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 Strategic Asset Allocation – Optimal Moderate | NA | 19.64% | -1.33% | 5.14% | 4.87% | 6.69% | 6.44% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.09 | 19.64 | -1.33 | 5.14 | 4.87 | 6.69 | 6.44 | … | … | 0.06 | 3.79 | 8.79 | -17.37 | 5.90 | 22.45 | 20.66 | -4.16 | 9.16 | 4.37 | -2.09 | 5.97 | 10.14 | 11.94 | 1.54 | 18.13 | 28.08 | -25.34 | 8.78 | 11.82 | 11.38 | 15.41 | 24.56 | 0.48 | 4.86 |
| Sharpe Ratio | NA | -0.29 | -0.56 | 0.12 | 0.30 | NA | NA | … | … | 0.00 | -0.37 | 0.53 | -1.40 | 0.72 | 1.26 | 2.71 | -0.58 | 2.28 | 0.53 | -0.26 | 1.01 | 1.50 | 1.81 | 0.11 | 1.78 | 1.72 | -1.22 | 0.71 | 1.23 | 1.67 | 2.42 | 3.82 | -0.08 | 0.36 |
| Standard Deviation(%) | NA | 7.56 | 10.15 | 11.73 | 9.83 | NA | NA | … | … | 6.42 | 7.60 | 8.50 | 13.39 | 8.19 | 17.57 | 7.10 | 9.49 | 3.75 | 7.86 | 8.06 | 5.91 | 6.75 | 6.57 | 13.14 | 10.13 | 16.27 | 21.46 | 8.18 | 6.97 | 5.52 | 5.98 | 6.25 | 7.63 | 7.04 |
| Draw Down(%) | NA | 5.95 | 21.64 | 23.90 | 23.90 | NA | NA | … | … | 0.57 | 5.90 | 9.66 | 22.64 | 5.44 | 20.63 | 2.70 | 12.17 | 2.54 | 7.29 | 9.04 | 4.74 | 7.43 | 5.23 | 12.95 | 6.33 | 14.84 | 36.15 | 5.53 | 8.97 | 3.75 | 6.32 | 4.85 | 12.26 | 8.37 |
| Yield(%) | NA | 4.22 | 4.16 | 4.29 | 4.09 | NA | NA | … | … | NA | 0.64 | 4.07 | 4.03 | 3.74 | 5.46 | 3.43 | 6.66 | 0.33 | 3.30 | 5.19 | 4.40 | 4.57 | 5.53 | 2.74 | 2.93 | 2.78 | 5.99 | 7.45 | 5.45 | 4.91 | 4.40 | 3.91 | 3.14 | 4.61 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.71%
Feb 2006 – Feb 2009 |
0.36%
Feb 2004 – Feb 2009 |
3.79%
Oct 2013 – Oct 2023 |
4.60%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEI 401K Plan Strategic Asset Allocation – Optimal Moderate |
22.00%
Feb 2009 – Feb 2012 |
16.57%
Feb 2009 – Feb 2014 |
10.18%
Mar 2003 – Mar 2013 |
8.52%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart