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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.23% | 2.94% | 7.21% | 5.68% | 5.71% | 6.04% | 6.93% |
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 Strategic Asset Allocation - Equal Weight 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 | 19.23 | 2.94 | 7.21 | 5.68 | 5.71 | 6.04 | 6.93 | NA | 6.64 | 9.06 | -9.58 | 4.45 | 23.69 | 15.76 | -9.34 | 10.55 | 5.49 | 1.44 | 2.70 | 14.22 | -6.89 | 9.17 | 7.10 | 9.81 | 2.57 | 10.91 | 7.50 | 6.21 | 6.73 | 18.91 | 13.66 | 2.52 |
| Sharpe Ratio | NA | 0.13 | -0.20 | 0.32 | 0.38 | NA | NA | 0.53 | 0.02 | 0.01 | 0.62 | -0.84 | 0.46 | 1.37 | 2.18 | -1.12 | 2.35 | 0.66 | 0.17 | 0.40 | 2.49 | -0.68 | 0.75 | 0.59 | 0.61 | 0.20 | 0.93 | 0.57 | 0.61 | 0.71 | 1.44 | 1.23 | 0.03 |
| Standard Deviation(%) | NA | 8.45 | 10.05 | 11.76 | 9.88 | NA | NA | 9.85 | 6.54 | 8.53 | 7.74 | 13.06 | 9.57 | 17.17 | 6.58 | 9.52 | 4.22 | 7.96 | 8.38 | 6.66 | 5.70 | 10.16 | 12.24 | 11.88 | 15.88 | 8.07 | 8.55 | 7.44 | 6.57 | 8.11 | 12.68 | 10.18 | 8.20 |
| Draw Down(%) | NA | 6.15 | 16.42 | 19.73 | 19.73 | NA | NA | 19.73 | 0.57 | 6.07 | 6.32 | 17.21 | 6.87 | 19.73 | 3.30 | 15.84 | 1.65 | 8.23 | 8.74 | 5.08 | 5.71 | 18.26 | 5.43 | 8.70 | 12.14 | 4.96 | 6.98 | 8.86 | 4.14 | 8.45 | 14.11 | 7.60 | 7.56 |
| Yield(%) | NA | 4.58 | 3.41 | 3.85 | 3.00 | NA | NA | 4.61 | NA | 0.79 | 4.53 | 1.73 | 3.47 | 7.04 | 1.47 | 3.35 | 0.31 | 1.67 | 2.86 | 3.72 | 3.12 | 3.40 | 13.35 | 5.93 | 4.12 | 4.60 | 6.08 | 6.12 | 4.02 | 4.72 | 4.02 | 8.15 | 7.38 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-0.02%
Mar 2017 - Mar 2020 |
1.38%
Mar 2015 - Mar 2020 |
3.06%
Mar 2010 - Mar 2020 |
4.49%
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 Strategic Asset Allocation - Equal Weight Moderate |
14.36%
Dec 2018 - Dec 2021 |
11.63%
Jun 2002 - Jun 2007 |
9.17%
Dec 2001 - Dec 2011 |
7.39%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart