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 Strategic Asset Allocation - Optimal Moderate | NA | 25.63% | 0.65% | 6.77% | 6.23% | 7.72% | 6.87% | 6.83% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESCO EMPLOYEE SAVINGS INVESTMENT 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 (%) | -0.98 | 25.63 | 0.65 | 6.77 | 6.23 | 7.72 | 6.87 | 6.83 | NA | 9.90 | 13.98 | -18.90 | 7.74 | 19.92 | 19.22 | -5.32 | 13.89 | 5.71 | 0.44 | 5.74 | 16.26 | 12.18 | 0.71 | 15.29 | 26.15 | -26.13 | 8.23 | 11.32 | 8.46 | 13.54 | 21.40 | -7.90 | 1.74 |
| Sharpe Ratio | NA | 0.51 | -0.22 | 0.23 | 0.32 | NA | NA | 0.41 | 0.04 | 0.36 | 1.01 | -1.23 | 0.79 | 1.06 | 2.33 | -0.22 | 2.80 | 0.67 | 0.05 | 0.84 | 2.23 | 1.55 | 0.05 | 1.25 | 1.47 | -1.19 | 0.54 | 1.04 | 0.91 | 1.66 | 2.50 | -0.76 | -0.05 |
| Standard Deviation(%) | NA | 9.05 | 12.24 | 13.37 | 14.07 | NA | NA | 12.81 | 8.45 | 9.13 | 9.68 | 16.48 | 9.82 | 18.60 | 7.65 | 29.48 | 4.74 | 8.26 | 8.55 | 6.86 | 7.29 | 7.82 | 14.52 | 12.19 | 17.70 | 22.67 | 9.72 | 7.74 | 6.89 | 7.58 | 8.29 | 11.91 | 11.59 |
| Draw Down(%) | NA | 5.17 | 23.25 | 25.70 | 25.70 | NA | NA | 38.58 | 0.72 | 5.15 | 9.71 | 24.29 | 5.37 | 20.82 | 4.14 | 25.59 | 1.94 | 7.01 | 8.23 | 4.77 | 5.73 | 6.28 | 13.39 | 8.51 | 17.25 | 35.85 | 6.68 | 7.98 | 4.72 | 7.07 | 7.23 | 18.56 | 14.92 |
| Yield(%) | NA | 2.62 | 3.01 | 2.64 | 2.42 | NA | NA | 2.84 | NA | 0.76 | 2.32 | 2.31 | 3.66 | 2.09 | 2.26 | 2.26 | 0.41 | 2.24 | 3.85 | 2.21 | 2.37 | 2.64 | 2.06 | 2.40 | 3.02 | 3.58 | 6.12 | 4.48 | 2.87 | 2.76 | 2.78 | 2.79 | 3.14 |
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 - Optimal Moderate |
-8.36%
Feb 2006 - Feb 2009 |
-1.24%
Feb 2004 - Feb 2009 |
4.59%
Oct 2013 - Oct 2023 |
4.80%
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 - Optimal Moderate |
20.69%
Feb 2009 - Feb 2012 |
16.95%
Feb 2009 - Feb 2014 |
10.88%
Feb 2009 - Feb 2019 |
9.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart