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 Strategic Asset Allocation - Optimal Moderate | NA | 23.84% | 1.51% | 6.10% | 5.90% | 7.39% | 6.67% | 6.80% |
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 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 (%) | -0.95 | 23.84 | 1.51 | 6.10 | 5.90 | 7.39 | 6.67 | 6.80 | NA | 9.30 | 12.55 | -15.90 | 9.62 | 13.88 | 19.74 | -6.04 | 11.97 | 8.08 | -0.52 | 6.14 | 15.65 | 11.96 | -1.41 | 16.13 | 24.40 | -25.30 | 8.38 | 12.78 | 8.29 | 13.87 | 23.66 | -6.63 | 1.39 |
| Sharpe Ratio | NA | 0.50 | -0.21 | 0.22 | 0.41 | NA | NA | 0.46 | 0.03 | 0.35 | 0.93 | -1.17 | 1.16 | 0.74 | 2.79 | -0.83 | 2.72 | 0.94 | -0.07 | 0.93 | 2.11 | 1.49 | -0.10 | 1.31 | 1.35 | -1.15 | 0.56 | 1.23 | 0.88 | 1.66 | 2.67 | -0.64 | -0.08 |
| Standard Deviation(%) | NA | 7.67 | 10.92 | 12.42 | 10.24 | NA | NA | 11.27 | 6.14 | 7.75 | 8.96 | 14.75 | 8.27 | 18.54 | 6.57 | 8.87 | 4.18 | 8.38 | 8.39 | 6.56 | 7.39 | 8.01 | 14.75 | 12.29 | 18.01 | 22.87 | 9.63 | 7.74 | 6.97 | 7.81 | 8.60 | 12.17 | 11.46 |
| Draw Down(%) | NA | 4.22 | 20.77 | 22.55 | 22.55 | NA | NA | 39.12 | 0.53 | 4.17 | 9.21 | 21.56 | 3.43 | 22.55 | 3.04 | 12.48 | 1.54 | 6.30 | 8.21 | 4.91 | 5.86 | 6.61 | 14.70 | 9.00 | 18.20 | 35.74 | 6.31 | 7.84 | 4.71 | 7.12 | 7.54 | 18.20 | 14.69 |
| Yield(%) | NA | 3.10 | 2.36 | 2.29 | 2.11 | NA | NA | 2.54 | NA | 0.98 | 2.58 | 1.83 | 1.85 | 1.98 | 2.65 | 1.81 | 0.45 | 2.73 | 2.24 | 2.38 | 2.39 | 2.81 | 2.32 | 2.39 | 2.96 | 2.71 | 3.29 | 3.01 | 2.73 | 2.79 | 3.13 | 3.20 | 3.12 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.22%
Feb 2006 - Feb 2009 |
-0.93%
Feb 2004 - Feb 2009 |
4.40%
Oct 2013 - Oct 2023 |
4.53%
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 Strategic Asset Allocation - Optimal Moderate |
20.09%
Feb 2009 - Feb 2012 |
16.48%
Feb 2009 - Feb 2014 |
10.52%
Feb 2009 - Feb 2019 |
8.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart