Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Direct Energy (USA) 401K Plan Tactical Asset Allocation Moderate | NA | 23.34% | 1.84% | 6.94% | 5.48% | 6.28% | 7.35% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Direct Energy (USA) 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 (%) | -1.23 | 23.34 | 1.84 | 6.94 | 5.48 | 6.28 | 7.35 | … | … | 0.85 | 6.50 | 13.62 | -17.29 | 11.08 | 17.54 | 10.66 | -1.25 | 6.94 | 8.63 | -3.37 | 1.59 | 14.19 | 6.52 | 5.55 | 7.73 | 15.83 | -0.75 | 15.55 | 13.02 | 9.81 | 8.18 | 18.97 | -4.00 | 4.33 |
| Sharpe Ratio | NA | 0.14 | -0.28 | 0.19 | 0.26 | NA | NA | … | … | 0.09 | -0.01 | 1.11 | -1.24 | 0.36 | 2.05 | 1.69 | -0.33 | 1.11 | 1.90 | -0.49 | 0.24 | 1.94 | 1.42 | 0.68 | 0.81 | 1.96 | -0.29 | 1.28 | 1.17 | 1.19 | 0.92 | 3.11 | -1.29 | 0.54 |
| Standard Deviation(%) | NA | 9.69 | 11.42 | 16.70 | 12.58 | NA | NA | … | … | 8.56 | 9.70 | 8.41 | 15.04 | 30.52 | 8.44 | 5.48 | 7.69 | 5.70 | 4.44 | 6.90 | 6.59 | 7.30 | 4.55 | 8.15 | 9.49 | 8.04 | 5.71 | 9.83 | 8.33 | 6.41 | 7.83 | 5.88 | 3.94 | 3.74 |
| Draw Down(%) | NA | 8.93 | 21.61 | 29.40 | 29.40 | NA | NA | … | … | 0.68 | 8.93 | 7.51 | 22.09 | 15.70 | 9.30 | 2.89 | 8.44 | 2.85 | 2.81 | 8.64 | 7.68 | 4.35 | 4.48 | 5.45 | 9.41 | 5.08 | 8.00 | 7.28 | 10.82 | 4.82 | 8.83 | 4.25 | 6.34 | 2.81 |
| Yield(%) | NA | 4.83 | 5.85 | 5.82 | 4.38 | NA | NA | … | … | NA | 0.08 | 5.24 | 5.83 | 6.86 | 5.63 | 6.06 | 3.34 | 0.62 | 3.08 | 2.47 | 5.23 | 6.17 | 3.44 | 4.57 | 2.62 | 3.41 | 4.99 | 5.42 | 3.36 | 3.88 | 3.15 | 3.25 | 0.46 | 3.07 |
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 |
|---|---|---|---|---|
| Direct Energy (USA) 401K Plan Tactical Asset Allocation Moderate |
0.03%
Dec 2021 – Dec 2024 |
2.05%
Sep 2017 – Sep 2022 |
3.70%
Oct 2013 – Oct 2023 |
4.85%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Direct Energy (USA) 401K Plan Tactical Asset Allocation Moderate |
15.68%
Oct 2004 – Oct 2007 |
13.63%
Oct 2002 – Oct 2007 |
10.21%
Jul 2003 – Jul 2013 |
8.61%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart