Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Entergy Corporation Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 16.91% | 9.48% | 8.46% | 6.20% | 7.46% | 6.40% | 6.04% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Entergy Corporation 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 (%) | -0.33 | 16.91 | 9.48 | 8.46 | 6.20 | 7.46 | 6.40 | 6.04 | 1.98 | 22.87 | -2.18 | 10.33 | 12.75 | 14.25 | -2.18 | 13.52 | 2.51 | -0.16 | 1.19 | 14.87 | 10.70 | -1.04 | 9.82 | 22.04 | -22.33 | 8.32 | 12.38 | 6.37 | 9.77 | 20.20 | -7.45 | -1.49 |
Sharpe Ratio | NA | 2.25 | 0.96 | 0.83 | 0.66 | NA | NA | 0.52 | 0.27 | 2.55 | -0.30 | 1.29 | 0.71 | 1.85 | -0.36 | 2.93 | 0.27 | -0.02 | 0.17 | 2.26 | 1.43 | -0.08 | 0.97 | 1.44 | -1.16 | 0.65 | 1.34 | 0.78 | 1.35 | 2.53 | -0.78 | -0.42 |
Standard Deviation(%) | NA | 7.15 | 9.16 | 11.03 | 9.62 | NA | NA | 10.17 | 6.28 | 7.29 | 11.82 | 8.01 | 17.57 | 6.93 | 9.80 | 4.40 | 8.69 | 8.67 | 7.01 | 6.55 | 7.47 | 12.88 | 10.08 | 15.29 | 20.05 | 8.22 | 6.79 | 5.36 | 6.52 | 7.71 | 10.93 | 9.12 |
Draw Down(%) | NA | 3.67 | 11.81 | 22.13 | 22.13 | NA | NA | 33.96 | 1.03 | 3.67 | 11.81 | 4.79 | 22.13 | 3.67 | 10.81 | 1.19 | 8.71 | 8.19 | 5.50 | 4.75 | 6.14 | 13.06 | 8.13 | 14.64 | 31.09 | 5.16 | 7.85 | 3.58 | 5.33 | 6.60 | 15.85 | 13.20 |
Yield(%) | NA | 13.98 | 8.56 | 6.29 | 4.49 | NA | NA | 3.55 | 0.86 | 14.21 | 7.81 | 3.00 | 3.64 | 2.24 | 3.22 | 0.90 | 3.31 | 3.28 | 2.63 | 3.01 | 2.22 | 3.14 | 2.17 | 2.15 | 2.97 | 3.76 | 3.26 | 2.83 | 3.08 | 2.40 | 2.41 | 3.13 |
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 |
---|---|---|---|---|
Entergy Corporation Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
-0.41%
Feb 2004 - Feb 2009 |
3.92%
Dec 2006 - Dec 2016 |
4.37%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Entergy Corporation Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
15.57%
Feb 2009 - Feb 2012 |
13.48%
Feb 2009 - Feb 2014 |
8.63%
Feb 2009 - Feb 2019 |
8.31%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart