Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EDP Renewables 401k Strategic Asset Allocation - Equal Weight Moderate | NA | 5.17% | 1.94% | 5.73% | 4.20% | 6.55% | 6.28% | 6.83% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDP Renewables 401k Strategic Asset Allocation - Equal Weight 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 (%) | -0.49 | 5.17 | 1.94 | 5.73 | 4.20 | 6.55 | 6.28 | 6.83 | 1.16 | 12.81 | -8.64 | 3.57 | 19.25 | 17.56 | -6.98 | 14.28 | 2.11 | 0.32 | 1.62 | 9.91 | 11.67 | -2.90 | 13.84 | 26.33 | -21.25 | 12.24 | 14.13 | 10.64 | 12.30 | 28.83 | 0.15 | 3.69 |
| Sharpe Ratio | NA | 0.72 | 0.04 | 0.57 | 0.49 | NA | NA | 0.67 | 0.12 | 1.07 | -0.82 | 0.38 | 1.14 | 2.54 | -1.01 | 3.02 | 0.24 | 0.04 | 0.24 | 1.48 | 2.03 | -0.26 | 1.56 | 2.23 | -1.47 | 1.12 | 1.71 | 1.64 | 1.70 | 4.98 | -0.13 | 0.16 |
| Standard Deviation(%) | NA | 7.95 | 9.95 | 11.10 | 9.35 | NA | NA | 9.00 | 7.53 | 7.98 | 12.18 | 9.45 | 16.61 | 6.36 | 8.22 | 4.51 | 7.98 | 7.86 | 6.53 | 6.66 | 5.72 | 11.38 | 8.82 | 11.79 | 15.10 | 8.24 | 6.35 | 5.17 | 6.68 | 5.65 | 7.10 | 8.54 |
| Draw Down(%) | NA | 6.22 | 19.94 | 19.98 | 19.98 | NA | NA | 32.11 | 1.58 | 6.22 | 15.94 | 7.61 | 19.98 | 3.49 | 13.28 | 1.73 | 7.29 | 7.75 | 6.53 | 7.06 | 4.90 | 13.13 | 7.63 | 13.21 | 28.83 | 6.15 | 8.10 | 4.39 | 7.77 | 4.46 | 13.14 | 11.88 |
| Yield(%) | NA | 4.54 | 2.88 | 3.02 | 2.43 | NA | NA | 4.00 | 0.00 | 4.79 | 2.56 | 1.39 | 4.02 | 2.58 | 2.29 | 0.37 | 2.44 | 1.95 | 2.17 | 3.42 | 4.18 | 3.53 | 5.07 | 4.35 | 4.19 | 11.68 | 7.71 | 6.21 | 5.29 | 4.62 | 3.35 | 3.82 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.74%
Feb 2006 - Feb 2009 |
2.05%
Dec 2013 - Dec 2018 |
4.20%
Oct 2013 - Oct 2023 |
4.20%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDP Renewables 401k Strategic Asset Allocation - Equal Weight Moderate |
18.87%
Mar 2003 - Mar 2006 |
16.75%
Oct 2002 - Oct 2007 |
10.10%
Mar 2003 - Mar 2013 |
8.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart