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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.93% | 5.35% | 7.75% | 6.15% | 7.32% | 6.94% | 7.41% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.16 | 22.93 | 5.35 | 7.75 | 6.15 | 7.32 | 6.94 | 7.41 | NA | 4.68 | 12.75 | -8.40 | 12.59 | 12.88 | 16.86 | -4.43 | 5.71 | 4.95 | 0.97 | 6.84 | 9.73 | 12.89 | 1.32 | 13.74 | 24.99 | -19.18 | 5.97 | 14.66 | 8.29 | 13.50 | 23.26 | -4.32 | 6.42 |
| Sharpe Ratio | NA | -0.16 | -0.10 | 0.35 | 0.40 | NA | NA | 0.55 | 0.03 | -0.24 | 1.00 | -0.86 | 1.52 | 0.67 | 2.78 | -0.78 | 1.26 | 0.60 | 0.11 | 1.18 | 1.55 | 2.33 | 0.11 | 1.41 | 1.23 | -0.87 | 0.34 | 1.77 | 1.19 | 2.49 | 2.73 | -0.61 | 0.55 |
| Standard Deviation(%) | NA | 7.96 | 9.42 | 11.76 | 9.60 | NA | NA | 10.36 | 6.78 | 8.01 | 8.54 | 11.39 | 8.30 | 18.84 | 5.55 | 7.37 | 4.02 | 7.91 | 8.25 | 5.78 | 6.26 | 5.50 | 11.74 | 9.66 | 20.16 | 23.17 | 8.72 | 6.42 | 5.16 | 5.05 | 8.27 | 8.85 | 7.43 |
| Draw Down(%) | NA | 6.79 | 13.05 | 23.94 | 23.94 | NA | NA | 35.34 | 0.44 | 6.79 | 7.79 | 13.65 | 5.02 | 23.94 | 2.31 | 9.28 | 2.96 | 7.80 | 8.21 | 4.00 | 7.17 | 4.42 | 12.20 | 7.04 | 18.87 | 34.07 | 5.64 | 5.55 | 3.46 | 4.62 | 8.51 | 17.19 | 9.84 |
| Yield(%) | NA | 4.77 | 5.75 | 5.42 | 5.09 | NA | NA | 4.81 | NA | 0.67 | 4.92 | 4.84 | 7.09 | 4.19 | 5.92 | 4.38 | 0.60 | 4.91 | 8.72 | 5.05 | 4.92 | 6.40 | 2.82 | 4.33 | 4.06 | 5.20 | 7.17 | 5.44 | 4.35 | 4.02 | 2.49 | 3.17 | 4.96 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.15%
Feb 2006 - Feb 2009 |
0.02%
Feb 2004 - Feb 2009 |
4.58%
Mar 2010 - Mar 2020 |
5.09%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFSC INCENTIVE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.31%
Feb 2009 - Feb 2012 |
16.13%
Feb 2009 - Feb 2014 |
10.17%
Mar 2003 - Mar 2013 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart