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AYE: ALLEGHENY ENERGY INC (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/19/1984 |
Last Dividend Date: | 12/09/2010 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 02/25/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/19/1984 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 9.7 | -21.4 | -5.9 | -5.0 | 1.6 | 5.2 | 7.5 | 3.1 | 4.0 | -28.9 | -46.0 | 38.9 | 45.1 | 60.6 | 54.5 | 68.8 | -78.1 | -22.5 | 88.7 | -17.5 | 12.3 | 13.6 | 12.4 | 40.8 | -11.6 | 18.5 | 16.0 | 30.5 | -4.5 | 21.3 | 8.9 | -9.4 | 43.6 | 25.1 | 14.9 |
Sharpe Ratio | NA | 0.45 | -0.56 | -0.22 | NA | NA | NA | 0.08 | 1.14 | 0.16 | -0.82 | -0.9 | 1.53 | 2.47 | 2.45 | 2.06 | 1.12 | -0.77 | -0.83 | 2.72 | -1.02 | 0.45 | -2.86 | 0.57 | 2.28 | -0.74 | 1.61 | 1.53 | 2.42 | -0.79 | 1.68 | 0.34 | -0.47 | 2.23 | 1.25 | 2.34 |
Draw Down(%) | NA | 18.0 | 63.4 | 68.8 | 92.6 | NA | NA | 92.6 | 7.0 | 18.0 | 41.1 | 57.9 | 12.7 | 8.4 | 14.6 | 12.3 | 53.2 | 90.9 | 38.0 | 15.8 | 22.3 | 19.5 | 17.8 | 6.4 | 7.6 | 21.3 | 9.1 | 6.1 | 5.1 | 14.5 | 4.0 | 11.2 | 32.1 | 14.3 | 14.7 | 3.7 |
Standard Deviation(%) | NA | 21.2 | 38.8 | 33.3 | NA | NA | NA | 36.6 | 19.5 | 24.4 | 35.5 | 51.9 | 23.6 | 17.0 | 23.8 | 26.0 | 60.7 | 103.0 | 30.3 | 31.2 | 20.2 | 20.2 | 14.5 | 15.3 | 16.2 | 19.8 | 10.1 | 8.8 | 11.0 | 12.3 | 9.3 | 12.7 | 28.5 | 17.6 | 15.9 | 12.6 |
Treynor Ratio | NA | 0.14 | -0.25 | -0.08 | -0.08 | NA | NA | 0.05 | 0.67 | 0.05 | -0.42 | -0.48 | 0.36 | 0.56 | 0.48 | 0.72 | 0.75 | -1.01 | -1.29 | 5.8 | -1.01 | 0.33 | -1.68 | 0.13 | 0.55 | -0.19 | 0.38 | 0.88 | 1.54 | -0.31 | 0.57 | 0.13 | -0.22 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.03 | -0.15 | -0.09 | -0.11 | NA | NA | 0.0 | 0.04 | -0.02 | -0.18 | -0.04 | 0.12 | 0.11 | 0.18 | 0.15 | 0.18 | -0.34 | -0.08 | 0.26 | -0.1 | 0.02 | -0.14 | -0.01 | 0.05 | -0.05 | 0.05 | 0.05 | 0.08 | -0.03 | 0.03 | 0.0 | -0.01 | NA | NA | NA |
Beta | NA | 0.7 | 0.87 | 0.87 | 0.81 | NA | NA | 0.61 | 0.33 | 0.75 | 0.68 | 0.98 | 1.01 | 0.75 | 1.21 | 0.74 | 0.9 | 0.78 | 0.2 | 0.15 | 0.21 | 0.27 | 0.25 | 0.68 | 0.67 | 0.77 | 0.43 | 0.15 | 0.17 | 0.32 | 0.28 | 0.32 | 0.62 | NA | NA | NA |
RSquared | NA | 0.33 | 0.45 | 0.44 | 0.1 | NA | NA | 0.12 | 0.04 | 0.3 | 0.28 | 0.59 | 0.47 | 0.2 | 0.27 | 0.1 | 0.07 | 0.05 | 0.02 | 0.01 | 0.03 | 0.07 | 0.1 | 0.27 | 0.1 | 0.15 | 0.13 | 0.03 | 0.05 | 0.17 | 0.15 | 0.19 | 0.48 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 2.6 | 1.1 | 1.1 | 0.9 | 3.0 | 2.7 | N/A | 0.0 | 2.6 | 1.8 | 1.0 | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 3.6 | 2.8 | 6.6 | 5.0 | 5.3 | 5.7 | 5.9 | 7.6 | 6.2 | 3.4 | 3.6 | 4.4 | 3.8 | 4.1 | 4.0 | 3.2 | 4.3 | 4.8 | 2.5 |
Dividend Growth(%) | N/A | 0.0 | 1100.0 | -24.4 | -72.8 | N/A | N/A | N/A | -100.0 | 0.0 | 0.0 | 300.0 | N/A | N/A | N/A | N/A | -100.0 | 0.0 | -25.0 | 0.0 | 0.0 | 0.0 | 1.8 | 2.4 | 0.6 | 1.2 | 1.2 | 0.0 | 0.0 | 3.9 | 1.3 | 4.1 | 2.8 | 4.4 | 106.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/19/1984
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