Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| eSilicon 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 38.44% | 8.30% | 10.22% | 7.21% | 6.63% | 5.83% | 5.71% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| eSilicon 401K 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 (%) | -0.85 | 38.44 | 8.30 | 10.22 | 7.21 | 6.63 | 5.83 | 5.71 | NA | 21.40 | 13.87 | -10.17 | 5.52 | 18.30 | 17.02 | -8.49 | 13.50 | 2.09 | 2.22 | 3.11 | 16.54 | -9.76 | 0.31 | 14.79 | 20.74 | -25.25 | 8.72 | 11.97 | 8.10 | 8.34 | 17.07 | -7.07 | 2.35 |
| Sharpe Ratio | NA | 1.22 | 0.31 | 0.47 | 0.47 | NA | NA | 0.36 | 0.10 | 1.07 | 1.20 | -0.79 | 0.50 | 0.89 | 1.99 | -0.89 | 2.69 | 0.21 | 0.26 | 0.42 | 2.38 | -0.45 | 0.02 | 1.39 | 1.38 | -1.45 | 0.69 | 1.55 | 1.11 | 1.19 | 2.21 | -0.73 | 0.00 |
| Standard Deviation(%) | NA | 13.77 | 12.52 | 14.15 | 11.66 | NA | NA | 11.57 | 6.10 | 13.84 | 7.99 | 14.64 | 10.99 | 20.26 | 7.84 | 11.03 | 4.78 | 9.13 | 8.44 | 7.32 | 6.94 | 21.60 | 13.42 | 10.56 | 14.92 | 18.03 | 8.28 | 5.61 | 5.36 | 6.22 | 7.42 | 11.22 | 9.67 |
| Draw Down(%) | NA | 5.22 | 16.14 | 21.06 | 21.06 | NA | NA | 36.31 | 0.34 | 5.16 | 7.43 | 16.63 | 8.16 | 21.06 | 4.97 | 15.37 | 3.31 | 9.90 | 8.16 | 5.25 | 5.25 | 22.28 | 12.85 | 8.15 | 14.52 | 33.15 | 6.42 | 6.24 | 3.63 | 4.49 | 6.92 | 17.73 | 11.33 |
| Yield(%) | NA | 7.08 | 7.81 | 6.62 | 5.69 | NA | NA | 4.05 | NA | 0.71 | 7.34 | 10.53 | 3.81 | 3.80 | 6.31 | 7.66 | 0.37 | 4.61 | 8.97 | 2.33 | 2.97 | 1.91 | 3.18 | 2.56 | 3.98 | 4.99 | 4.54 | 6.53 | 2.52 | 0.90 | 0.70 | 0.50 | 1.34 |
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 |
|---|---|---|---|---|
| eSilicon 401K Strategic Asset Allocation - Equal Weight Moderate |
-6.81%
Feb 2006 - Feb 2009 |
-2.22%
Oct 2007 - Oct 2012 |
2.49%
Dec 2006 - Dec 2016 |
2.74%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| eSilicon 401K Strategic Asset Allocation - Equal Weight Moderate |
17.42%
Feb 2009 - Feb 2012 |
11.58%
Sep 2002 - Sep 2007 |
7.57%
Sep 2014 - Sep 2024 |
7.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart