Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 28.36% | 5.52% | 10.82% | 8.22% | 8.63% | 8.09% | 8.89% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.10 | 28.36 | 5.52 | 10.82 | 8.22 | 8.63 | 8.09 | 8.89 | NA | 15.26 | 15.84 | -12.22 | 8.47 | 27.31 | 19.87 | -6.31 | 13.53 | 10.04 | -2.60 | 4.13 | 11.09 | 13.57 | -0.86 | 14.66 | 31.98 | -25.30 | 13.34 | 9.97 | 9.93 | 16.67 | 23.20 | -4.62 | 15.63 |
| Sharpe Ratio | NA | 1.12 | 0.17 | 0.64 | 0.66 | NA | NA | 0.69 | 0.03 | 1.03 | 1.35 | -1.06 | 0.86 | 1.55 | 2.59 | -0.75 | 3.14 | 1.26 | -0.31 | 0.67 | 1.57 | 1.87 | -0.07 | 1.36 | 1.95 | -1.27 | 1.18 | 0.92 | 1.27 | 2.08 | 3.01 | -0.56 | 1.24 |
| Standard Deviation(%) | NA | 8.41 | 10.18 | 11.97 | 10.10 | NA | NA | 10.50 | 8.94 | 8.42 | 8.61 | 12.83 | 9.82 | 17.53 | 7.13 | 10.21 | 4.11 | 7.81 | 8.60 | 6.14 | 7.04 | 7.23 | 13.23 | 10.68 | 16.36 | 20.63 | 8.75 | 7.29 | 6.13 | 7.56 | 7.49 | 10.18 | 10.73 |
| Draw Down(%) | NA | 4.67 | 17.86 | 19.77 | 19.77 | NA | NA | 36.96 | 0.83 | 4.67 | 7.43 | 17.86 | 6.38 | 19.77 | 3.43 | 14.22 | 1.86 | 6.11 | 8.87 | 5.28 | 6.86 | 5.38 | 13.73 | 8.57 | 14.64 | 36.96 | 5.21 | 7.70 | 3.99 | 7.61 | 5.99 | 16.51 | 11.16 |
| Yield(%) | NA | 3.69 | 5.20 | 5.44 | 4.94 | NA | NA | 4.43 | NA | 0.94 | 3.58 | 5.80 | 5.71 | 8.47 | 2.62 | 7.98 | 4.05 | 3.70 | 3.78 | 2.89 | 4.00 | 3.37 | 3.59 | 3.50 | 3.38 | 5.06 | 4.94 | 4.04 | 4.64 | 4.52 | 3.56 | 2.64 | 5.27 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-5.77%
Feb 2006 - Feb 2009 |
0.65%
Feb 2004 - Feb 2009 |
5.35%
Jan 2006 - Jan 2016 |
5.88%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELECTRIC POWER RESEARCH INSTITUTE INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.67%
Feb 2009 - Feb 2012 |
15.82%
Feb 2009 - Feb 2014 |
10.38%
Feb 2009 - Feb 2019 |
10.26%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart