Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEI 401K Plan Tactical Asset Allocation Moderate | NA | 22.87% | -0.64% | 4.42% | 3.25% | 5.10% | 7.06% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEI 401K Plan 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 (%) | -1.32 | 22.87 | -0.64 | 4.42 | 3.25 | 5.10 | 7.06 | … | … | -0.33 | 3.82 | 9.96 | -18.99 | 12.32 | 13.44 | 8.46 | -4.93 | 12.81 | 1.44 | -5.73 | 3.73 | 12.12 | 9.91 | 0.80 | 13.23 | 28.50 | -7.74 | 17.79 | 16.39 | 12.36 | 13.68 | 24.80 | 11.73 | 8.11 |
| Sharpe Ratio | NA | -0.30 | -0.46 | 0.07 | 0.12 | NA | NA | … | … | -0.05 | -0.30 | 0.53 | -1.28 | 1.23 | 1.41 | 1.46 | -0.83 | 2.86 | 0.22 | -1.00 | 0.63 | 1.99 | 1.68 | 0.07 | 1.00 | 3.27 | -1.37 | 1.45 | 1.72 | 1.66 | 1.68 | 4.97 | 2.33 | 1.41 |
| Standard Deviation(%) | NA | 9.24 | 12.30 | 11.36 | 8.99 | NA | NA | … | … | 7.89 | 9.31 | 10.72 | 15.96 | 10.01 | 9.36 | 4.84 | 7.49 | 4.26 | 5.58 | 5.78 | 5.93 | 6.09 | 5.86 | 10.95 | 13.12 | 8.70 | 6.34 | 10.22 | 7.65 | 6.12 | 7.57 | 4.85 | 4.56 | 4.13 |
| Draw Down(%) | NA | 8.05 | 21.32 | 23.98 | 23.98 | NA | NA | … | … | 0.90 | 8.05 | 11.49 | 23.91 | 5.87 | 12.05 | 2.54 | 10.59 | 2.11 | 4.73 | 8.19 | 6.00 | 6.90 | 4.00 | 11.43 | 9.00 | 3.89 | 12.82 | 8.53 | 9.71 | 4.20 | 10.23 | 2.60 | 5.57 | 1.95 |
| Yield(%) | NA | 3.51 | 5.42 | 4.59 | 4.11 | NA | NA | … | … | NA | 0.48 | 3.44 | 7.46 | 4.24 | 3.60 | 3.54 | 3.69 | 0.35 | 2.80 | 7.21 | 3.96 | 4.83 | 5.13 | 2.40 | 1.76 | 4.82 | 2.64 | 8.37 | 9.13 | 4.30 | 3.60 | 5.43 | 6.35 | 6.41 |
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 |
|---|---|---|---|---|
| CEI 401K Plan Tactical Asset Allocation Moderate |
-2.57%
Dec 2021 – Dec 2024 |
0.66%
Sep 2017 – Sep 2022 |
1.76%
Oct 2013 – Oct 2023 |
4.42%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEI 401K Plan Tactical Asset Allocation Moderate |
19.02%
Oct 2004 – Oct 2007 |
17.95%
Oct 2002 – Oct 2007 |
13.89%
Apr 2001 – Apr 2011 |
10.13%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart