Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EDP Renewables 401k Tactical Asset Allocation Moderate | NA | -0.10% | 0.18% | 0.90% | 1.61% | 5.11% | 6.99% | 8.44% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDP Renewables 401k Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.37 | -0.10 | 0.18 | 0.90 | 1.61 | 5.11 | 6.99 | 8.44 | 1.80 | 10.78 | -16.64 | 7.22 | 8.65 | 7.42 | -4.03 | 13.20 | 3.55 | -4.49 | -0.42 | 15.37 | 6.55 | 2.14 | 11.96 | 26.68 | -4.54 | 19.54 | 20.72 | 12.99 | 13.26 | 40.47 | 9.77 | 7.77 |
| Sharpe Ratio | NA | 0.54 | -0.24 | 0.17 | 0.21 | NA | NA | 0.95 | 0.21 | 0.84 | -1.80 | 0.75 | 0.96 | 1.26 | -0.83 | 2.45 | 0.55 | -0.86 | -0.06 | 2.16 | 1.01 | 0.24 | 1.13 | 3.29 | -0.81 | 1.30 | 1.80 | 1.66 | 1.25 | 6.51 | 1.58 | 1.00 |
| Standard Deviation(%) | NA | 7.67 | 9.11 | 8.46 | 7.29 | NA | NA | 7.87 | 7.17 | 7.78 | 10.01 | 9.60 | 8.81 | 4.78 | 6.45 | 5.13 | 6.04 | 5.25 | 7.02 | 7.11 | 6.41 | 8.86 | 10.51 | 8.07 | 6.76 | 12.76 | 9.67 | 6.51 | 9.88 | 6.11 | 5.49 | 5.48 |
| Draw Down(%) | NA | 6.10 | 19.57 | 19.57 | 19.57 | NA | NA | 19.57 | 1.31 | 6.10 | 17.09 | 5.41 | 12.95 | 3.51 | 8.69 | 3.03 | 5.95 | 7.55 | 6.98 | 4.98 | 5.64 | 9.02 | 8.84 | 4.09 | 9.82 | 10.59 | 13.08 | 5.78 | 11.78 | 3.15 | 5.20 | 4.10 |
| Yield(%) | NA | 3.66 | 3.41 | 3.59 | 2.88 | NA | NA | 5.21 | 0.01 | 3.92 | 3.09 | 3.36 | 3.38 | 4.24 | 2.77 | 0.57 | 3.17 | 2.09 | 2.54 | 3.38 | 4.15 | 4.20 | 3.56 | 4.83 | 5.97 | 20.61 | 11.94 | 7.73 | 5.10 | 5.07 | 5.52 | 8.61 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| EDP Renewables 401k Tactical Asset Allocation Moderate |
-0.97%
Dec 2019 - Dec 2022 |
0.02%
Dec 2017 - Dec 2022 |
1.61%
Oct 2013 - Oct 2023 |
4.33%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDP Renewables 401k Tactical Asset Allocation Moderate |
22.85%
Jan 2003 - Jan 2006 |
22.19%
Oct 2002 - Oct 2007 |
15.95%
Apr 2001 - Apr 2011 |
11.58%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart