Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 27.34% | 2.60% | 7.87% | 7.11% | 8.54% | 7.75% | 8.30% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.24 | 27.34 | 2.60 | 7.87 | 7.11 | 8.54 | 7.75 | 8.30 | NA | 10.45 | 12.96 | -15.31 | 6.63 | 25.83 | 18.92 | -4.08 | 9.88 | 5.92 | 2.24 | 6.92 | 14.25 | 13.47 | 2.56 | 15.21 | 26.51 | -21.99 | 8.21 | 12.48 | 9.01 | 13.19 | 27.68 | -5.92 | 9.59 |
| Sharpe Ratio | NA | 0.56 | -0.15 | 0.36 | 0.48 | NA | NA | 0.58 | 0.04 | 0.42 | 1.00 | -1.14 | 0.68 | 1.36 | 2.47 | -0.56 | 1.93 | 0.70 | 0.26 | 1.15 | 1.97 | 1.74 | 0.18 | 1.33 | 1.41 | -1.01 | 0.57 | 1.26 | 1.04 | 1.48 | 2.50 | -0.54 | 0.58 |
| Standard Deviation(%) | NA | 9.21 | 11.22 | 12.89 | 10.65 | NA | NA | 11.50 | 10.23 | 9.30 | 8.72 | 14.64 | 9.73 | 18.88 | 7.10 | 9.62 | 4.80 | 8.12 | 8.59 | 6.02 | 7.20 | 7.71 | 14.25 | 11.40 | 18.74 | 22.79 | 9.20 | 7.33 | 6.59 | 8.30 | 10.79 | 12.90 | 12.46 |
| Draw Down(%) | NA | 5.86 | 20.85 | 21.92 | 21.92 | NA | NA | 36.52 | 0.90 | 5.86 | 8.72 | 21.54 | 6.85 | 20.49 | 2.78 | 12.50 | 2.31 | 7.89 | 6.98 | 4.65 | 6.84 | 5.67 | 13.33 | 8.21 | 17.84 | 35.73 | 5.65 | 7.02 | 3.97 | 6.76 | 7.47 | 18.61 | 13.02 |
| Yield(%) | NA | 3.96 | 4.61 | 4.70 | 4.32 | NA | NA | 4.47 | NA | 0.85 | 3.65 | 4.19 | 4.97 | 6.70 | 3.32 | 6.79 | 0.62 | 3.50 | 5.22 | 3.80 | 4.33 | 3.69 | 6.19 | 3.78 | 3.13 | 5.16 | 6.78 | 5.84 | 5.17 | 3.40 | 2.41 | 3.51 | 5.87 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.85%
Feb 2006 - Feb 2009 |
-0.47%
Feb 2004 - Feb 2009 |
5.28%
Oct 2013 - Oct 2023 |
5.74%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ERNST & YOUNG RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
22.17%
Feb 2009 - Feb 2012 |
17.74%
Feb 2009 - Feb 2014 |
11.23%
Feb 2009 - Feb 2019 |
10.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart