Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 2.86% | 0.12% | 2.28% | 2.72% | 4.48% | 5.46% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| E C COMPANY EES RETIREMENT & 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 (%) | -0.62 | 2.86 | 0.12 | 2.28 | 2.72 | 4.48 | 5.46 | … | … | 0.82 | 16.58 | -15.21 | 3.03 | 15.54 | 9.32 | -0.90 | 10.62 | 2.66 | -2.52 | 1.10 | 17.06 | 0.90 | 6.08 | 3.80 | 9.48 | 6.35 | 12.17 | 10.98 | 4.65 | 10.60 | 14.33 | 1.53 | 5.63 |
| Sharpe Ratio | NA | 1.24 | -0.07 | 0.44 | 0.42 | NA | NA | … | … | 0.09 | 1.60 | -1.79 | 0.34 | 1.84 | 1.68 | -0.29 | 1.89 | 0.58 | -0.49 | 0.18 | 2.46 | 0.15 | 0.85 | 0.34 | 1.16 | 0.92 | 0.97 | 1.06 | 0.42 | 1.22 | 2.36 | 0.08 | 0.74 |
| Standard Deviation(%) | NA | 7.70 | 8.59 | 8.00 | 6.98 | NA | NA | … | … | 5.37 | 8.08 | 9.32 | 8.83 | 8.32 | 4.68 | 7.74 | 5.27 | 4.18 | 5.20 | 6.11 | 6.91 | 5.55 | 7.15 | 10.98 | 8.10 | 5.84 | 9.27 | 7.12 | 5.73 | 7.86 | 5.76 | 4.69 | 4.31 |
| Draw Down(%) | NA | 6.51 | 17.97 | 17.97 | 17.97 | NA | NA | … | … | 1.66 | 6.51 | 15.76 | 5.41 | 4.98 | 3.53 | 8.01 | 5.03 | 3.66 | 4.95 | 4.74 | 5.35 | 5.55 | 4.45 | 8.21 | 4.29 | 3.18 | 6.66 | 8.11 | 4.28 | 6.58 | 2.84 | 5.83 | 3.77 |
| Yield(%) | NA | 5.14 | 3.98 | 3.83 | 2.80 | NA | NA | … | … | 0.01 | 5.36 | 2.73 | 3.95 | 3.25 | 4.02 | 2.20 | 0.39 | 2.03 | 2.25 | 2.06 | 2.44 | 4.03 | 3.33 | 3.49 | 3.02 | 3.53 | 4.76 | 4.82 | 3.29 | 2.31 | 2.82 | 3.41 | 5.09 |
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 |
|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.04%
Nov 2020 – Nov 2023 |
1.28%
Oct 2017 – Oct 2022 |
2.72%
Oct 2013 – Oct 2023 |
4.09%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| E C COMPANY EES RETIREMENT & SAVINGS PLAN Tactical Asset Allocation Moderate |
12.00%
Oct 2004 – Oct 2007 |
11.27%
Oct 2002 – Oct 2007 |
8.48%
Apr 2001 – Apr 2011 |
7.51%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart