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 - Optimal Moderate | NA | -2.18% | 4.19% | 3.70% | 8.16% | 7.53% | NA | 8.49% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDP Renewables 401k Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.76 | -2.18 | 4.19 | 3.70 | 8.16 | 7.53 | NA | 8.49 | -4.84 | 11.68 | 3.52 | 0.29 | 3.04 | 15.44 | 12.41 | -2.02 | 16.80 | 22.69 | -22.42 | 10.79 | 15.47 | 13.06 | 16.09 | 35.94 | -0.63 | 6.06 |
| Sharpe Ratio | NA | -0.63 | 0.32 | 0.28 | 0.70 | NA | NA | 0.65 | -0.63 | 2.18 | 0.41 | 0.03 | 0.41 | 2.03 | 1.63 | -0.13 | 1.30 | 1.40 | -1.14 | 0.76 | 1.40 | 1.74 | 1.78 | 4.61 | -0.20 | 0.45 |
| Standard Deviation(%) | NA | 9.81 | 7.89 | 7.77 | 10.42 | NA | NA | 10.57 | 9.81 | 5.06 | 8.06 | 7.74 | 7.46 | 7.57 | 7.58 | 15.69 | 12.86 | 16.08 | 20.53 | 10.19 | 8.72 | 6.25 | 8.53 | 7.64 | 8.84 | 8.29 |
| Draw Down(%) | NA | 13.08 | 13.08 | 13.08 | 15.87 | NA | NA | 36.29 | 13.08 | 2.54 | 7.05 | 7.57 | 6.74 | 6.86 | 6.26 | 15.82 | 10.04 | 15.87 | 31.96 | 8.27 | 10.89 | 5.03 | 8.96 | 5.05 | 14.93 | 10.89 |
| Yield(%) | NA | 4.78 | 2.59 | 2.81 | 3.06 | NA | NA | 4.06 | 4.75 | 0.33 | 2.58 | 2.59 | 3.83 | 4.13 | 3.00 | 3.29 | 3.05 | 2.85 | 3.11 | 10.60 | 7.43 | 6.46 | 4.82 | 3.55 | 2.88 | 3.84 |
Data as of 10/31/2018, 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 - Optimal Moderate |
-5.37%
Feb 2006 - Feb 2009 |
2.39%
Feb 2004 - Feb 2009 |
5.09%
Oct 2007 - Oct 2017 |
7.43%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDP Renewables 401k Strategic Asset Allocation - Optimal Moderate |
23.87%
Mar 2003 - Mar 2006 |
19.24%
Oct 2002 - Oct 2007 |
11.44%
Mar 2003 - Mar 2013 |
9.71%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart