Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNTHP (The Connecticut Light and Power Company) | 0.50% | -1.55% | 2.82% | 1.81% | 5.57% | 6.05% | 6.35% | 6.42% |
Data as of 07/25/2025, AR inception is 07/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNTHP (The Connecticut Light and Power Company) | 07/13/2001 | 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | -1.55 | 2.82 | 1.81 | 5.57 | 6.05 | 6.35 | 6.42 | 0.50 | 5.50 | 4.36 | -3.66 | -0.46 | 2.07 | 22.15 | 2.81 | 13.03 | 4.87 | 3.95 | 14.32 | 4.93 | -1.18 | 13.98 | 14.21 | 28.72 | -10.35 | 2.60 | 6.69 | 8.99 | 7.07 | 9.96 | 15.19 | -7.88 |
| Sharpe Ratio | NA | -0.07 | -0.01 | -0.01 | 0.14 | NA | NA | 0.19 | -0.23 | -0.01 | 0.01 | -0.25 | -0.02 | 0.07 | 1.07 | 0.13 | 0.56 | 0.31 | 0.29 | 0.93 | 0.31 | -0.07 | 0.29 | 0.73 | 1.26 | -0.45 | -0.03 | 0.19 | 0.26 | 0.21 | 0.12 | 0.19 | -0.26 |
| Standard Deviation(%) | NA | 72.03 | 42.06 | 35.37 | 28.34 | NA | NA | 27.28 | 9.31 | 73.23 | 16.13 | 20.35 | 22.88 | 26.42 | 19.43 | 11.64 | 22.28 | 15.14 | 13.69 | 15.41 | 15.73 | 18.33 | 47.51 | 19.29 | 22.73 | 25.12 | 11.73 | 17.75 | 25.79 | 29.63 | 71.19 | 74.39 | 77.42 |
| Draw Down(%) | NA | 41.98 | 41.98 | 41.98 | 41.98 | NA | NA | 41.98 | 3.46 | 41.94 | 7.03 | 12.50 | 8.52 | 16.54 | 7.36 | 4.76 | 12.35 | 6.90 | 6.51 | 5.28 | 7.10 | 7.48 | 22.31 | 10.77 | 6.52 | 17.71 | 4.95 | 6.90 | 8.91 | 11.09 | 12.37 | 12.22 | 11.38 |
| Yield(%) | 0.00 | 1.53 | 4.49 | 4.37 | 5.77 | 6.12 | 6.29 | 6.61 | 1.57 | 4.73 | 6.13 | 5.51 | 4.03 | 3.95 | 7.49 | 5.81 | 6.16 | 6.10 | 5.96 | 6.40 | 6.31 | 5.86 | 6.55 | 6.56 | 8.00 | 6.69 | 6.43 | 6.43 | 6.56 | 4.97 | 1.80 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 07/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTHP (The Connecticut Light and Power Company) |
-1.28%
Nov 2005 - Nov 2008 |
1.52%
Dec 2019 - Dec 2024 |
5.25%
Dec 2014 - Dec 2024 |
5.65%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTHP (The Connecticut Light and Power Company) |
18.78%
Dec 2008 - Dec 2011 |
12.56%
Nov 2008 - Nov 2013 |
10.02%
Nov 2008 - Nov 2018 |
8.52%
May 2002 - May 2017 |
Annualized Rolling Returns Comparison Chart