Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nisource Retirement Savings Plan for Union Employees Tactical Asset Allocation Moderate | NA | 21.63% | -0.05% | 3.64% | 4.39% | 5.34% | 5.83% | 6.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nisource Retirement Savings Plan for Union Employees 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 | 21.63 | -0.05 | 3.64 | 4.39 | 5.34 | 5.83 | 6.47 | NA | 7.34 | 10.08 | -16.55 | 8.81 | 8.81 | 9.12 | -2.19 | 9.45 | 8.85 | -1.10 | 2.45 | 14.29 | 3.11 | 7.85 | 6.97 | 11.80 | 3.02 | 6.04 | 11.72 | 2.34 | 9.28 | 15.61 | 5.87 | 7.18 |
| Sharpe Ratio | NA | 0.21 | -0.38 | 0.07 | 0.28 | NA | NA | 0.67 | 0.07 | 0.07 | 0.72 | -1.85 | 0.84 | 0.67 | 1.84 | -0.48 | 1.71 | 1.78 | -0.22 | 0.41 | 2.20 | 0.69 | 1.02 | 0.77 | 1.91 | 0.35 | 0.41 | 1.25 | 0.03 | 1.31 | 2.84 | 1.00 | 0.88 |
| Standard Deviation(%) | NA | 10.10 | 9.36 | 10.40 | 8.29 | NA | NA | 7.20 | 8.24 | 10.13 | 8.15 | 9.70 | 10.49 | 12.86 | 4.20 | 7.35 | 5.16 | 4.86 | 5.08 | 5.89 | 6.48 | 4.45 | 7.66 | 8.95 | 6.12 | 5.94 | 7.52 | 6.76 | 5.19 | 6.37 | 5.25 | 4.77 | 5.52 |
| Draw Down(%) | NA | 7.99 | 16.92 | 21.31 | 21.31 | NA | NA | 21.31 | 0.67 | 7.99 | 7.52 | 17.33 | 6.10 | 17.21 | 2.49 | 8.37 | 3.49 | 3.12 | 5.05 | 4.33 | 4.65 | 4.09 | 5.04 | 7.47 | 3.33 | 4.84 | 6.07 | 6.82 | 3.69 | 6.19 | 3.76 | 3.43 | 4.71 |
| Yield(%) | NA | 4.18 | 4.80 | 3.93 | 2.89 | NA | NA | 4.22 | NA | 0.77 | 3.93 | 3.42 | 6.41 | 2.91 | 3.01 | 2.36 | 0.28 | 1.85 | 2.02 | 2.34 | 4.19 | 5.77 | 4.64 | 5.06 | 5.36 | 4.51 | 5.60 | 5.02 | 4.01 | 4.41 | 4.06 | 6.89 | 8.31 |
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 Retirement Savings Plan for Union Employees Tactical Asset Allocation Moderate |
-1.38%
Apr 2021 - Apr 2024 |
0.96%
May 2018 - May 2023 |
2.75%
Oct 2013 - Oct 2023 |
4.58%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nisource Retirement Savings Plan for Union Employees Tactical Asset Allocation Moderate |
10.52%
Jun 2002 - Jun 2005 |
9.74%
Jun 2002 - Jun 2007 |
8.42%
Apr 2001 - Apr 2011 |
7.69%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart