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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.61% | 0.98% | 4.78% | 4.21% | 6.56% | 5.79% | 6.16% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.54 | 4.61 | 0.98 | 4.78 | 4.21 | 6.56 | 5.79 | 6.16 | 2.49 | 14.36 | -10.99 | 2.11 | 18.43 | 19.34 | -6.71 | 14.82 | 0.62 | 2.86 | 1.38 | 11.32 | 12.81 | -0.06 | 13.08 | 23.94 | -20.10 | 9.71 | 9.03 | 8.86 | 10.44 | 18.53 | 0.12 | 6.05 |
| Sharpe Ratio | NA | 1.02 | 0.05 | 0.50 | 0.46 | NA | NA | 0.57 | 0.28 | 1.22 | -0.92 | 0.22 | 0.96 | 2.53 | -0.88 | 3.15 | 0.05 | 0.33 | 0.20 | 1.88 | 2.22 | -0.01 | 1.54 | 1.72 | -1.16 | 0.78 | 0.84 | 1.24 | 1.32 | 3.01 | -0.15 | 0.64 |
| Standard Deviation(%) | NA | 8.24 | 10.56 | 12.20 | 10.18 | NA | NA | 9.62 | 8.01 | 8.29 | 13.38 | 9.59 | 18.88 | 7.10 | 9.13 | 4.50 | 8.16 | 8.58 | 6.80 | 6.01 | 5.75 | 10.61 | 8.45 | 13.84 | 18.19 | 8.62 | 6.87 | 5.38 | 7.20 | 5.93 | 6.57 | 5.84 |
| Draw Down(%) | NA | 6.78 | 20.49 | 21.14 | 21.14 | NA | NA | 32.06 | 1.73 | 6.78 | 18.06 | 6.68 | 21.14 | 3.19 | 13.07 | 2.11 | 8.09 | 7.47 | 5.71 | 5.94 | 4.41 | 10.73 | 6.26 | 15.46 | 30.97 | 5.61 | 7.84 | 3.50 | 6.47 | 5.15 | 8.94 | 6.02 |
| Yield(%) | NA | 2.78 | 3.04 | 3.12 | 2.96 | NA | NA | 3.80 | 0.00 | 2.98 | 2.77 | 3.30 | 4.63 | 2.04 | 3.33 | 0.44 | 1.57 | 4.94 | 3.71 | 2.16 | 4.26 | 3.31 | 4.44 | 4.05 | 5.45 | 7.14 | 5.48 | 4.18 | 3.76 | 3.40 | 4.57 | 5.51 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.41%
Feb 2006 - Feb 2009 |
0.19%
Feb 2004 - Feb 2009 |
4.21%
Sep 2012 - Sep 2022 |
4.37%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
18.02%
Feb 2009 - Feb 2012 |
14.31%
Feb 2009 - Feb 2014 |
8.88%
Feb 2009 - Feb 2019 |
7.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart