Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.48% | 1.91% | 6.53% | 5.86% | 7.97% | 7.10% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS 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 (%) | -0.98 | 21.48 | 1.91 | 6.53 | 5.86 | 7.97 | 7.10 | … | … | 0.59 | 2.89 | 13.47 | -13.15 | 9.02 | 13.47 | 19.55 | -6.87 | 13.31 | 6.67 | -1.38 | 8.09 | 21.56 | 13.59 | 0.39 | 13.20 | 28.93 | -24.93 | 6.93 | 12.45 | 7.14 | 15.63 | 29.40 | -13.97 | 0.28 |
| Sharpe Ratio | NA | -0.29 | -0.29 | 0.17 | 0.33 | NA | NA | … | … | 0.11 | -0.40 | 1.01 | -0.98 | 1.03 | 0.68 | 2.42 | -0.79 | 2.24 | 0.64 | -0.15 | 1.08 | 2.85 | 1.61 | 0.02 | 1.12 | 1.66 | -1.16 | 0.43 | 1.19 | 0.81 | 1.85 | 3.12 | -0.96 | -0.13 |
| Standard Deviation(%) | NA | 9.30 | 11.38 | 12.96 | 11.04 | NA | NA | … | … | 4.65 | 9.33 | 9.13 | 14.78 | 8.72 | 19.36 | 7.49 | 10.30 | 5.67 | 10.12 | 9.12 | 7.48 | 7.56 | 8.43 | 14.72 | 11.65 | 17.35 | 22.30 | 9.10 | 7.71 | 6.13 | 7.94 | 9.19 | 15.74 | 15.40 |
| Draw Down(%) | NA | 7.53 | 19.90 | 23.31 | 23.31 | NA | NA | … | … | 0.22 | 7.53 | 8.88 | 19.90 | 4.59 | 23.31 | 4.14 | 14.68 | 2.50 | 9.87 | 10.45 | 5.21 | 4.85 | 6.86 | 13.29 | 9.34 | 18.09 | 35.28 | 5.84 | 7.44 | 4.40 | 6.82 | 9.33 | 25.57 | 19.87 |
| Yield(%) | NA | 4.38 | 4.98 | 5.14 | 4.32 | NA | NA | … | … | NA | 0.56 | 4.17 | 5.04 | 4.97 | 4.94 | 5.78 | 4.64 | 0.24 | 4.39 | 4.02 | 4.52 | 2.86 | 2.36 | 2.80 | 2.65 | 2.16 | 4.92 | 7.71 | 4.12 | 3.51 | 3.46 | 1.98 | 2.15 | 2.68 |
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 |
|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.08%
Feb 2006 – Feb 2009 |
-1.26%
Feb 2004 – Feb 2009 |
4.76%
Oct 2013 – Oct 2023 |
5.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESTERLINE TECHNOLOGIES VOLUNTARY SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.93%
Feb 2009 – Feb 2012 |
19.03%
Feb 2009 – Feb 2014 |
11.55%
Feb 2009 – Feb 2019 |
9.78%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart