Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 21.99% | 3.28% | 4.43% | 4.47% | 6.08% | 6.10% | 6.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS 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 (%) | -0.95 | 21.99 | 3.28 | 4.43 | 4.47 | 6.08 | 6.10 | 6.58 | NA | 8.09 | 12.86 | -12.09 | 5.73 | 3.22 | 19.06 | -7.66 | 10.64 | 9.07 | -2.33 | 2.46 | 13.53 | 12.52 | -0.61 | 14.43 | 22.52 | -23.57 | 10.20 | 14.54 | 11.46 | 15.40 | 22.97 | -2.23 | 2.14 |
| Sharpe Ratio | NA | 0.37 | -0.14 | 0.06 | 0.26 | NA | NA | 0.47 | 0.11 | 0.20 | 1.08 | -1.00 | 0.64 | 0.15 | 2.55 | -1.03 | 2.17 | 1.02 | -0.28 | 0.37 | 2.01 | 1.60 | -0.06 | 1.20 | 1.45 | -1.17 | 0.81 | 1.54 | 1.62 | 1.97 | 3.00 | -0.36 | -0.02 |
| Standard Deviation(%) | NA | 7.55 | 10.05 | 12.50 | 10.35 | NA | NA | 10.44 | 5.99 | 7.58 | 8.00 | 13.48 | 8.98 | 19.93 | 6.91 | 8.75 | 4.61 | 8.67 | 8.47 | 6.58 | 6.72 | 7.80 | 11.00 | 11.93 | 15.49 | 20.93 | 8.88 | 7.29 | 5.73 | 7.34 | 7.43 | 9.41 | 9.25 |
| Draw Down(%) | NA | 5.10 | 19.87 | 31.10 | 31.10 | NA | NA | 36.84 | 0.34 | 5.06 | 6.48 | 19.87 | 4.76 | 31.10 | 3.15 | 13.73 | 2.06 | 6.85 | 11.23 | 5.80 | 6.13 | 6.64 | 11.83 | 9.22 | 16.66 | 35.33 | 5.97 | 8.38 | 3.95 | 6.71 | 7.92 | 13.41 | 12.90 |
| Yield(%) | NA | 5.15 | 4.60 | 4.66 | 3.90 | NA | NA | 3.99 | NA | 1.40 | 4.55 | 3.90 | 3.83 | 5.03 | 3.88 | 3.83 | 0.49 | 2.21 | 5.44 | 3.81 | 2.97 | 3.93 | 2.35 | 3.76 | 3.08 | 3.63 | 7.75 | 6.51 | 4.75 | 4.37 | 3.27 | 2.19 | 4.92 |
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 |
|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.38%
Feb 2006 - Feb 2009 |
-0.62%
Mar 2015 - Mar 2020 |
2.96%
Oct 2013 - Oct 2023 |
3.20%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EL PASO CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.53%
Mar 2003 - Mar 2006 |
15.74%
Sep 2002 - Sep 2007 |
9.88%
Mar 2003 - Mar 2013 |
8.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart