Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Xcel Energy 401(K) Savings Plan Tactical Asset Allocation Moderate | NA | 21.65% | -0.58% | 6.74% | 6.92% | 8.81% | 8.43% | 8.51% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Xcel Energy 401(K) 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 (%) | -0.76 | 21.65 | -0.58 | 6.74 | 6.92 | 8.81 | 8.43 | 8.51 | NA | 4.47 | 13.89 | -20.88 | 13.91 | 20.93 | 18.37 | -1.70 | 13.41 | 7.17 | 1.24 | 10.13 | 17.79 | 12.44 | 6.81 | 14.64 | 14.94 | -9.22 | 8.92 | 13.70 | 6.45 | 14.29 | 22.03 | -1.37 | 1.14 |
| Sharpe Ratio | NA | -0.06 | -0.40 | 0.20 | 0.42 | NA | NA | 0.68 | 0.04 | -0.22 | 1.04 | -1.44 | 1.29 | 0.98 | 2.48 | -0.28 | 2.50 | 0.81 | 0.14 | 1.35 | 2.32 | 1.68 | 0.49 | 1.37 | 1.63 | -1.22 | 0.61 | 1.27 | 0.64 | 1.66 | 3.20 | -0.36 | -0.17 |
| Standard Deviation(%) | NA | 9.60 | 11.79 | 14.03 | 11.48 | NA | NA | 9.91 | 8.08 | 9.70 | 9.31 | 15.46 | 10.77 | 21.10 | 6.85 | 10.80 | 5.11 | 8.54 | 8.50 | 7.49 | 7.66 | 7.37 | 13.89 | 10.65 | 9.10 | 8.30 | 9.76 | 8.22 | 6.70 | 8.03 | 6.66 | 6.93 | 6.74 |
| Draw Down(%) | NA | 8.17 | 22.59 | 25.48 | 25.48 | NA | NA | 25.48 | 0.56 | 8.14 | 8.53 | 24.81 | 4.49 | 23.45 | 2.91 | 14.55 | 2.64 | 6.26 | 7.53 | 4.66 | 5.57 | 4.82 | 10.06 | 8.29 | 4.29 | 16.58 | 7.11 | 8.72 | 4.84 | 8.05 | 3.76 | 8.78 | 7.32 |
| Yield(%) | NA | 4.40 | 4.09 | 3.92 | 3.95 | NA | NA | 0.00 | NA | 1.38 | 4.57 | 3.62 | 2.41 | 3.97 | 4.63 | 3.71 | 5.05 | 4.45 | 3.33 | 3.45 | 2.99 | 3.91 | 2.16 | 2.18 | 3.36 | 4.66 | 4.20 | 4.10 | 4.34 | 2.78 | 3.53 | 2.04 | 7.67 |
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 |
|---|---|---|---|---|
| Xcel Energy 401(K) Savings Plan Tactical Asset Allocation Moderate |
-2.00%
Dec 2021 - Dec 2024 |
3.64%
Mar 2015 - Mar 2020 |
5.87%
Oct 2013 - Oct 2023 |
7.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Xcel Energy 401(K) Savings Plan Tactical Asset Allocation Moderate |
17.70%
Dec 2018 - Dec 2021 |
14.40%
Jun 2009 - Jun 2014 |
11.26%
Sep 2011 - Sep 2021 |
10.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart