Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNPWM (The Connecticut Light and Power Company) | -0.17% | 2.21% | -2.07% | -4.00% | 0.58% | 3.88% | NA | 4.12% |
Data as of 07/25/2025, AR inception is 04/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNPWM (The Connecticut Light and Power Company) | 04/06/2010 | 07/25/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.52 | 2.21 | -2.07 | -4.00 | 0.58 | 3.88 | NA | 4.12 | -0.17 | 1.55 | -10.00 | -13.65 | -2.91 | 6.61 | 11.93 | 2.74 | 7.82 | 4.39 | 4.61 | 4.62 | 2.35 | 28.30 | 13.22 | 4.34 |
| Sharpe Ratio | NA | 0.03 | -0.48 | -0.39 | -0.04 | NA | NA | 0.19 | -0.02 | -0.30 | -1.03 | -0.83 | -0.37 | 0.36 | 0.50 | 0.12 | 0.37 | 0.24 | 0.23 | 0.43 | 0.20 | 1.69 | 0.79 | 0.21 |
| Standard Deviation(%) | NA | 20.62 | 17.52 | 15.68 | 17.17 | NA | NA | 17.18 | 20.81 | 16.75 | 14.01 | 18.27 | 7.93 | 17.73 | 21.04 | 11.81 | 19.31 | 17.12 | 19.95 | 10.80 | 11.76 | 16.90 | 16.62 | 27.68 |
| Draw Down(%) | NA | 9.73 | 25.86 | 33.07 | 33.07 | NA | NA | 33.07 | 6.47 | 8.34 | 19.21 | 18.80 | 5.33 | 13.13 | 8.71 | 6.25 | 11.25 | 8.00 | 8.00 | 4.15 | 6.12 | 6.67 | 7.48 | 10.20 |
| Yield(%) | 0.00 | 1.56 | 3.45 | 2.95 | 3.73 | 5.17 | 4.05 | 5.39 | 1.52 | 3.07 | 5.20 | 4.29 | 2.04 | 4.17 | 4.46 | 4.39 | 4.52 | 4.52 | 4.52 | 4.52 | 4.43 | 5.40 | 5.78 | 4.33 |
Data as of 07/25/2025, AR inception is 04/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPWM (The Connecticut Light and Power Company) |
-11.28%
Oct 2020 - Oct 2023 |
-4.00%
Feb 2020 - Feb 2025 |
0.48%
Oct 2013 - Oct 2023 |
4.47%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPWM (The Connecticut Light and Power Company) |
18.73%
May 2010 - May 2013 |
12.78%
Mar 2011 - Mar 2016 |
8.83%
May 2010 - May 2020 |
4.47%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart