Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OGE ENERGY CORP.EMPLOYEES’ STOCK OWNERSHIP AND RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -0.08% | -1.39% | 0.87% | 2.81% | 4.24% | 5.08% | 5.57% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGE ENERGY CORP.EMPLOYEES’ STOCK OWNERSHIP AND RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.32 | -0.08 | -1.39 | 0.87 | 2.81 | 4.24 | 5.08 | 5.57 | 2.37 | 10.99 | -15.32 | 1.99 | 8.59 | 12.06 | -1.75 | 18.31 | 0.30 | 1.44 | 0.95 | 14.92 | 6.11 | -5.77 | 6.99 | 18.41 | -4.02 | 13.63 | 10.90 | 7.36 | 6.70 | 16.69 | 3.55 | 5.71 |
| Sharpe Ratio | NA | 0.66 | -0.26 | 0.19 | 0.38 | NA | NA | 0.66 | 0.27 | 0.88 | -1.63 | 0.23 | 0.91 | 2.30 | -0.37 | 3.87 | 0.02 | 0.27 | 0.14 | 2.31 | 1.21 | -0.67 | 0.62 | 2.24 | -1.20 | 1.11 | 1.00 | 0.89 | 0.71 | 2.95 | 0.65 | 0.99 |
| Standard Deviation(%) | NA | 7.62 | 8.87 | 8.36 | 7.24 | NA | NA | 7.16 | 7.65 | 7.64 | 10.26 | 8.71 | 9.22 | 4.64 | 8.23 | 4.57 | 4.19 | 5.24 | 6.69 | 6.43 | 4.99 | 8.61 | 11.08 | 8.16 | 4.12 | 9.58 | 7.62 | 5.83 | 8.09 | 5.42 | 3.79 | 3.42 |
| Draw Down(%) | NA | 6.00 | 20.67 | 20.67 | 20.67 | NA | NA | 20.67 | 1.46 | 6.00 | 16.95 | 6.80 | 10.53 | 3.32 | 8.60 | 1.54 | 4.09 | 4.58 | 5.72 | 4.81 | 4.37 | 11.35 | 9.61 | 4.58 | 6.34 | 6.78 | 9.82 | 4.54 | 7.12 | 2.97 | 4.29 | 2.76 |
| Yield(%) | NA | 3.16 | 2.97 | 3.63 | 3.98 | NA | NA | 4.17 | 0.01 | 3.38 | 3.19 | 2.27 | 4.55 | 4.85 | 3.49 | 3.46 | 2.15 | 5.04 | 7.65 | 4.50 | 3.96 | 1.58 | 4.33 | 4.25 | 2.60 | 6.43 | 5.96 | 4.16 | 3.37 | 3.10 | 5.23 | 6.39 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| OGE ENERGY CORP.EMPLOYEES’ STOCK OWNERSHIP AND RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.12%
Dec 2019 - Dec 2022 |
0.22%
Sep 2018 - Sep 2023 |
2.81%
Oct 2013 - Oct 2023 |
3.81%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGE ENERGY CORP.EMPLOYEES’ STOCK OWNERSHIP AND RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
12.40%
Oct 2004 - Oct 2007 |
11.76%
Oct 2002 - Oct 2007 |
8.86%
Apr 2001 - Apr 2011 |
7.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart