Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ECOLAB SAVINGS PLAN AND ESOP Asset Allocation Composite Moderate | NA | 6.30% | 7.49% | 7.01% | 8.51% | 9.89% | NA | 9.07% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ECOLAB SAVINGS PLAN AND ESOP Asset Allocation Composite Moderate | 12/31/2000 | 11/12/2018 |
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 (%) | 0.06 | 6.30 | 7.49 | 7.01 | 8.51 | 9.89 | NA | 9.07 | -2.83 | 16.12 | 6.29 | -3.27 | 4.96 | 17.62 | 14.76 | -3.19 | 11.08 | 14.26 | 9.07 | 9.77 | 13.75 | 9.88 | 17.64 | 17.83 | -2.23 | 1.39 |
Sharpe Ratio | NA | -0.25 | 0.59 | 0.52 | 0.78 | NA | NA | 0.85 | -0.43 | 3.03 | 0.56 | -0.37 | 0.69 | 2.27 | 1.62 | -0.21 | 1.06 | 1.41 | 1.34 | 0.74 | 1.36 | 1.30 | 2.25 | 2.43 | -0.50 | -0.12 |
Standard Deviation(%) | NA | 8.70 | 8.70 | 8.38 | 9.69 | NA | NA | 8.71 | 9.14 | 5.12 | 10.88 | 8.84 | 7.12 | 7.76 | 9.09 | 15.40 | 10.36 | 10.06 | 6.09 | 9.17 | 7.68 | 5.94 | 7.43 | 7.05 | 6.68 | 7.64 |
Draw Down(%) | NA | 9.88 | 12.43 | 17.58 | 17.58 | NA | NA | 17.58 | 9.88 | 1.63 | 9.96 | 11.10 | 5.64 | 6.65 | 7.75 | 14.95 | 8.98 | 5.65 | 3.36 | 6.12 | 7.84 | 4.16 | 6.59 | 6.82 | 6.85 | 8.52 |
Yield(%) | NA | 3.00 | 3.45 | 3.44 | 3.37 | NA | NA | 0.00 | 0.79 | 3.83 | 4.30 | 3.04 | 2.93 | 4.21 | 4.05 | 3.15 | 4.07 | 3.78 | 4.70 | 6.09 | 3.80 | 3.17 | 2.92 | 2.86 | 5.44 | 5.21 |
Data as of 08/31/2018, 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 |
---|---|---|---|---|
ECOLAB SAVINGS PLAN AND ESOP Asset Allocation Composite Moderate |
2.55%
Nov 2013 - Nov 2016 |
3.82%
Feb 2011 - Feb 2016 |
7.69%
Feb 2006 - Feb 2016 |
8.12%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ECOLAB SAVINGS PLAN AND ESOP Asset Allocation Composite Moderate |
18.68%
Apr 2003 - Apr 2006 |
14.93%
Mar 2003 - Mar 2008 |
12.36%
Apr 2003 - Apr 2013 |
10.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart