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 |
|---|---|---|---|---|---|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 23.80% | 5.47% | 8.34% | 6.96% | 8.58% | 8.81% | 9.07% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Tactical Asset Allocation 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 (%) | -1.17 | 23.80 | 5.47 | 8.34 | 6.96 | 8.58 | 8.81 | 9.07 | NA | 11.31 | 15.77 | -10.89 | 13.61 | 9.08 | 14.58 | -3.73 | 11.73 | 8.06 | 0.42 | 7.94 | 18.40 | 10.46 | 2.32 | 18.51 | 14.96 | 0.22 | 9.29 | 13.63 | 7.60 | 11.88 | 24.29 | 2.19 | 2.15 |
| Sharpe Ratio | NA | 0.67 | 0.12 | 0.38 | 0.48 | NA | NA | 0.77 | 0.06 | 0.54 | 1.33 | -0.82 | 1.42 | 0.48 | 1.72 | -0.51 | 2.22 | 0.96 | 0.04 | 1.07 | 2.33 | 1.35 | 0.16 | 1.50 | 1.53 | -0.12 | 0.61 | 1.21 | 0.82 | 1.50 | 3.34 | 0.19 | -0.02 |
| Standard Deviation(%) | NA | 8.71 | 11.16 | 12.65 | 10.62 | NA | NA | 9.58 | 8.21 | 8.76 | 8.63 | 14.92 | 9.58 | 18.27 | 7.65 | 9.92 | 5.00 | 8.17 | 8.98 | 7.38 | 7.88 | 7.73 | 14.68 | 12.31 | 9.73 | 5.74 | 10.29 | 8.60 | 6.63 | 7.29 | 7.06 | 5.56 | 6.76 |
| Draw Down(%) | NA | 5.38 | 14.16 | 21.36 | 21.36 | NA | NA | 21.36 | 0.65 | 5.38 | 7.48 | 15.03 | 4.06 | 21.36 | 4.71 | 12.09 | 2.03 | 6.14 | 8.25 | 4.24 | 5.21 | 5.74 | 12.94 | 8.44 | 5.01 | 5.43 | 7.24 | 9.79 | 5.13 | 7.46 | 3.08 | 3.78 | 6.84 |
| Yield(%) | NA | 2.14 | 2.51 | 2.27 | 2.65 | NA | NA | 0.00 | NA | 1.33 | 2.29 | 2.79 | 1.54 | 2.11 | 2.40 | 1.66 | 2.02 | 1.94 | 3.77 | 5.29 | 2.77 | 2.64 | 1.92 | 2.55 | 3.74 | 4.38 | 6.89 | 6.07 | 2.83 | 2.51 | 3.81 | 5.41 | 5.45 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
2.19%
Oct 2017 - Oct 2020 |
2.99%
Mar 2015 - Mar 2020 |
5.62%
Oct 2013 - Oct 2023 |
7.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
15.58%
Apr 2003 - Apr 2006 |
13.80%
Jun 2009 - Jun 2014 |
11.42%
Mar 2003 - Mar 2013 |
10.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart