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 - Optimal Moderate | NA | 35.77% | 14.76% | 13.76% | 9.77% | 9.56% | 8.12% | 7.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Entergy Corporation Savings Plan Strategic Asset Allocation - Optimal 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 (%) | -0.69 | 35.77 | 14.76 | 13.76 | 9.77 | 9.56 | 8.12 | 7.70 | NA | 24.32 | 23.04 | -1.31 | 8.30 | 15.97 | 15.45 | -0.89 | 12.63 | 3.64 | 0.97 | 2.48 | 17.56 | 9.84 | 0.05 | 12.00 | 22.08 | -24.90 | 9.73 | 10.71 | 7.35 | 11.05 | 22.79 | -9.74 | -0.34 |
| Sharpe Ratio | NA | 2.29 | 1.16 | 0.97 | 0.83 | NA | NA | 0.56 | 0.07 | 2.17 | 2.53 | -0.23 | 1.01 | 0.84 | 1.94 | -0.22 | 2.45 | 0.40 | 0.11 | 0.33 | 2.56 | 1.20 | 0.00 | 1.01 | 1.33 | -1.13 | 0.68 | 1.07 | 0.84 | 1.47 | 2.35 | -0.82 | -0.24 |
| Standard Deviation(%) | NA | 8.15 | 9.41 | 11.66 | 10.04 | NA | NA | 11.08 | 8.26 | 8.17 | 7.42 | 11.94 | 8.19 | 18.63 | 7.23 | 10.15 | 4.90 | 8.52 | 8.93 | 7.43 | 6.84 | 8.14 | 14.66 | 11.76 | 16.51 | 22.82 | 9.96 | 6.93 | 6.19 | 6.89 | 9.41 | 13.17 | 10.98 |
| Draw Down(%) | NA | 4.95 | 10.74 | 20.39 | 20.39 | NA | NA | 37.55 | 0.61 | 4.95 | 3.49 | 10.74 | 5.30 | 20.39 | 3.70 | 11.51 | 2.29 | 9.27 | 7.63 | 5.34 | 4.33 | 7.00 | 13.95 | 9.32 | 15.70 | 32.98 | 6.05 | 7.68 | 4.41 | 5.30 | 8.09 | 19.49 | 14.97 |
| Yield(%) | NA | 15.34 | 10.45 | 7.53 | 5.13 | NA | NA | 3.79 | NA | 4.87 | 14.35 | 8.13 | 3.32 | 4.09 | 2.38 | 4.07 | 0.83 | 2.67 | 3.55 | 2.58 | 3.48 | 2.05 | 4.12 | 2.03 | 1.97 | 1.85 | 3.92 | 3.72 | 2.77 | 3.26 | 1.94 | 2.08 | 3.13 |
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 |
|---|---|---|---|---|
| Entergy Corporation Savings Plan Strategic Asset Allocation - Optimal Moderate |
-7.53%
Feb 2006 - Feb 2009 |
-1.09%
Feb 2004 - Feb 2009 |
4.25%
Feb 2006 - Feb 2016 |
4.94%
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 - Optimal Moderate |
17.47%
Feb 2009 - Feb 2012 |
15.02%
Feb 2009 - Feb 2014 |
10.01%
Nov 2014 - Nov 2024 |
10.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart