Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Northeast Utilities Service Company 401k Plan Tactical Asset Allocation Moderate | NA | 31.53% | 8.31% | 13.95% | 9.77% | 10.82% | 10.34% | 10.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Northeast Utilities Service Company 401k 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 (%) | -1.15 | 31.53 | 8.31 | 13.95 | 9.77 | 10.82 | 10.34 | 10.00 | NA | 17.45 | 16.05 | -8.66 | 9.11 | 34.80 | 17.33 | -3.91 | 14.43 | 6.45 | -0.77 | 5.88 | 21.52 | 12.80 | 2.28 | 19.86 | 18.38 | -7.76 | 13.74 | 12.29 | 7.67 | 13.15 | 16.28 | 0.96 | 0.90 |
| Sharpe Ratio | NA | 1.08 | 0.44 | 0.74 | 0.68 | NA | NA | 0.81 | 0.09 | 0.92 | 1.32 | -0.83 | 0.72 | 1.61 | 1.93 | -0.42 | 2.70 | 0.73 | -0.09 | 0.65 | 2.50 | 1.62 | 0.15 | 1.75 | 2.03 | -1.13 | 1.11 | 1.05 | 0.84 | 1.60 | 1.81 | -0.02 | -0.21 |
| Standard Deviation(%) | NA | 11.73 | 11.03 | 14.06 | 11.80 | NA | NA | 10.30 | 9.32 | 11.85 | 8.97 | 12.03 | 12.61 | 21.45 | 8.24 | 12.51 | 5.12 | 8.61 | 9.15 | 9.04 | 8.59 | 7.84 | 15.48 | 11.30 | 9.00 | 7.66 | 9.66 | 8.61 | 6.52 | 7.64 | 8.64 | 6.31 | 6.69 |
| Draw Down(%) | NA | 7.04 | 13.01 | 21.95 | 21.95 | NA | NA | 21.95 | 0.61 | 7.04 | 6.73 | 14.90 | 9.25 | 21.95 | 5.48 | 16.75 | 1.63 | 7.71 | 9.28 | 6.65 | 4.65 | 6.37 | 14.31 | 9.20 | 4.63 | 15.00 | 6.41 | 10.37 | 4.88 | 7.18 | 5.80 | 3.83 | 6.40 |
| Yield(%) | NA | 4.63 | 4.22 | 5.29 | 4.92 | NA | NA | 0.00 | NA | 2.15 | 3.43 | 2.77 | 7.17 | 9.30 | 3.61 | 7.56 | 4.51 | 2.29 | 4.10 | 5.00 | 10.57 | 3.56 | 2.67 | 3.95 | 4.17 | 5.46 | 5.64 | 3.54 | 3.86 | 3.16 | 3.81 | 5.03 | 5.50 |
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 |
|---|---|---|---|---|
| Northeast Utilities Service Company 401k Plan Tactical Asset Allocation Moderate |
2.87%
Apr 2006 - Apr 2009 |
3.64%
Mar 2015 - Mar 2020 |
7.58%
Oct 2013 - Oct 2023 |
8.29%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northeast Utilities Service Company 401k Plan Tactical Asset Allocation Moderate |
19.95%
Dec 2018 - Dec 2021 |
16.06%
Feb 2009 - Feb 2014 |
11.46%
Sep 2003 - Sep 2013 |
11.26%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart