Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DOMINION ENERGY NEW ENGLAND UNION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.45% | 11.94% | 8.40% | 6.29% | 5.53% | 6.57% | 6.30% |
Data as of 10/29/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DOMINION ENERGY NEW ENGLAND UNION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | 21.45 | 11.94 | 8.40 | 6.29 | 5.53 | 6.57 | 6.30 | 7.69 | 13.63 | 17.42 | -6.56 | 10.58 | 4.84 | -2.48 | 1.65 | 11.77 | 9.32 | -1.25 | 13.71 | 21.48 | -18.81 | 4.91 | 14.30 | 6.75 | 13.53 | 21.60 | -6.06 | -1.58 |
| Sharpe Ratio | NA | 0.86 | 0.97 | 0.70 | 0.67 | NA | NA | 0.50 | 0.86 | 0.71 | 2.39 | -0.88 | 2.17 | 0.55 | -0.30 | 0.25 | 1.80 | 1.48 | -0.10 | 1.32 | 1.20 | -0.99 | 0.21 | 1.62 | 0.78 | 1.77 | 2.93 | -0.78 | -0.45 |
| Standard Deviation(%) | NA | 8.90 | 12.63 | 10.78 | 9.20 | NA | NA | 10.37 | 8.90 | 18.83 | 6.71 | 8.99 | 4.58 | 8.45 | 8.40 | 6.49 | 6.52 | 6.25 | 12.73 | 10.33 | 17.89 | 19.86 | 9.12 | 6.80 | 5.85 | 7.10 | 7.14 | 9.16 | 8.69 |
| Draw Down(%) | NA | 5.08 | 23.21 | 23.21 | 23.21 | NA | NA | 33.54 | 5.08 | 23.21 | 4.04 | 12.60 | 2.15 | 7.15 | 9.69 | 5.18 | 5.63 | 5.49 | 12.56 | 6.78 | 16.43 | 30.97 | 5.82 | 6.19 | 3.34 | 7.32 | 5.94 | 15.60 | 12.41 |
| Yield(%) | NA | 1.96 | 2.04 | 1.61 | 2.27 | NA | NA | 3.21 | 1.96 | 1.70 | 2.47 | 1.47 | 0.46 | 2.54 | 3.33 | 4.54 | 1.54 | 2.71 | 2.03 | 2.36 | 3.13 | 5.17 | 9.16 | 6.09 | 7.12 | 2.80 | 1.94 | 1.74 | 3.22 |
Data as of 10/29/2021, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMINION ENERGY NEW ENGLAND UNION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.05%
Feb 2006 - Feb 2009 |
0.14%
Feb 2004 - Feb 2009 |
3.53%
Mar 2010 - Mar 2020 |
4.37%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMINION ENERGY NEW ENGLAND UNION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.68%
Feb 2009 - Feb 2012 |
13.87%
Feb 2009 - Feb 2014 |
8.44%
Mar 2003 - Mar 2013 |
7.26%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart