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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.20% | 4.08% | 7.59% | 5.88% | 7.08% | 6.60% | 7.33% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.05 | 17.20 | 4.08 | 7.59 | 5.88 | 7.08 | 6.60 | 7.33 | NA | 3.40 | 12.97 | -6.54 | 8.74 | 11.61 | 18.56 | -9.00 | 13.61 | 6.82 | -2.51 | 5.35 | 15.25 | 11.76 | 0.02 | 11.35 | 23.23 | -19.35 | 7.32 | 12.68 | 6.08 | 15.69 | 30.53 | -7.76 | 7.50 |
| Sharpe Ratio | NA | -0.27 | -0.10 | 0.27 | 0.36 | NA | NA | 0.55 | 0.12 | -0.37 | 1.07 | -0.60 | 0.95 | 0.58 | 2.25 | -0.97 | 2.28 | 0.60 | -0.28 | 0.70 | 2.29 | 1.75 | 0.00 | 1.20 | 1.71 | -1.24 | 0.56 | 1.38 | 0.76 | 1.90 | 3.59 | -0.89 | 0.45 |
| Standard Deviation(%) | NA | 8.56 | 10.26 | 12.50 | 10.89 | NA | NA | 10.21 | 5.24 | 8.57 | 8.14 | 13.30 | 9.14 | 19.53 | 7.62 | 10.58 | 5.69 | 10.95 | 9.13 | 7.59 | 6.65 | 6.71 | 11.60 | 9.35 | 13.52 | 16.31 | 7.67 | 6.83 | 5.14 | 7.78 | 8.32 | 9.92 | 11.54 |
| Draw Down(%) | NA | 7.60 | 14.86 | 24.04 | 24.04 | NA | NA | 31.16 | 0.14 | 7.60 | 6.51 | 14.86 | 3.93 | 24.04 | 4.34 | 16.82 | 2.53 | 10.53 | 11.36 | 5.87 | 5.83 | 5.52 | 10.75 | 7.39 | 14.61 | 28.69 | 4.78 | 7.27 | 4.10 | 6.96 | 9.24 | 19.01 | 12.54 |
| Yield(%) | NA | 4.02 | 4.16 | 4.38 | 3.74 | NA | NA | 3.41 | NA | 0.60 | 4.19 | 3.84 | 3.93 | 4.09 | 5.18 | 3.63 | 0.28 | 4.43 | 3.84 | 3.34 | 2.13 | 3.01 | 2.87 | 2.62 | 3.14 | 5.02 | 5.72 | 3.61 | 3.35 | 2.82 | 1.88 | 2.31 | 2.61 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.80%
Feb 2006 - Feb 2009 |
0.53%
Feb 2004 - Feb 2009 |
4.57%
Mar 2010 - Mar 2020 |
4.78%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.16%
Mar 2003 - Mar 2006 |
15.05%
Sep 2002 - Sep 2007 |
10.05%
Mar 2003 - Mar 2013 |
9.03%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart