Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNTHO (The Connecticut Light and Power Company) | 0.17% | 1.40% | -3.35% | -0.16% | 3.23% | 4.81% | 5.59% | 7.18% |
Data as of 06/09/2025, AR inception is 08/16/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNTHO (The Connecticut Light and Power Company) | 08/16/2001 | 06/09/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.40 | -3.35 | -0.16 | 3.23 | 4.81 | 5.59 | 7.18 | 0.17 | 2.72 | 3.38 | -11.01 | 2.38 | 7.79 | 7.51 | 4.33 | 6.57 | 5.92 | 7.49 | 7.72 | 1.31 | 8.51 | 16.38 | 28.99 | -3.19 | 0.95 | 3.27 | 9.04 | 2.43 | 20.09 | 20.59 | 4.41 | 14.29 |
| Sharpe Ratio | NA | -0.01 | -0.30 | -0.10 | 0.09 | NA | NA | 0.20 | -0.19 | -0.16 | -0.04 | -0.61 | 0.11 | 0.39 | 0.34 | 0.21 | 0.28 | 0.43 | 0.41 | 0.36 | 0.13 | 0.42 | 0.87 | 1.43 | -0.10 | 0.00 | 0.01 | 0.18 | 0.01 | 0.41 | 0.11 | 0.04 | 0.42 |
| Standard Deviation(%) | NA | 23.25 | 22.25 | 20.82 | 19.30 | NA | NA | 28.43 | 14.28 | 23.70 | 23.83 | 20.25 | 21.92 | 19.41 | 18.11 | 14.29 | 21.51 | 13.23 | 18.00 | 21.10 | 10.23 | 20.24 | 18.80 | 20.19 | 32.67 | 29.58 | 23.42 | 31.31 | 31.45 | 45.58 | 177.45 | 79.43 | 129.97 |
| Draw Down(%) | NA | 13.89 | 23.31 | 26.21 | 26.21 | NA | NA | 27.64 | 6.65 | 13.01 | 22.81 | 15.31 | 10.58 | 9.92 | 13.37 | 8.69 | 8.18 | 6.13 | 8.53 | 8.87 | 7.14 | 8.29 | 6.69 | 6.30 | 19.51 | 20.04 | 12.74 | 11.05 | 11.17 | 25.12 | 25.05 | 14.89 | 11.37 |
| Yield(%) | 0.00 | 4.59 | 4.44 | 4.40 | 4.85 | 5.59 | 6.12 | 8.61 | 1.53 | 4.51 | 5.87 | 4.97 | 3.67 | 5.03 | 5.14 | 5.09 | 5.15 | 5.15 | 5.28 | 5.39 | 5.18 | 5.33 | 5.87 | 7.14 | 6.44 | 6.12 | 5.44 | 6.14 | 5.93 | 4.83 | 2.00 | 2.13 | 0.00 |
Data as of 06/09/2025, AR inception is 08/16/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTHO (The Connecticut Light and Power Company) |
-5.67%
Feb 2006 - Feb 2009 |
-2.28%
Feb 2004 - Feb 2009 |
2.73%
Oct 2013 - Oct 2023 |
4.54%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTHO (The Connecticut Light and Power Company) |
24.38%
Feb 2009 - Feb 2012 |
14.93%
Feb 2009 - Feb 2014 |
10.61%
Jun 2002 - Jun 2012 |
8.73%
Jan 2002 - Jan 2017 |
Annualized Rolling Returns Comparison Chart