Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EFSC INCENTIVE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 11.03% | 0.46% | 5.35% | 4.67% | 5.82% | 6.49% | 6.97% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFSC INCENTIVE SAVINGS PLAN Tactical Asset Allocation 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 (%) | -1.26 | 11.03 | 0.46 | 5.35 | 4.67 | 5.82 | 6.49 | 6.97 | NA | -1.62 | 7.62 | -12.30 | 17.47 | 13.24 | 11.62 | -1.54 | 7.47 | 3.41 | -0.91 | 5.35 | 12.96 | 6.37 | -0.56 | 11.75 | 19.13 | -4.29 | 8.33 | 17.97 | 4.21 | 10.59 | 18.02 | 1.93 | 6.36 |
| Sharpe Ratio | NA | -0.74 | -0.65 | 0.21 | 0.33 | NA | NA | 0.71 | 0.02 | -0.86 | 0.44 | -1.47 | 1.87 | 1.67 | 2.18 | -0.40 | 1.49 | 0.70 | -0.15 | 0.99 | 2.06 | 0.79 | -0.06 | 0.86 | 2.40 | -1.17 | 0.60 | 2.11 | 0.35 | 1.42 | 2.97 | 0.20 | 1.11 |
| Standard Deviation(%) | NA | 9.45 | 8.82 | 8.76 | 7.32 | NA | NA | 7.38 | 8.77 | 9.53 | 7.57 | 9.28 | 9.32 | 7.80 | 4.69 | 7.11 | 4.60 | 4.58 | 6.19 | 5.39 | 6.27 | 7.99 | 9.93 | 13.58 | 7.94 | 4.44 | 8.91 | 6.98 | 5.85 | 6.77 | 5.84 | 4.00 | 3.64 |
| Draw Down(%) | NA | 7.37 | 11.75 | 13.51 | 13.51 | NA | NA | 13.51 | 0.60 | 7.37 | 6.93 | 12.85 | 3.62 | 10.54 | 2.19 | 8.09 | 3.19 | 3.46 | 7.19 | 4.34 | 5.38 | 8.27 | 10.80 | 10.80 | 4.16 | 8.20 | 6.34 | 5.21 | 4.28 | 6.00 | 3.52 | 5.13 | 2.78 |
| Yield(%) | NA | 5.39 | 6.64 | 6.36 | 4.90 | NA | NA | 4.74 | NA | 0.80 | 5.35 | 5.02 | 8.89 | 4.71 | 8.11 | 2.69 | 0.45 | 3.77 | 4.86 | 5.25 | 6.60 | 4.02 | 1.57 | 3.97 | 4.37 | 2.74 | 5.61 | 7.34 | 4.79 | 3.71 | 2.88 | 5.04 | 6.47 |
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 |
|---|---|---|---|---|
| EFSC INCENTIVE SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.44%
Dec 2021 - Dec 2024 |
2.46%
Mar 2015 - Mar 2020 |
4.10%
Dec 2014 - Dec 2024 |
5.08%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFSC INCENTIVE SAVINGS PLAN Tactical Asset Allocation Moderate |
14.08%
Dec 2018 - Dec 2021 |
12.42%
Oct 2002 - Oct 2007 |
9.86%
Apr 2001 - Apr 2011 |
8.07%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart