Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNPWP (The Connecticut Light and Power Company) | 0.73% | 3.65% | -3.01% | -3.19% | 0.48% | 3.76% | 3.04% | 3.02% |
Data as of 07/21/2025, AR inception is 04/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNPWP (The Connecticut Light and Power Company) | 04/29/1999 | 07/21/2025 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.75 | 3.65 | -3.01 | -3.19 | 0.48 | 3.76 | 3.04 | 3.02 | 0.73 | 4.63 | -10.04 | -18.07 | 10.55 | 0.14 | 8.11 | 8.33 | 0.76 | 7.24 | 3.54 | 6.37 | 11.55 | 16.79 | 12.19 | 14.26 | -2.83 | -11.81 | 1.69 | 1.14 | 0.00 | 0.00 | 15.70 | 15.24 | 2.94 | -7.27 | -3.51 |
| Sharpe Ratio | NA | -0.02 | -0.27 | -0.24 | -0.05 | NA | NA | 0.07 | -0.11 | -0.09 | -0.91 | -0.61 | 0.66 | -0.01 | 0.68 | 0.31 | 0.01 | 0.41 | 0.28 | 1.17 | 0.53 | 0.92 | 0.56 | 0.66 | -0.12 | -0.69 | -0.03 | -0.16 | -0.11 | -0.03 | 0.50 | 0.68 | 0.03 | -0.58 | -0.43 |
| Standard Deviation(%) | NA | 22.82 | 23.79 | 21.82 | 19.83 | NA | NA | 22.61 | 15.29 | 22.95 | 15.76 | 32.26 | 16.01 | 14.91 | 9.82 | 22.39 | 23.52 | 17.30 | 12.56 | 5.43 | 21.54 | 18.33 | 21.75 | 21.50 | 24.92 | 18.40 | 51.70 | 13.17 | 19.09 | 32.97 | 29.74 | 20.67 | 19.22 | 19.53 | 19.65 |
| Draw Down(%) | NA | 19.33 | 37.56 | 37.56 | 37.56 | NA | NA | 45.48 | 9.04 | 15.09 | 22.95 | 24.00 | 9.62 | 6.79 | 5.61 | 8.20 | 9.66 | 12.02 | 6.21 | 2.17 | 7.29 | 6.67 | 8.97 | 9.67 | 14.74 | 19.26 | 33.46 | 6.12 | 6.62 | 23.81 | 16.32 | 8.38 | 10.09 | 16.10 | 14.09 |
| Yield(%) | 0.00 | 3.09 | 4.05 | 3.40 | 3.81 | 5.08 | 3.99 | 3.65 | 1.52 | 5.91 | 5.10 | 4.00 | 1.96 | 4.16 | 4.31 | 4.48 | 4.32 | 4.43 | 4.40 | 4.47 | 4.56 | 5.30 | 2.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/21/2025, AR inception is 04/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPWP (The Connecticut Light and Power Company) |
-10.92%
Oct 2020 - Oct 2023 |
-5.02%
Oct 2018 - Oct 2023 |
-0.63%
Oct 2013 - Oct 2023 |
2.92%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPWP (The Connecticut Light and Power Company) |
17.85%
Nov 2009 - Nov 2012 |
13.89%
Nov 2009 - Nov 2014 |
9.74%
Nov 2009 - Nov 2019 |
6.78%
Aug 2001 - Aug 2016 |
Annualized Rolling Returns Comparison Chart