Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESIB-3 Strategic Asset Allocation – Equal Weight Moderate | NA | 18.72% | 2.56% | 6.81% | 6.03% | 6.86% | 6.18% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESIB-3 Strategic Asset Allocation – Equal Weight 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 (%) | -0.99 | 18.72 | 2.56 | 6.81 | 6.03 | 6.86 | 6.18 | … | … | 0.49 | 8.40 | 13.18 | -11.90 | 10.28 | 13.01 | 18.33 | -10.35 | 14.77 | 6.96 | 1.83 | 2.17 | 11.14 | 10.35 | 2.70 | 13.44 | 19.55 | -24.52 | 7.28 | 13.90 | 7.76 | 12.30 | 20.19 | -7.79 | 0.59 |
| Sharpe Ratio | NA | 0.39 | -0.08 | 0.30 | 0.42 | NA | NA | … | … | 0.08 | 0.24 | 1.08 | -0.95 | 1.08 | 0.66 | 2.51 | -1.25 | 2.89 | 0.74 | 0.20 | 0.29 | 1.58 | 1.56 | 0.23 | 1.34 | 1.23 | -1.31 | 0.55 | 1.29 | 0.82 | 1.45 | 2.09 | -0.65 | -0.24 |
| Standard Deviation(%) | NA | 7.57 | 10.35 | 12.58 | 10.53 | NA | NA | … | … | 5.40 | 7.66 | 8.29 | 13.95 | 9.48 | 19.45 | 6.75 | 9.30 | 4.90 | 9.18 | 8.91 | 7.43 | 7.04 | 6.62 | 11.46 | 9.99 | 15.86 | 19.36 | 7.82 | 8.24 | 6.79 | 7.83 | 9.32 | 13.78 | 7.18 |
| Draw Down(%) | NA | 4.28 | 17.49 | 22.83 | 22.83 | NA | NA | … | … | 0.27 | 4.28 | 7.22 | 18.17 | 5.18 | 22.83 | 3.40 | 16.42 | 2.38 | 7.50 | 7.32 | 6.82 | 7.23 | 5.25 | 9.14 | 7.93 | 18.06 | 33.81 | 4.61 | 8.72 | 4.51 | 6.55 | 8.32 | 16.53 | 9.68 |
| Yield(%) | NA | 3.34 | 3.08 | 2.69 | 2.29 | NA | NA | … | … | NA | 0.85 | 3.36 | 2.25 | 3.25 | 1.63 | 2.47 | 1.55 | 0.31 | 3.02 | 2.14 | 2.34 | 2.06 | 3.57 | 3.78 | 3.94 | 4.18 | 4.03 | 3.54 | 2.28 | 1.77 | 1.03 | 0.73 | 0.71 | 2.09 |
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 Strategic Asset Allocation – Equal Weight Moderate |
-7.48%
Feb 2006 – Feb 2009 |
-0.83%
Feb 2004 – Feb 2009 |
4.31%
Jan 2006 – Jan 2016 |
3.93%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESIB-3 Strategic Asset Allocation – Equal Weight Moderate |
18.28%
Feb 2009 – Feb 2012 |
14.56%
Feb 2009 – Feb 2014 |
8.98%
Feb 2009 – Feb 2019 |
8.36%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart