Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTWS (Connecticut Water Service Inc) | NA | 2.34% | 13.56% | 18.72% | 15.05% | 10.05% | 10.14% | … | … |
Data as of 10/09/2019, Common starting date is 02/25/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTWS (Connecticut Water Service Inc) | 02/25/1992 | 10/09/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 2.34 | 13.56 | 18.72 | 15.05 | 10.05 | 10.14 | … | … | 5.63 | 18.79 | 3.91 | 50.41 | 7.85 | 5.35 | 23.08 | 13.37 | 0.86 | 17.14 | 9.41 | 3.75 | 7.36 | -3.74 | -4.35 | -1.16 | 12.99 | -12.03 | 49.64 | -0.30 | 23.51 | 30.86 | 17.87 | 13.08 | 28.98 | -13.31 | 14.06 | 19.82 |
| Sharpe Ratio | NA | 0.07 | 0.63 | 0.84 | 0.63 | NA | NA | … | … | 0.49 | 0.73 | 0.15 | 2.05 | 0.37 | 0.29 | 1.32 | 0.46 | 0.03 | 0.65 | 0.25 | 0.06 | 0.27 | -0.31 | -0.23 | -0.09 | 0.45 | -0.33 | 1.24 | -0.11 | 0.50 | 0.75 | 0.62 | 0.35 | 0.67 | -0.38 | 0.33 | 0.67 |
| Standard Deviation(%) | NA | 11.80 | 21.18 | 21.52 | 23.32 | NA | NA | … | … | 11.92 | 23.77 | 22.50 | 24.38 | 20.92 | 18.24 | 17.44 | 29.23 | 30.81 | 26.26 | 36.86 | 49.21 | 16.44 | 22.71 | 27.92 | 24.51 | 27.48 | 39.79 | 39.00 | 40.33 | 40.59 | 36.73 | 22.94 | 27.33 | 37.26 | 42.96 | 35.81 | 31.52 |
| Draw Down(%) | NA | 8.10 | 21.98 | 21.98 | 21.98 | NA | NA | … | … | 6.64 | 13.96 | 12.04 | 18.20 | 10.69 | 10.87 | 7.22 | 14.93 | 15.02 | 18.38 | 28.22 | 28.84 | 7.80 | 24.83 | 18.29 | 17.26 | 11.90 | 22.64 | 15.20 | 19.81 | 21.54 | 10.13 | 8.33 | 9.63 | 5.05 | 16.18 | 12.37 | 11.50 |
| Yield(%) | 0.00 | 1.38 | 2.23 | 3.34 | 4.54 | 3.72 | 3.44 | … | … | 0.95 | 2.17 | 2.11 | 2.92 | 2.91 | 2.89 | 3.27 | 3.52 | 3.35 | 3.69 | 3.83 | 3.73 | 3.75 | 3.49 | 3.19 | 3.02 | 3.26 | 2.75 | 3.70 | 3.81 | 4.32 | 4.93 | 5.91 | 6.18 | 7.30 | 5.97 | 6.43 | 5.32 |
Data as of 10/09/2019, Common starting date is 02/25/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTWS (Connecticut Water Service Inc) |
-6.49%
Oct 2003 – Oct 2006 |
-3.64%
Feb 2004 – Feb 2009 |
2.54%
Sep 2001 – Sep 2011 |
6.53%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTWS (Connecticut Water Service Inc) |
30.32%
Apr 1999 – Apr 2002 |
24.69%
Jan 1997 – Jan 2002 |
17.33%
Apr 1992 – Apr 2002 |
11.06%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart