Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 6.60% | 14.95% | 8.64% | 7.79% | 9.52% | 11.53% | 10.95% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 6.60 | 14.95 | 8.64 | 7.79 | 9.52 | 11.53 | 10.95 | -2.86 | 12.06 | 23.13 | 14.82 | -13.21 | 8.78 | 5.16 | -1.17 | 5.27 | 19.85 | 12.80 | 4.02 | 13.45 | 21.37 | 4.54 | 18.87 | 14.38 | 14.39 | 17.65 | 35.92 | 4.95 | -0.91 |
| Sharpe Ratio | NA | 0.00 | 0.88 | 0.55 | 0.68 | NA | NA | 1.03 | -0.26 | 0.91 | 1.46 | 1.77 | -1.51 | 1.53 | 0.57 | -0.13 | 0.71 | 2.49 | 1.55 | 0.38 | 1.18 | 2.23 | 0.50 | 1.56 | 1.29 | 1.72 | 1.99 | 5.16 | 0.71 | -0.43 |
| Standard Deviation(%) | NA | 10.54 | 13.24 | 11.48 | 9.92 | NA | NA | 9.25 | 12.04 | 13.22 | 15.72 | 7.59 | 9.61 | 5.33 | 8.67 | 9.36 | 7.40 | 7.97 | 8.23 | 10.62 | 11.32 | 9.55 | 7.26 | 10.16 | 8.58 | 7.11 | 8.41 | 6.83 | 5.44 | 7.56 |
| Draw Down(%) | NA | 10.98 | 18.42 | 20.54 | 20.54 | NA | NA | 20.54 | 10.98 | 8.62 | 18.42 | 4.08 | 20.54 | 3.15 | 6.87 | 9.68 | 6.30 | 4.78 | 5.02 | 9.90 | 8.74 | 4.96 | 6.45 | 7.91 | 11.15 | 5.07 | 10.65 | 4.33 | 5.05 | 12.89 |
| Yield(%) | NA | 9.71 | 8.22 | 6.23 | 5.16 | NA | NA | 0.00 | 6.50 | 10.09 | 3.65 | 4.96 | 3.74 | 2.76 | 3.94 | 4.44 | 4.61 | 4.35 | 3.15 | 5.90 | 3.80 | 5.48 | 10.53 | 4.60 | 5.30 | 4.91 | 4.57 | 4.81 | 4.63 | 7.30 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Tactical Asset Allocation Moderate |
-0.81%
Mar 2017 - Mar 2020 |
0.08%
Mar 2015 - Mar 2020 |
5.16%
Mar 2010 - Mar 2020 |
8.53%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Tactical Asset Allocation Moderate |
23.68%
Jan 2003 - Jan 2006 |
20.60%
Jan 2003 - Jan 2008 |
15.94%
Apr 2001 - Apr 2011 |
12.86%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart