Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 22.19% | 1.22% | 8.46% | 7.15% | 7.75% | 6.94% | 6.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN 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 (%) | -0.97 | 22.19 | 1.22 | 8.46 | 7.15 | 7.75 | 6.94 | 6.70 | NA | 8.54 | 12.23 | -15.14 | 5.04 | 28.97 | 19.28 | -5.59 | 17.94 | 4.11 | 0.46 | 1.78 | 15.58 | 11.60 | -0.75 | 13.39 | 23.71 | -23.81 | 8.75 | 12.10 | 7.21 | 9.71 | 19.29 | -5.79 | -0.59 |
| Sharpe Ratio | NA | 0.36 | -0.18 | 0.33 | 0.48 | NA | NA | 0.47 | 0.08 | 0.20 | 0.85 | -1.04 | 0.43 | 1.59 | 2.40 | -0.69 | 3.55 | 0.45 | 0.05 | 0.24 | 2.17 | 1.54 | -0.06 | 1.23 | 1.50 | -1.20 | 0.61 | 1.23 | 0.86 | 1.35 | 2.62 | -0.68 | -0.30 |
| Standard Deviation(%) | NA | 9.84 | 12.09 | 13.44 | 11.11 | NA | NA | 10.88 | 8.39 | 9.90 | 9.40 | 15.88 | 11.74 | 18.03 | 7.45 | 9.98 | 4.88 | 8.73 | 8.86 | 7.24 | 7.17 | 7.50 | 13.84 | 10.83 | 15.75 | 20.57 | 9.37 | 7.18 | 5.87 | 6.49 | 7.10 | 10.18 | 9.58 |
| Draw Down(%) | NA | 5.79 | 20.01 | 23.00 | 23.00 | NA | NA | 35.64 | 0.57 | 5.77 | 9.18 | 20.99 | 7.22 | 19.35 | 4.14 | 13.17 | 1.79 | 7.98 | 9.41 | 5.52 | 6.22 | 6.27 | 13.08 | 7.70 | 15.48 | 33.56 | 6.15 | 7.67 | 4.20 | 6.66 | 6.49 | 15.25 | 13.65 |
| Yield(%) | NA | 2.75 | 3.62 | 3.04 | 2.57 | NA | NA | 3.00 | NA | 0.74 | 2.86 | 2.63 | 4.53 | 2.33 | 2.19 | 2.29 | 0.47 | 2.04 | 3.63 | 1.77 | 2.29 | 3.08 | 2.28 | 2.62 | 2.95 | 4.11 | 6.11 | 4.54 | 3.04 | 2.73 | 2.91 | 3.31 | 3.68 |
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 |
|---|---|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.74%
Feb 2006 - Feb 2009 |
-1.01%
Feb 2004 - Feb 2009 |
4.70%
Feb 2006 - Feb 2016 |
5.08%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.18%
Feb 2009 - Feb 2012 |
14.98%
Feb 2009 - Feb 2014 |
9.84%
Sep 2011 - Sep 2021 |
9.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart