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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.28% | 4.40% | 7.84% | 6.50% | 7.40% | 6.45% | 6.90% |
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 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 (%) | -0.83 | 22.28 | 4.40 | 7.84 | 6.50 | 7.40 | 6.45 | 6.90 | NA | 8.69 | 14.28 | -11.84 | 10.24 | 14.59 | 18.19 | -4.97 | 10.64 | 4.04 | 2.25 | 4.03 | 14.59 | 12.93 | -1.13 | 11.92 | 18.00 | -25.22 | 10.40 | 12.94 | 6.68 | 13.16 | 21.73 | -3.70 | 6.54 |
| Sharpe Ratio | NA | 0.39 | -0.03 | 0.35 | 0.45 | NA | NA | 0.51 | 0.07 | 0.23 | 1.29 | -1.02 | 1.07 | 0.76 | 2.29 | -0.64 | 1.89 | 0.47 | 0.26 | 0.55 | 2.21 | 1.78 | -0.08 | 1.13 | 1.40 | -1.36 | 0.79 | 1.64 | 0.84 | 1.94 | 3.01 | -0.54 | 0.41 |
| Standard Deviation(%) | NA | 9.03 | 10.20 | 12.32 | 10.37 | NA | NA | 10.19 | 8.01 | 9.09 | 7.79 | 12.97 | 9.58 | 18.82 | 7.32 | 9.83 | 5.31 | 8.15 | 8.56 | 7.26 | 6.57 | 7.23 | 14.08 | 10.50 | 12.78 | 19.28 | 9.34 | 5.88 | 5.40 | 6.31 | 6.98 | 8.86 | 10.26 |
| Draw Down(%) | NA | 6.51 | 17.24 | 24.82 | 24.82 | NA | NA | 36.50 | 0.62 | 6.49 | 6.52 | 17.96 | 5.43 | 24.82 | 3.44 | 12.94 | 3.12 | 7.05 | 8.18 | 5.55 | 6.02 | 5.49 | 13.59 | 8.99 | 14.65 | 33.47 | 6.51 | 6.43 | 3.96 | 5.64 | 6.99 | 12.67 | 11.34 |
| Yield(%) | NA | 5.95 | 5.28 | 4.90 | 4.38 | NA | NA | 4.24 | NA | 0.67 | 6.34 | 2.87 | 6.51 | 5.32 | 2.69 | 5.29 | 0.54 | 1.30 | 7.09 | 5.62 | 5.51 | 2.87 | 2.61 | 2.69 | 2.69 | 2.97 | 7.76 | 6.81 | 5.61 | 3.97 | 3.12 | 2.43 | 4.16 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.43%
Feb 2006 - Feb 2009 |
-0.42%
Feb 2004 - Feb 2009 |
4.38%
Oct 2007 - Oct 2017 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXCO RESOURCES, INC. EMPLOYEES SAVINGS TRUST Strategic Asset Allocation - Equal Weight Moderate |
16.19%
Mar 2003 - Mar 2006 |
14.02%
Feb 2009 - Feb 2014 |
8.86%
Feb 2009 - Feb 2019 |
8.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart