Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Strategic Asset Allocation - Optimal Moderate | NA | 29.51% | 3.33% | 7.85% | 6.43% | 7.77% | 7.08% | 7.66% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Strategic Asset Allocation - Optimal 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 (%) | -1.01 | 29.51 | 3.33 | 7.85 | 6.43 | 7.77 | 7.08 | 7.66 | NA | 13.87 | 20.88 | -17.71 | 1.06 | 22.14 | 20.10 | -4.55 | 6.36 | 4.93 | 2.65 | 6.14 | 15.62 | 13.41 | -0.38 | 13.24 | 28.37 | -23.37 | 7.85 | 10.94 | 8.43 | 12.49 | 25.40 | -2.04 | 6.56 |
| Sharpe Ratio | NA | 0.89 | 0.08 | 0.33 | 0.43 | NA | NA | 0.56 | 0.05 | 0.78 | 1.85 | -1.22 | 0.10 | 1.19 | 2.69 | -0.61 | 0.91 | 0.52 | 0.30 | 0.89 | 2.20 | 1.72 | -0.03 | 1.18 | 1.82 | -1.14 | 0.55 | 1.00 | 0.91 | 1.43 | 3.18 | -0.34 | 0.59 |
| Standard Deviation(%) | NA | 9.26 | 11.77 | 13.06 | 10.91 | NA | NA | 10.88 | 8.42 | 9.34 | 9.00 | 15.69 | 9.88 | 18.39 | 6.95 | 9.60 | 6.31 | 9.02 | 8.87 | 6.86 | 7.08 | 7.75 | 15.05 | 11.12 | 15.55 | 21.24 | 8.84 | 7.65 | 6.85 | 8.06 | 7.76 | 9.31 | 7.16 |
| Draw Down(%) | NA | 5.40 | 22.50 | 26.78 | 26.78 | NA | NA | 34.93 | 0.71 | 5.40 | 7.37 | 23.26 | 6.83 | 20.71 | 3.41 | 12.90 | 5.57 | 9.37 | 8.49 | 4.94 | 5.98 | 6.45 | 14.33 | 8.60 | 15.74 | 33.21 | 5.78 | 7.83 | 4.95 | 7.21 | 7.54 | 14.62 | 9.60 |
| Yield(%) | NA | 4.38 | 2.81 | 3.83 | 4.50 | NA | NA | 4.65 | NA | 0.79 | 4.27 | 2.44 | 1.05 | 6.42 | 4.57 | 6.18 | 0.38 | 7.03 | 7.29 | 6.50 | 3.81 | 3.96 | 3.38 | 4.07 | 3.76 | 4.52 | 8.89 | 5.11 | 4.70 | 5.23 | 3.44 | 4.24 | 4.90 |
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 |
|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Strategic Asset Allocation - Optimal Moderate |
-6.89%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
4.49%
Oct 2013 - Oct 2023 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastman Investment and Employee Stock Ownership Plan Strategic Asset Allocation - Optimal Moderate |
19.51%
Feb 2009 - Feb 2012 |
16.38%
Feb 2009 - Feb 2014 |
10.15%
Feb 2009 - Feb 2019 |
9.31%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart