Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Enbridge Employee Services, Inc. Employees’ Savings Plan Tactical Asset Allocation Moderate | NA | 12.70% | 9.00% | 7.92% | 6.03% | 7.04% | 7.31% | 7.68% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Enbridge Employee Services, Inc. Employees’ 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 (%) | -0.40 | 12.70 | 9.00 | 7.92 | 6.03 | 7.04 | 7.31 | 7.68 | 1.90 | 25.09 | -6.77 | 8.03 | 21.70 | 7.79 | -1.66 | 13.01 | 5.26 | -1.69 | 1.34 | 16.63 | 8.60 | -3.71 | 8.77 | 16.21 | -0.20 | 11.05 | 13.81 | 5.57 | 8.24 | 21.51 | 0.99 | 6.96 |
| Sharpe Ratio | NA | 2.35 | 0.76 | 1.10 | 0.85 | NA | NA | 0.94 | 0.26 | 2.80 | -0.76 | 0.90 | 2.56 | 1.49 | -0.39 | 2.42 | 1.12 | -0.32 | 0.21 | 2.40 | 1.25 | -0.43 | 0.78 | 1.79 | -0.26 | 0.89 | 1.41 | 0.58 | 1.03 | 3.61 | -0.03 | 0.98 |
| Standard Deviation(%) | NA | 7.30 | 9.04 | 8.27 | 7.14 | NA | NA | 7.22 | 6.32 | 7.45 | 10.76 | 8.94 | 8.38 | 4.29 | 7.56 | 5.11 | 4.49 | 5.35 | 6.21 | 6.91 | 6.82 | 8.67 | 11.08 | 8.99 | 4.27 | 9.02 | 7.50 | 5.85 | 7.06 | 5.77 | 4.45 | 4.74 |
| Draw Down(%) | NA | 4.23 | 15.77 | 15.77 | 15.77 | NA | NA | 15.77 | 1.14 | 4.23 | 13.93 | 5.86 | 6.53 | 3.66 | 8.55 | 2.54 | 3.59 | 5.51 | 6.41 | 4.75 | 5.90 | 9.96 | 9.71 | 5.05 | 5.47 | 6.35 | 8.63 | 4.50 | 5.58 | 2.52 | 5.63 | 3.04 |
| Yield(%) | NA | 13.84 | 9.27 | 6.96 | 4.53 | NA | NA | 4.08 | 0.89 | 14.18 | 7.33 | 5.63 | 4.71 | 2.41 | 1.42 | 0.39 | 3.45 | 1.93 | 3.37 | 2.10 | 2.11 | 2.99 | 3.08 | 3.25 | 3.36 | 4.28 | 3.66 | 5.30 | 3.99 | 3.24 | 4.29 | 6.45 |
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 |
|---|---|---|---|---|
| Enbridge Employee Services, Inc. Employees’ Savings Plan Tactical Asset Allocation Moderate |
1.60%
Dec 2013 - Dec 2016 |
3.11%
Dec 2013 - Dec 2018 |
5.15%
Mar 2010 - Mar 2020 |
5.73%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Enbridge Employee Services, Inc. Employees’ Savings Plan Tactical Asset Allocation Moderate |
13.30%
Apr 2003 - Apr 2006 |
12.94%
Oct 2002 - Oct 2007 |
9.41%
Apr 2001 - Apr 2011 |
8.36%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart