Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DUQUESNE LIGHT HOLDINGS INC. 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.19% | 3.66% | 7.93% | 6.77% | 8.43% | 8.75% | 8.91% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUQUESNE LIGHT HOLDINGS INC. 401K RETIREMENT 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 (%) | -1.01 | 21.19 | 3.66 | 7.93 | 6.77 | 8.43 | 8.75 | 8.91 | NA | 8.16 | 13.30 | -11.18 | 14.17 | 12.37 | 18.89 | -5.81 | 10.98 | 9.55 | -1.89 | 9.16 | 17.35 | 11.33 | 2.06 | 17.69 | 15.02 | 0.24 | 8.20 | 14.09 | 8.53 | 13.19 | 24.42 | 3.68 | -2.25 |
| Sharpe Ratio | NA | 0.36 | -0.03 | 0.34 | 0.45 | NA | NA | 0.75 | 0.07 | 0.18 | 1.12 | -0.86 | 1.36 | 0.62 | 2.54 | -0.74 | 2.33 | 1.08 | -0.22 | 1.24 | 2.23 | 1.39 | 0.13 | 1.44 | 1.52 | -0.12 | 0.51 | 1.29 | 0.93 | 1.60 | 3.42 | 0.47 | -0.62 |
| Standard Deviation(%) | NA | 8.51 | 10.81 | 13.03 | 10.76 | NA | NA | 9.71 | 6.90 | 8.62 | 8.11 | 14.54 | 10.38 | 19.72 | 6.89 | 9.61 | 4.44 | 8.69 | 8.72 | 7.37 | 7.77 | 8.09 | 15.20 | 12.22 | 9.82 | 5.74 | 10.25 | 8.40 | 6.86 | 7.65 | 6.94 | 5.53 | 7.32 |
| Draw Down(%) | NA | 5.39 | 15.16 | 23.09 | 23.09 | NA | NA | 23.09 | 0.49 | 5.39 | 7.67 | 16.38 | 4.23 | 23.09 | 3.05 | 13.30 | 2.04 | 6.17 | 8.93 | 4.68 | 5.21 | 5.77 | 13.71 | 8.44 | 4.95 | 5.43 | 7.26 | 9.59 | 5.31 | 7.43 | 2.83 | 3.26 | 9.41 |
| Yield(%) | NA | 2.33 | 2.13 | 2.04 | 2.03 | NA | NA | 0.00 | NA | 1.48 | 2.33 | 1.65 | 1.47 | 2.13 | 2.48 | 1.59 | 2.31 | 1.81 | 1.79 | 1.85 | 1.53 | 2.53 | 2.06 | 2.50 | 3.96 | 4.38 | 3.35 | 2.83 | 2.49 | 2.52 | 3.98 | 6.01 | 5.08 |
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 |
|---|---|---|---|---|
| DUQUESNE LIGHT HOLDINGS INC. 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.82%
Mar 2017 - Mar 2020 |
2.68%
Mar 2015 - Mar 2020 |
5.70%
Oct 2013 - Oct 2023 |
7.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUQUESNE LIGHT HOLDINGS INC. 401K RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.78%
Apr 2003 - Apr 2006 |
13.98%
Oct 2002 - Oct 2007 |
11.70%
Apr 2001 - Apr 2011 |
10.54%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart