Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESIB-3 Tactical Asset Allocation Moderate | NA | 19.05% | -1.80% | 4.36% | 3.44% | 4.46% | 5.04% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESIB-3 Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.06 | 19.05 | -1.80 | 4.36 | 3.44 | 4.46 | 5.04 | … | … | 0.68 | 8.31 | 6.93 | -18.83 | 11.96 | 15.10 | 5.72 | -5.54 | 13.35 | 6.43 | -4.64 | -1.24 | 16.52 | 4.66 | 7.14 | 2.68 | 7.71 | -3.54 | 6.68 | 16.38 | 4.79 | 9.85 | 18.29 | 0.27 | 2.31 |
| Sharpe Ratio | NA | 0.38 | -0.58 | 0.16 | 0.22 | NA | NA | … | … | 0.09 | 0.20 | 0.35 | -1.91 | 1.30 | 1.24 | 1.01 | -0.90 | 2.61 | 1.22 | -0.89 | -0.19 | 2.05 | 0.79 | 0.81 | 0.23 | 0.91 | -0.90 | 0.37 | 1.42 | 0.37 | 1.22 | 2.49 | -0.18 | 0.01 |
| Standard Deviation(%) | NA | 8.33 | 8.99 | 9.74 | 7.92 | NA | NA | … | … | 7.04 | 8.39 | 7.71 | 10.57 | 9.22 | 12.03 | 4.26 | 7.65 | 4.88 | 5.10 | 5.25 | 6.73 | 8.04 | 5.80 | 8.73 | 11.19 | 8.34 | 4.94 | 10.00 | 9.23 | 7.01 | 7.30 | 7.06 | 4.54 | 0.05 |
| Draw Down(%) | NA | 5.34 | 20.77 | 22.76 | 22.76 | NA | NA | … | … | 0.50 | 5.34 | 7.58 | 19.45 | 4.71 | 13.18 | 2.83 | 11.53 | 2.23 | 3.48 | 6.50 | 7.33 | 5.61 | 4.36 | 5.21 | 11.73 | 4.63 | 6.59 | 6.58 | 10.52 | 4.35 | 6.61 | 2.75 | 5.78 | 0.00 |
| Yield(%) | NA | 3.34 | 3.21 | 2.65 | 2.14 | NA | NA | … | … | NA | 0.88 | 3.31 | 2.86 | 2.69 | 1.25 | 3.13 | 1.78 | 0.20 | 1.44 | 1.92 | 2.16 | 1.23 | 2.51 | 1.94 | 2.46 | 3.09 | 3.34 | 2.60 | 2.73 | 2.14 | 1.00 | 1.02 | 0.92 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESIB-3 Tactical Asset Allocation Moderate |
-2.50%
Apr 2021 – Apr 2024 |
0.32%
Jan 2018 – Jan 2023 |
1.72%
Oct 2013 – Oct 2023 |
3.16%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESIB-3 Tactical Asset Allocation Moderate |
14.17%
Apr 2003 – Apr 2006 |
11.70%
Oct 2002 – Oct 2007 |
8.04%
Apr 2003 – Apr 2013 |
7.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart