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 Strategic Asset Allocation - Equal Weight Moderate | NA | 14.96% | 6.69% | 7.94% | 6.06% | 8.03% | 6.99% | 7.16% |
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 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 (%) | -0.41 | 14.96 | 6.69 | 7.94 | 6.06 | 8.03 | 6.99 | 7.16 | 2.89 | 21.31 | -5.24 | 5.99 | 17.38 | 17.22 | -4.36 | 9.91 | 3.46 | 3.51 | 2.18 | 17.00 | 12.33 | -0.73 | 10.96 | 26.07 | -22.44 | 9.72 | 11.00 | 7.66 | 12.80 | 23.28 | -2.36 | 3.69 |
| Sharpe Ratio | NA | 1.91 | 0.56 | 0.74 | 0.62 | NA | NA | 0.62 | 0.41 | 2.21 | -0.47 | 0.59 | 0.96 | 2.28 | -0.64 | 1.84 | 0.35 | 0.42 | 0.30 | 2.59 | 1.78 | -0.06 | 1.01 | 1.57 | -1.25 | 0.86 | 1.09 | 1.02 | 1.75 | 3.05 | -0.37 | 0.17 |
| Standard Deviation(%) | NA | 7.54 | 10.89 | 12.03 | 10.18 | NA | NA | 10.22 | 6.40 | 7.71 | 14.21 | 10.04 | 17.82 | 6.94 | 8.90 | 5.05 | 9.18 | 8.38 | 7.28 | 6.54 | 6.89 | 12.08 | 10.73 | 16.57 | 18.67 | 7.83 | 7.10 | 5.37 | 6.76 | 7.41 | 9.27 | 7.95 |
| Draw Down(%) | NA | 4.53 | 17.21 | 20.99 | 20.99 | NA | NA | 34.94 | 1.02 | 4.53 | 13.65 | 7.86 | 20.99 | 3.40 | 11.57 | 3.76 | 8.76 | 6.93 | 5.77 | 4.58 | 5.34 | 12.55 | 9.31 | 16.75 | 32.59 | 5.31 | 8.00 | 4.07 | 5.69 | 6.94 | 14.38 | 9.58 |
| Yield(%) | NA | 13.52 | 8.77 | 6.29 | 4.27 | NA | NA | 3.89 | 0.86 | 13.93 | 6.99 | 4.84 | 3.23 | 2.04 | 3.50 | 0.77 | 1.82 | 2.80 | 2.38 | 2.17 | 1.99 | 2.80 | 3.23 | 2.50 | 4.98 | 5.46 | 4.03 | 4.59 | 3.57 | 3.07 | 3.44 | 4.47 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.19%
Feb 2006 - Feb 2009 |
-0.03%
Feb 2004 - Feb 2009 |
5.27%
Mar 2010 - Mar 2020 |
4.99%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Enbridge Employee Services, Inc. Employees’ Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
18.10%
Feb 2009 - Feb 2012 |
15.51%
Feb 2009 - Feb 2014 |
9.75%
Feb 2009 - Feb 2019 |
8.82%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart