Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Entergy Corporation Savings Plan Tactical Asset Allocation Moderate | NA | 8.12% | 7.43% | 3.62% | 3.73% | 3.81% | 5.03% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Entergy Corporation Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.32 | 8.12 | 7.43 | 3.62 | 3.73 | 3.81 | 5.03 | … | … | 1.96 | 19.61 | -5.17 | 9.33 | 8.40 | 0.76 | -0.96 | 14.35 | 4.47 | -2.00 | -1.21 | 16.21 | 1.13 | -0.90 | -0.85 | 7.76 | 1.09 | 8.89 | 13.96 | 1.65 | 12.48 | 20.43 | 7.41 | -0.17 |
| Sharpe Ratio | NA | 2.28 | 0.82 | 0.68 | 0.58 | NA | NA | … | … | 0.27 | 2.18 | -0.78 | 1.14 | 0.98 | -0.19 | -0.29 | 2.90 | 0.97 | -0.40 | -0.19 | 2.28 | 0.18 | -0.09 | -0.08 | 0.97 | 0.07 | 0.59 | 1.45 | -0.09 | 1.53 | 3.46 | 1.83 | -1.15 |
| Standard Deviation(%) | NA | 7.24 | 7.79 | 7.37 | 6.61 | NA | NA | … | … | 6.27 | 7.05 | 8.43 | 8.16 | 8.36 | 3.46 | 7.86 | 4.73 | 4.37 | 5.06 | 6.37 | 7.11 | 5.97 | 10.18 | 11.28 | 7.92 | 2.51 | 10.00 | 7.40 | 5.94 | 7.56 | 5.71 | 3.44 | 2.16 |
| Draw Down(%) | NA | 3.94 | 10.65 | 10.65 | 12.02 | NA | NA | … | … | 1.03 | 3.94 | 10.65 | 4.16 | 8.16 | 4.51 | 8.32 | 1.92 | 2.97 | 4.67 | 5.63 | 4.19 | 5.61 | 10.72 | 13.67 | 4.18 | 2.47 | 6.51 | 8.70 | 5.85 | 6.34 | 2.52 | 2.26 | 1.76 |
| Yield(%) | NA | 14.06 | 9.36 | 6.70 | 4.50 | NA | NA | … | … | 0.86 | 14.07 | 8.07 | 4.88 | 3.30 | 2.26 | 3.84 | 0.60 | 2.90 | 1.65 | 2.60 | 2.79 | 1.17 | 1.18 | 1.86 | 3.12 | 2.46 | 2.99 | 3.34 | 2.95 | 3.49 | 3.70 | 3.03 | 2.91 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Entergy Corporation Savings Plan Tactical Asset Allocation Moderate |
-0.92%
Oct 2017 – Oct 2020 |
0.57%
Oct 2007 – Oct 2012 |
2.11%
Apr 2010 – Apr 2020 |
3.07%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Entergy Corporation Savings Plan Tactical Asset Allocation Moderate |
13.41%
Feb 2002 – Feb 2005 |
12.74%
Oct 2002 – Oct 2007 |
7.98%
Apr 2001 – Apr 2011 |
6.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart