Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NI-PB (NiSource Inc) | NA | 9.31% | 2.38% | 4.96% | NA | NA | NA | … | … |
Data as of 03/14/2024, Common starting date is 11/30/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NI-PB (NiSource Inc) | 11/30/2018 | 03/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 9.31 | 2.38 | 4.96 | NA | NA | NA | … | … | 1.75 | 9.67 | -4.85 | 1.35 | 8.44 | 18.47 | 0.76 |
| Sharpe Ratio | NA | 0.71 | 0.05 | 0.23 | NA | NA | NA | … | … | 2.11 | 0.61 | -0.56 | 0.13 | 0.29 | 2.00 | 1.98 |
| Standard Deviation(%) | NA | 7.80 | 9.18 | 15.14 | NA | NA | NA | … | … | 2.52 | 9.02 | 11.14 | 9.94 | 28.20 | 8.53 | 4.60 |
| Draw Down(%) | NA | 3.54 | 11.05 | 23.77 | NA | NA | NA | … | … | 0.59 | 6.51 | 8.71 | 5.94 | 23.77 | 3.77 | 0.52 |
| Yield(%) | 0.00 | 6.66 | 5.77 | 6.09 | 3.46 | 2.31 | 1.73 | … | … | 1.63 | 6.56 | 5.98 | 5.71 | 5.74 | 6.75 | 0.00 |
Data as of 03/14/2024, Common starting date is 11/30/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NI-PB (NiSource Inc) |
1.50%
Dec 2019 – Dec 2022 |
4.68%
Jan 2019 – Jan 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NI-PB (NiSource Inc) |
9.19%
Dec 2018 – Dec 2021 |
6.32%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart