Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DUKE ENERGY RSP FOR LEGACY CINERGY UNION EMPLOYEES (IBEW 1393) Strategic Asset Allocation - Optimal Moderate | NA | 34.27% | 12.71% | 13.03% | 9.11% | 8.88% | 7.33% | 6.57% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUKE ENERGY RSP FOR LEGACY CINERGY UNION EMPLOYEES (IBEW 1393) Strategic Asset Allocation - Optimal 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 (%) | -0.71 | 34.27 | 12.71 | 13.03 | 9.11 | 8.88 | 7.33 | 6.57 | NA | 22.62 | 21.33 | -2.77 | 9.45 | 14.69 | 17.96 | -3.19 | 10.38 | 5.34 | 0.62 | 4.81 | 14.31 | 11.06 | -2.49 | 11.13 | 20.61 | -26.51 | 6.68 | 11.84 | 7.03 | 10.89 | 20.05 | -11.04 | -6.22 |
| Sharpe Ratio | NA | 2.41 | 1.03 | 0.90 | 0.81 | NA | NA | 0.47 | 0.06 | 2.27 | 2.24 | -0.35 | 1.20 | 0.79 | 2.43 | -0.53 | 2.51 | 0.62 | 0.07 | 0.77 | 2.12 | 1.35 | -0.17 | 0.91 | 1.17 | -1.18 | 0.37 | 1.30 | 0.83 | 1.59 | 2.16 | -0.89 | -0.78 |
| Standard Deviation(%) | NA | 7.00 | 9.07 | 11.32 | 9.56 | NA | NA | 10.97 | 6.60 | 7.07 | 7.61 | 11.75 | 7.88 | 18.22 | 6.82 | 8.52 | 3.88 | 8.23 | 8.59 | 6.21 | 6.73 | 8.18 | 14.85 | 12.09 | 17.48 | 23.35 | 9.90 | 6.59 | 5.85 | 6.26 | 8.95 | 13.60 | 10.98 |
| Draw Down(%) | NA | 3.80 | 11.73 | 21.20 | 21.20 | NA | NA | 40.17 | 0.44 | 3.80 | 5.01 | 11.84 | 3.98 | 21.20 | 3.57 | 9.84 | 1.34 | 6.91 | 7.33 | 5.05 | 5.08 | 7.15 | 14.48 | 8.99 | 17.47 | 34.81 | 6.72 | 6.78 | 3.86 | 4.59 | 8.51 | 19.70 | 17.67 |
| Yield(%) | NA | 14.14 | 9.57 | 6.95 | 4.68 | NA | NA | 3.52 | NA | 4.64 | 13.08 | 8.09 | 2.04 | 2.53 | 5.34 | 2.13 | 0.89 | 2.09 | 3.54 | 2.14 | 2.27 | 2.31 | 1.96 | 2.01 | 2.78 | 1.75 | 5.75 | 2.62 | 2.43 | 2.47 | 2.57 | 2.23 | 3.25 |
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 |
|---|---|---|---|---|
| DUKE ENERGY RSP FOR LEGACY CINERGY UNION EMPLOYEES (IBEW 1393) Strategic Asset Allocation - Optimal Moderate |
-9.15%
Feb 2006 - Feb 2009 |
-2.30%
Feb 2004 - Feb 2009 |
3.68%
May 2007 - May 2017 |
3.95%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE ENERGY RSP FOR LEGACY CINERGY UNION EMPLOYEES (IBEW 1393) Strategic Asset Allocation - Optimal Moderate |
16.67%
Feb 2009 - Feb 2012 |
13.86%
Feb 2009 - Feb 2014 |
9.36%
Nov 2014 - Nov 2024 |
9.89%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart