Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PNM (PNM Resources Inc) | NA | 3.48% | -1.25% | -1.00% | 8.48% | 12.38% | 6.51% | … | … |
Data as of 10/04/2024, Common starting date is 08/10/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PNM (PNM Resources Inc) | 08/10/1984 | 10/04/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 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 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.62 | 3.48 | -1.25 | -1.00 | 8.48 | 12.38 | 6.51 | … | … | 7.23 | -11.97 | 10.22 | -3.46 | -1.75 | 26.50 | 4.45 | 20.95 | 15.35 | 6.14 | 26.30 | 20.97 | 15.75 | 44.66 | 7.31 | 31.77 | -50.38 | -28.76 | 31.23 | -0.33 | 112.78 | 28.24 | -7.66 | 11.10 | 81.28 | -20.49 | -13.72 | 20.70 | 11.35 | 36.40 | 14.86 | -9.09 | 26.92 | 16.42 | -42.74 | 17.00 | -33.33 | -43.18 | 11.86 | 21.03 | 15.38 |
| Sharpe Ratio | NA | -0.14 | -0.33 | -0.13 | 0.31 | NA | NA | … | … | 0.13 | -1.42 | 0.78 | -0.36 | -0.04 | 1.46 | 0.14 | 1.34 | 0.76 | 0.28 | 1.28 | 1.19 | 1.00 | 1.36 | 0.29 | 0.71 | -0.73 | -1.00 | 1.56 | -0.13 | 2.65 | 1.38 | -0.24 | 0.28 | 2.13 | -0.93 | -0.64 | 0.77 | 0.43 | 1.78 | 0.49 | -0.42 | 0.96 | 0.42 | -1.36 | 0.39 | -1.27 | -1.71 | 0.38 | 0.86 | 2.00 |
| Standard Deviation(%) | NA | 19.51 | 14.81 | 25.82 | 23.01 | NA | NA | … | … | 20.65 | 11.51 | 11.36 | 9.72 | 50.88 | 17.15 | 22.45 | 15.22 | 20.06 | 21.77 | 20.55 | 17.62 | 15.81 | 32.78 | 25.28 | 44.56 | 70.26 | 31.89 | 18.03 | 19.34 | 42.28 | 19.99 | 36.99 | 31.79 | 36.20 | 25.53 | 26.68 | 22.11 | 18.17 | 18.28 | 24.14 | 26.74 | 25.29 | 29.73 | 35.09 | 29.13 | 29.75 | 27.51 | 20.40 | 18.48 | 18.95 |
| Draw Down(%) | NA | 20.85 | 27.26 | 46.35 | 46.35 | NA | NA | … | … | 15.59 | 13.89 | 7.22 | 10.02 | 46.35 | 9.85 | 15.81 | 11.65 | 13.00 | 20.53 | 17.98 | 12.52 | 10.17 | 21.94 | 21.46 | 43.22 | 61.31 | 35.76 | 8.85 | 19.26 | 8.94 | 18.05 | 40.59 | 33.15 | 15.30 | 26.47 | 28.57 | 20.86 | 10.37 | 11.82 | 16.67 | 28.83 | 12.61 | 25.56 | 47.58 | 23.01 | 49.44 | 54.31 | 15.25 | 11.59 | 8.00 |
| Yield(%) | 0.00 | 3.52 | 2.92 | 2.59 | 4.55 | 8.20 | 3.93 | … | … | 2.97 | 3.00 | 3.06 | 2.70 | 2.48 | 2.88 | 2.65 | 2.85 | 2.92 | 2.69 | 3.12 | 3.03 | 3.16 | 3.78 | 3.93 | 4.76 | 3.35 | 2.92 | 3.44 | 3.09 | 5.40 | 8.71 | 6.72 | 6.95 | 11.52 | 0.00 | 0.00 | 0.00 | 0.00 | 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 10/04/2024, Common starting date is 08/10/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PNM (PNM Resources Inc) |
-32.39%
Apr 1987 – Apr 1990 |
-24.80%
Oct 1986 – Oct 1991 |
-7.38%
Mar 1987 – Mar 1997 |
-3.54%
Jun 1985 – Jun 2000 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PNM (PNM Resources Inc) |
58.12%
Jul 2002 – Jul 2005 |
42.35%
Jun 2000 – Jun 2005 |
22.85%
Mar 2009 – Mar 2019 |
18.24%
Nov 1991 – Nov 2006 |
Annualized Rolling Returns Comparison Chart