Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NISOURCE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 29.65% | 7.32% | 10.70% | 8.62% | 9.47% | 9.88% | 9.57% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NISOURCE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.18 | 29.65 | 7.32 | 10.70 | 8.62 | 9.47 | 9.88 | 9.57 | NA | 16.25 | 17.49 | -11.15 | 4.29 | 25.55 | 18.43 | -7.39 | 14.65 | 9.29 | 1.73 | 7.77 | 15.44 | 13.46 | 0.78 | 15.92 | 19.70 | 0.84 | 10.19 | 11.59 | 11.79 | 11.68 | 14.70 | 1.73 | 1.87 |
| Sharpe Ratio | NA | 0.90 | 0.35 | 0.52 | 0.59 | NA | NA | 0.79 | 0.07 | 0.82 | 1.53 | -0.99 | 0.36 | 1.25 | 2.62 | -0.82 | 2.43 | 0.99 | 0.18 | 0.94 | 2.01 | 1.76 | 0.05 | 1.57 | 2.13 | -0.02 | 0.75 | 1.03 | 1.39 | 1.15 | 1.73 | 0.09 | -0.07 |
| Standard Deviation(%) | NA | 11.64 | 11.13 | 13.62 | 11.34 | NA | NA | 9.94 | 7.92 | 11.72 | 8.64 | 12.67 | 11.89 | 20.28 | 6.50 | 10.60 | 5.77 | 9.15 | 9.46 | 8.23 | 7.66 | 7.64 | 15.50 | 10.06 | 9.23 | 5.73 | 9.53 | 8.07 | 6.93 | 9.35 | 8.09 | 6.56 | 6.38 |
| Draw Down(%) | NA | 6.80 | 15.00 | 20.05 | 20.05 | NA | NA | 20.05 | 0.59 | 6.80 | 6.36 | 16.93 | 7.90 | 20.05 | 3.30 | 16.44 | 2.54 | 8.30 | 8.57 | 4.91 | 5.27 | 6.19 | 14.63 | 7.58 | 4.76 | 5.01 | 7.15 | 9.45 | 4.15 | 9.06 | 5.34 | 5.42 | 7.84 |
| Yield(%) | NA | 5.18 | 4.72 | 4.60 | 4.37 | NA | NA | 0.00 | NA | 2.15 | 4.27 | 2.97 | 4.83 | 6.45 | 4.34 | 2.94 | 4.32 | 3.60 | 4.20 | 5.71 | 6.36 | 4.61 | 1.63 | 4.41 | 5.15 | 8.75 | 6.52 | 6.24 | 4.93 | 3.61 | 3.07 | 5.73 | 7.54 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| NISOURCE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.83%
Nov 2020 - Nov 2023 |
4.25%
Mar 2015 - Mar 2020 |
6.69%
Sep 2012 - Sep 2022 |
7.71%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NISOURCE INC. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.76%
Apr 2003 - Apr 2006 |
13.69%
Feb 2009 - Feb 2014 |
11.83%
Mar 2003 - Mar 2013 |
10.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart