Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ESIB-6 Strategic Asset Allocation - Equal Weight Moderate | 3.66% | 9.82% | 4.37% | 9.51% | 5.14% | 5.40% | 6.02% | 5.84% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESIB-6 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.21 | 9.82 | 4.37 | 9.51 | 5.14 | 5.40 | 6.02 | 5.84 | 3.66 | 9.39 | 7.63 | -7.47 | 11.02 | 12.53 | 16.87 | -9.08 | 7.78 | 7.47 | -2.62 | 3.98 | 2.74 | 10.37 | 0.29 | 13.64 | 26.37 | -22.97 | 10.57 | 17.34 | 9.66 | 11.26 | 20.19 | -7.79 | 0.59 |
| Sharpe Ratio | NA | 1.05 | 0.34 | 0.66 | 0.47 | NA | NA | 0.44 | 0.54 | 0.80 | 0.58 | -0.79 | 1.34 | 0.76 | 2.77 | -1.31 | 1.59 | 1.05 | -0.35 | 0.68 | 0.34 | 1.42 | 0.02 | 1.22 | 1.43 | -1.06 | 0.64 | 1.52 | 1.15 | 1.31 | 2.09 | -0.65 | -0.26 |
| Standard Deviation(%) | NA | 8.68 | 8.62 | 8.78 | 8.92 | NA | NA | 10.62 | 10.24 | 7.22 | 6.90 | 11.22 | 8.21 | 16.14 | 5.57 | 7.99 | 4.48 | 6.94 | 7.47 | 5.86 | 7.91 | 7.27 | 12.68 | 11.10 | 18.34 | 22.60 | 11.69 | 9.16 | 6.46 | 7.85 | 9.32 | 13.78 | 7.18 |
| Draw Down(%) | NA | 6.46 | 10.53 | 13.01 | 18.83 | NA | NA | 37.51 | 6.46 | 3.67 | 5.59 | 12.97 | 4.14 | 18.83 | 2.58 | 14.05 | 2.41 | 5.43 | 8.42 | 4.12 | 10.48 | 6.23 | 10.85 | 7.27 | 15.43 | 37.40 | 5.91 | 10.28 | 3.80 | 6.55 | 8.32 | 16.53 | 9.68 |
| Yield(%) | NA | 3.33 | 2.83 | 2.70 | 2.26 | NA | NA | 2.17 | NA | 0.98 | 3.25 | 2.38 | 2.52 | 2.14 | 2.63 | 1.57 | 0.68 | 3.34 | 1.20 | 2.36 | 2.23 | 1.19 | 2.16 | 2.77 | 3.69 | 2.72 | 2.65 | 2.41 | 2.18 | 1.27 | 0.73 | 0.71 | 2.09 |
Data as of 03/31/2025, 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 Strategic Asset Allocation - Equal Weight Moderate |
-5.06%
Feb 2006 - Feb 2009 |
0.95%
Mar 2015 - Mar 2020 |
3.40%
Oct 2007 - Oct 2017 |
3.59%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESIB-6 Strategic Asset Allocation - Equal Weight Moderate |
19.39%
Feb 2009 - Feb 2012 |
14.64%
Oct 2002 - Oct 2007 |
9.35%
Mar 2003 - Mar 2013 |
7.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart