37%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart