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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.90% | 2.32% | 7.67% | 6.18% | 6.76% | 6.46% | 6.90% |
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 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 (%) | -1.02 | 20.90 | 2.32 | 7.67 | 6.18 | 6.76 | 6.46 | 6.90 | NA | 7.96 | 11.23 | -11.83 | 2.99 | 26.03 | 15.34 | -6.61 | 11.22 | 4.59 | 1.77 | 2.80 | 14.36 | 11.93 | -2.65 | 12.61 | 22.41 | -22.42 | 7.35 | 14.87 | 8.75 | 11.95 | 22.67 | -4.11 | 6.66 |
| Sharpe Ratio | NA | 0.28 | -0.16 | 0.34 | 0.42 | NA | NA | 0.52 | 0.06 | 0.17 | 0.87 | -1.00 | 0.29 | 1.48 | 2.18 | -0.89 | 2.24 | 0.48 | 0.21 | 0.41 | 2.20 | 1.91 | -0.23 | 1.42 | 1.52 | -1.22 | 0.48 | 1.74 | 1.12 | 1.32 | 2.77 | -0.51 | 0.49 |
| Standard Deviation(%) | NA | 8.20 | 10.15 | 12.00 | 10.06 | NA | NA | 10.03 | 7.76 | 8.25 | 8.04 | 13.27 | 10.19 | 17.47 | 6.39 | 8.88 | 4.72 | 9.13 | 8.20 | 6.72 | 6.52 | 6.20 | 11.67 | 8.80 | 14.72 | 19.09 | 9.03 | 6.68 | 5.89 | 8.33 | 7.95 | 10.23 | 8.92 |
| Draw Down(%) | NA | 5.92 | 19.89 | 22.10 | 22.10 | NA | NA | 36.19 | 0.62 | 5.92 | 8.09 | 20.12 | 7.27 | 19.81 | 3.45 | 12.82 | 2.80 | 8.38 | 7.32 | 5.07 | 6.33 | 4.72 | 12.06 | 6.67 | 16.61 | 32.21 | 6.13 | 6.63 | 3.76 | 6.46 | 9.06 | 19.71 | 12.59 |
| Yield(%) | NA | 4.02 | 3.58 | 3.54 | 2.97 | NA | NA | 3.76 | NA | 0.81 | 4.03 | 3.43 | 2.63 | 4.09 | 2.75 | 3.65 | 0.31 | 1.94 | 3.45 | 2.70 | 4.65 | 3.53 | 3.12 | 4.12 | 3.08 | 5.12 | 4.69 | 7.50 | 4.54 | 6.45 | 2.39 | 3.00 | 4.55 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.63%
Feb 2006 - Feb 2009 |
-0.05%
Feb 2004 - Feb 2009 |
4.54%
Nov 2006 - Nov 2016 |
4.03%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nisource Retirement Savings Plan for Union Employees Strategic Asset Allocation - Equal Weight Moderate |
18.07%
Mar 2003 - Mar 2006 |
14.58%
Feb 2009 - Feb 2014 |
8.98%
Feb 2009 - Feb 2019 |
8.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart