Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 14.03% | 5.26% | 7.53% | 5.27% | 6.93% | NA | 7.99% |
Data as of 11/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 14.03 | 5.26 | 7.53 | 5.27 | 6.93 | NA | 7.99 | 3.04 | 17.14 | 15.85 | -7.68 | 13.04 | 6.82 | -1.36 | 1.71 | 9.15 | 10.49 | -6.60 | 13.30 | 34.16 | -23.34 | 18.42 | 18.50 | 11.12 | 12.88 | 21.15 | 0.60 | 5.66 |
| Sharpe Ratio | NA | 1.39 | 0.59 | 0.93 | 0.57 | NA | NA | 0.77 | 0.25 | 1.00 | 2.13 | -0.96 | 2.32 | 0.71 | -0.16 | 0.26 | 1.52 | 1.60 | -0.56 | 1.32 | 2.68 | -1.59 | 1.75 | 2.45 | 1.81 | 1.95 | 4.57 | -0.08 | 0.44 |
| Standard Deviation(%) | NA | 17.23 | 11.93 | 10.31 | 9.43 | NA | NA | 9.16 | 12.33 | 16.91 | 6.79 | 9.36 | 5.34 | 9.29 | 8.83 | 6.59 | 6.00 | 6.54 | 11.80 | 10.00 | 12.70 | 15.22 | 8.80 | 6.21 | 4.93 | 6.13 | 4.47 | 6.16 | 7.68 |
| Draw Down(%) | NA | 17.47 | 20.50 | 20.50 | 20.50 | NA | NA | 33.93 | 3.74 | 20.50 | 3.88 | 14.14 | 3.78 | 7.51 | 10.63 | 5.80 | 5.61 | 6.08 | 14.03 | 8.63 | 12.43 | 31.93 | 6.00 | 7.99 | 4.12 | 7.21 | 3.31 | 10.16 | 12.47 |
| Yield(%) | NA | 2.88 | 2.58 | 2.11 | 2.49 | NA | NA | 3.61 | 0.02 | 2.86 | 2.42 | 2.57 | 0.20 | 2.60 | 4.15 | 3.28 | 3.14 | 2.00 | 2.01 | 3.39 | 3.87 | 4.30 | 7.28 | 4.93 | 5.30 | 4.06 | 4.01 | 4.68 | 5.17 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-1.10%
Feb 2006 - Feb 2009 |
1.30%
Feb 2011 - Feb 2016 |
3.06%
Mar 2010 - Mar 2020 |
5.68%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.61%
Oct 2004 - Oct 2007 |
18.05%
Oct 2002 - Oct 2007 |
10.24%
Sep 2002 - Sep 2012 |
8.92%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart