Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 16.61% | 4.18% | 7.74% | 7.00% | 9.04% | 9.19% | 10.06% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Tactical Asset Allocation 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 (%) | -0.93 | 16.61 | 4.18 | 7.74 | 7.00 | 9.04 | 9.19 | 10.06 | NA | 0.47 | 12.76 | -6.38 | 9.15 | 13.64 | 17.23 | -3.20 | 12.98 | 6.53 | 0.78 | 9.29 | 24.81 | 12.29 | 2.56 | 16.37 | 17.41 | 0.24 | 7.17 | 16.37 | 5.28 | 16.89 | 32.04 | 1.01 | 7.48 |
| Sharpe Ratio | NA | -0.47 | -0.16 | 0.25 | 0.42 | NA | NA | 0.83 | 0.14 | -0.61 | 1.03 | -0.56 | 0.84 | 0.70 | 2.15 | -0.42 | 2.25 | 0.64 | 0.08 | 1.01 | 3.06 | 1.48 | 0.17 | 1.41 | 1.74 | -0.12 | 0.45 | 1.63 | 0.51 | 2.05 | 4.28 | -0.02 | 1.04 |
| Standard Deviation(%) | NA | 9.96 | 10.94 | 13.02 | 11.09 | NA | NA | 9.76 | 7.14 | 10.02 | 8.27 | 13.83 | 10.80 | 19.27 | 7.36 | 10.71 | 5.49 | 9.85 | 9.45 | 9.15 | 8.10 | 8.27 | 14.75 | 11.58 | 9.94 | 5.74 | 9.31 | 8.03 | 6.06 | 7.79 | 7.32 | 5.29 | 4.97 |
| Draw Down(%) | NA | 9.63 | 14.28 | 21.60 | 21.60 | NA | NA | 21.60 | 0.17 | 9.52 | 6.98 | 14.55 | 6.56 | 21.60 | 4.14 | 13.34 | 2.25 | 9.75 | 10.15 | 7.22 | 3.62 | 5.77 | 12.39 | 7.85 | 5.38 | 5.43 | 5.93 | 8.61 | 4.94 | 7.15 | 2.69 | 3.64 | 3.44 |
| Yield(%) | NA | 3.60 | 4.81 | 4.86 | 4.46 | NA | NA | 0.00 | NA | 0.80 | 3.64 | 4.13 | 6.70 | 4.00 | 6.83 | 6.10 | 1.29 | 4.71 | 4.30 | 4.31 | 4.75 | 2.97 | 2.60 | 2.89 | 3.51 | 4.38 | 7.16 | 3.98 | 2.68 | 2.97 | 2.99 | 4.73 | 6.50 |
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 |
|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Tactical Asset Allocation Moderate |
1.98%
Dec 2021 - Dec 2024 |
3.10%
Mar 2015 - Mar 2020 |
6.12%
Dec 2014 - Dec 2024 |
7.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Tactical Asset Allocation Moderate |
19.26%
Apr 2003 - Apr 2006 |
15.84%
Feb 2009 - Feb 2014 |
12.82%
Apr 2003 - Apr 2013 |
11.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart