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 Strategic Asset Allocation - Equal Weight Moderate | NA | 27.00% | 2.97% | 7.97% | 6.23% | 6.55% | 6.56% | 6.73% |
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 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 (%) | -0.95 | 27.00 | 2.97 | 7.97 | 6.23 | 6.55 | 6.56 | 6.73 | NA | 10.20 | 11.95 | -10.13 | 1.51 | 25.19 | 16.00 | -8.57 | 11.22 | 4.50 | 3.14 | 2.02 | 11.76 | 10.08 | 1.07 | 7.11 | 21.76 | -14.24 | 9.48 | 10.94 | 6.30 | 11.11 | 15.71 | 0.95 | 3.28 |
| Sharpe Ratio | NA | 0.57 | -0.01 | 0.37 | 0.43 | NA | NA | 0.58 | 0.07 | 0.38 | 0.94 | -0.93 | 0.13 | 1.34 | 2.18 | -0.98 | 2.31 | 0.49 | 0.37 | 0.28 | 1.88 | 1.69 | 0.12 | 0.74 | 2.76 | -2.02 | 0.60 | 1.00 | 0.67 | 1.36 | 2.66 | -0.04 | 0.24 |
| Standard Deviation(%) | NA | 9.40 | 10.20 | 12.56 | 10.51 | NA | NA | 8.79 | 8.10 | 9.50 | 8.21 | 12.41 | 11.43 | 18.57 | 6.68 | 10.11 | 4.58 | 8.76 | 8.49 | 7.15 | 6.25 | 5.94 | 8.86 | 9.52 | 7.86 | 7.49 | 10.86 | 7.69 | 6.17 | 7.49 | 5.65 | 3.79 | 4.08 |
| Draw Down(%) | NA | 5.75 | 16.59 | 22.56 | 22.56 | NA | NA | 22.56 | 0.61 | 5.75 | 8.60 | 17.20 | 7.67 | 22.56 | 3.46 | 15.02 | 2.12 | 8.01 | 7.70 | 5.20 | 6.01 | 5.29 | 8.82 | 8.64 | 3.93 | 14.46 | 9.84 | 9.05 | 4.78 | 7.15 | 2.90 | 4.75 | 4.45 |
| Yield(%) | NA | 5.60 | 3.77 | 4.06 | 3.95 | NA | NA | 3.99 | NA | 0.76 | 5.64 | 2.90 | 2.27 | 6.59 | 2.15 | 2.90 | 0.26 | 6.79 | 4.24 | 5.20 | 4.52 | 3.80 | 2.85 | 3.71 | 3.59 | 2.76 | 7.54 | 5.03 | 4.12 | 3.01 | 3.20 | 3.10 | 4.77 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-1.04%
Apr 2006 - Apr 2009 |
1.76%
Mar 2015 - Mar 2020 |
3.91%
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 |
|---|---|---|---|---|
| Northeast Utilities Service Company 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
13.81%
Dec 2018 - Dec 2021 |
11.73%
Oct 2002 - Oct 2007 |
7.95%
Apr 2003 - Apr 2013 |
7.42%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart