Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NSTAR Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 24.34% | 3.58% | 9.36% | 6.62% | 7.24% | 5.96% | 5.93% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NSTAR 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 (%) | -0.75 | 24.34 | 3.58 | 9.36 | 6.62 | 7.24 | 5.96 | 5.93 | NA | 9.91 | 13.96 | -10.39 | 8.72 | 22.32 | 15.81 | -6.70 | 11.12 | 0.08 | 2.50 | -0.94 | 16.06 | 11.92 | 0.03 | 12.07 | 25.00 | -25.05 | 4.87 | 8.63 | 5.06 | 8.29 | 17.55 | -5.32 | 2.12 |
| Sharpe Ratio | NA | 0.52 | 0.05 | 0.50 | 0.47 | NA | NA | 0.44 | 0.07 | 0.38 | 1.23 | -0.94 | 0.89 | 1.25 | 1.94 | -0.84 | 2.21 | -0.01 | 0.31 | -0.13 | 2.47 | 1.89 | 0.00 | 1.15 | 1.77 | -1.42 | 0.26 | 1.00 | 0.55 | 1.23 | 2.38 | -0.65 | -0.02 |
| Standard Deviation(%) | NA | 8.61 | 9.93 | 11.88 | 10.06 | NA | NA | 9.79 | 8.16 | 8.64 | 7.92 | 12.57 | 9.80 | 17.67 | 7.44 | 9.59 | 4.74 | 8.59 | 7.98 | 7.07 | 6.49 | 6.29 | 11.86 | 10.38 | 14.06 | 18.27 | 7.33 | 5.37 | 5.28 | 5.96 | 7.07 | 9.92 | 8.95 |
| Draw Down(%) | NA | 5.94 | 16.05 | 20.63 | 20.63 | NA | NA | 35.36 | 0.60 | 5.94 | 7.37 | 16.83 | 7.16 | 19.91 | 4.54 | 13.14 | 2.87 | 8.59 | 7.53 | 7.26 | 5.50 | 5.35 | 10.84 | 8.39 | 12.47 | 33.17 | 4.70 | 4.96 | 3.38 | 5.08 | 5.02 | 13.34 | 11.06 |
| Yield(%) | NA | 4.18 | 3.40 | 3.59 | 3.29 | NA | NA | 3.55 | NA | 0.53 | 4.43 | 2.36 | 3.97 | 4.92 | 1.68 | 4.95 | 0.27 | 1.84 | 4.09 | 3.90 | 3.48 | 2.61 | 2.42 | 2.21 | 2.56 | 2.38 | 7.77 | 6.41 | 5.40 | 3.23 | 3.47 | 2.86 | 3.96 |
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 |
|---|---|---|---|---|
| NSTAR Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-8.30%
Feb 2006 - Feb 2009 |
-2.68%
Feb 2004 - Feb 2009 |
3.81%
Dec 2006 - Dec 2016 |
3.93%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSTAR Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.23%
Feb 2009 - Feb 2012 |
14.73%
Feb 2009 - Feb 2014 |
8.48%
Feb 2009 - Feb 2019 |
8.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart