Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.27% | 1.91% | 5.61% | 4.70% | 6.64% | 6.04% | 6.09% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN 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 (%) | -0.62 | 6.27 | 1.91 | 5.61 | 4.70 | 6.64 | 6.04 | 6.09 | 1.12 | 12.70 | -9.94 | 2.17 | 21.94 | 16.94 | -4.05 | 12.04 | 2.70 | 0.67 | 2.51 | 14.90 | 9.86 | 0.77 | 8.85 | 21.91 | -20.17 | 11.73 | 11.45 | 7.51 | 11.17 | 18.47 | -1.36 | 1.86 |
| Sharpe Ratio | NA | 0.74 | 0.00 | 0.52 | 0.48 | NA | NA | 0.54 | 0.12 | 1.09 | -0.91 | 0.22 | 1.30 | 2.12 | -0.53 | 2.51 | 0.30 | 0.08 | 0.37 | 2.46 | 1.41 | 0.06 | 0.91 | 1.55 | -1.19 | 1.01 | 1.23 | 0.99 | 1.54 | 2.69 | -0.31 | -0.07 |
| Standard Deviation(%) | NA | 7.72 | 10.01 | 11.27 | 9.72 | NA | NA | 9.59 | 7.25 | 7.77 | 12.41 | 9.61 | 16.75 | 7.33 | 10.05 | 4.54 | 8.29 | 8.28 | 6.67 | 6.05 | 6.98 | 11.91 | 9.62 | 14.11 | 17.68 | 8.67 | 6.64 | 5.38 | 6.65 | 6.61 | 7.94 | 6.42 |
| Draw Down(%) | NA | 6.42 | 18.68 | 18.82 | 18.82 | NA | NA | 31.17 | 1.57 | 6.42 | 16.36 | 6.41 | 18.82 | 3.54 | 11.62 | 2.99 | 7.95 | 8.07 | 4.92 | 4.94 | 5.79 | 10.13 | 6.83 | 13.64 | 29.92 | 5.76 | 7.83 | 4.06 | 5.78 | 7.20 | 11.53 | 8.05 |
| Yield(%) | NA | 5.66 | 4.03 | 3.76 | 3.62 | NA | NA | 3.64 | 0.11 | 5.84 | 2.38 | 3.85 | 3.88 | 2.98 | 6.16 | 0.26 | 3.06 | 5.35 | 2.68 | 2.35 | 3.37 | 3.02 | 3.49 | 2.32 | 3.88 | 6.38 | 5.16 | 3.44 | 2.71 | 3.20 | 3.46 | 4.40 |
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 |
|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.87%
Feb 2006 - Feb 2009 |
1.08%
Feb 2004 - Feb 2009 |
4.70%
Oct 2013 - Oct 2023 |
4.36%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.35%
Feb 2009 - Feb 2012 |
13.29%
Feb 2009 - Feb 2014 |
8.48%
Feb 2009 - Feb 2019 |
7.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart