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 |
|---|---|---|---|---|---|---|---|---|
| DEFERRED SALARY PLAN OF THE ELECTRICAL INDUSTRY Strategic Asset Allocation - Optimal Moderate | NA | 26.58% | 4.97% | 9.52% | 7.99% | 8.74% | 7.56% | 7.77% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEFERRED SALARY PLAN OF THE ELECTRICAL INDUSTRY 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 (%) | -1.04 | 26.58 | 4.97 | 9.52 | 7.99 | 8.74 | 7.56 | 7.77 | NA | 12.52 | 10.14 | -8.19 | 10.60 | 20.27 | 20.87 | -4.16 | 9.17 | 11.03 | -0.27 | 7.33 | 15.11 | 11.83 | 1.51 | 12.58 | 21.78 | -22.77 | 7.14 | 12.41 | 7.09 | 11.26 | 19.00 | -3.42 | 7.33 |
| Sharpe Ratio | NA | 0.79 | 0.07 | 0.48 | 0.60 | NA | NA | 0.57 | 0.02 | 0.66 | 0.72 | -0.76 | 1.08 | 1.00 | 2.86 | -0.53 | 1.93 | 1.49 | -0.05 | 1.34 | 2.15 | 1.58 | 0.11 | 1.06 | 1.26 | -1.08 | 0.45 | 1.31 | 0.81 | 1.43 | 2.33 | -0.41 | 0.62 |
| Standard Deviation(%) | NA | 8.94 | 10.12 | 12.68 | 10.32 | NA | NA | 10.75 | 11.33 | 8.98 | 8.13 | 12.61 | 9.75 | 20.02 | 6.81 | 10.40 | 4.42 | 7.27 | 5.98 | 5.45 | 7.02 | 7.43 | 13.41 | 11.84 | 17.20 | 21.98 | 9.30 | 6.99 | 6.11 | 7.20 | 7.86 | 11.04 | 8.16 |
| Draw Down(%) | NA | 5.50 | 15.52 | 21.01 | 21.01 | NA | NA | 36.58 | 1.06 | 5.50 | 8.00 | 15.92 | 5.05 | 21.01 | 2.85 | 13.13 | 2.03 | 4.30 | 4.99 | 3.39 | 5.33 | 5.99 | 11.58 | 8.92 | 17.71 | 32.81 | 6.30 | 7.01 | 4.29 | 6.44 | 7.59 | 15.48 | 8.25 |
| Yield(%) | NA | 3.03 | 3.22 | 2.89 | 2.60 | NA | NA | 3.10 | NA | 1.03 | 2.55 | 3.76 | 2.26 | 2.22 | 3.08 | 1.67 | 0.62 | 5.67 | 1.68 | 1.80 | 2.96 | 3.09 | 2.68 | 2.51 | 3.26 | 3.29 | 4.54 | 4.49 | 3.68 | 4.04 | 2.72 | 3.23 | 4.49 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEFERRED SALARY PLAN OF THE ELECTRICAL INDUSTRY Strategic Asset Allocation - Optimal Moderate |
-7.44%
Feb 2006 - Feb 2009 |
-1.12%
Feb 2004 - Feb 2009 |
5.48%
Jan 2006 - Jan 2016 |
5.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEFERRED SALARY PLAN OF THE ELECTRICAL INDUSTRY Strategic Asset Allocation - Optimal Moderate |
18.70%
Feb 2009 - Feb 2012 |
15.74%
Feb 2009 - Feb 2014 |
10.54%
Feb 2009 - Feb 2019 |
10.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart