Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXCO RESOURCES, INC. EMPLOYEES SAVINGS TRUST Tactical Asset Allocation Moderate | NA | 25.07% | 2.60% | 5.07% | 4.51% | 5.23% | 5.98% | 6.84% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXCO RESOURCES, INC. EMPLOYEES SAVINGS TRUST 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 (%) | -0.88 | 25.07 | 2.60 | 5.07 | 4.51 | 5.23 | 5.98 | 6.84 | NA | 83.50 | 13.55 | -16.14 | 11.50 | 3.77 | 12.11 | -3.75 | 9.18 | 8.44 | -3.31 | 2.26 | 14.59 | 4.00 | 0.82 | 7.21 | 19.22 | -5.98 | 11.62 | 12.48 | 4.35 | 11.14 | 23.10 | 5.75 | 5.90 |
| Sharpe Ratio | NA | 0.03 | -0.04 | 0.03 | 0.08 | NA | NA | 0.24 | -0.11 | 0.94 | 1.13 | -1.68 | 1.17 | 0.38 | 2.93 | -0.63 | 1.36 | 1.85 | -0.61 | 0.35 | 2.22 | 0.77 | 0.09 | 0.73 | 2.62 | -1.46 | 0.93 | 1.37 | 0.37 | 1.40 | 4.02 | 1.70 | 1.11 |
| Standard Deviation(%) | NA | 97.70 | 56.97 | 44.48 | 31.70 | NA | NA | 21.09 | 379.00 | 81.86 | 8.21 | 10.43 | 9.84 | 9.44 | 3.65 | 8.06 | 6.28 | 4.46 | 5.52 | 6.36 | 6.57 | 5.15 | 8.61 | 9.69 | 7.29 | 4.73 | 9.31 | 6.70 | 5.98 | 7.26 | 5.58 | 2.73 | 3.22 |
| Draw Down(%) | NA | 43.82 | 43.82 | 43.82 | 43.82 | NA | NA | 43.82 | 41.19 | 37.50 | 7.16 | 16.88 | 4.75 | 14.58 | 1.96 | 10.14 | 5.16 | 2.62 | 7.38 | 5.14 | 5.23 | 5.17 | 9.00 | 9.23 | 4.00 | 11.34 | 6.88 | 7.82 | 5.18 | 6.02 | 2.78 | 2.17 | 2.15 |
| Yield(%) | NA | 5.31 | 5.31 | 4.86 | 4.10 | NA | NA | 4.30 | NA | 0.96 | 4.71 | 3.21 | 7.35 | 3.57 | 5.14 | 4.40 | 0.55 | 3.49 | 2.72 | 6.27 | 3.81 | 4.50 | 3.78 | 2.50 | 3.45 | 4.42 | 7.48 | 6.97 | 4.33 | 3.43 | 4.40 | 2.51 | 4.96 |
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 |
|---|---|---|---|---|
| EXCO RESOURCES, INC. EMPLOYEES SAVINGS TRUST Tactical Asset Allocation Moderate |
-1.41%
Oct 2017 - Oct 2020 |
0.39%
Oct 2017 - Oct 2022 |
2.67%
Oct 2013 - Oct 2023 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXCO RESOURCES, INC. EMPLOYEES SAVINGS TRUST Tactical Asset Allocation Moderate |
20.44%
Dec 2021 - Dec 2024 |
15.12%
Dec 2019 - Dec 2024 |
9.84%
Apr 2001 - Apr 2011 |
8.26%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison Chart