Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE UNITED ILLUMINATING COMPANY 401K EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 22.80% | -2.27% | 3.96% | 4.14% | 4.40% | 5.27% | 5.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE UNITED ILLUMINATING COMPANY 401K EMPLOYEE STOCK OWNERSHIP 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 (%) | -1.18 | 22.80 | -2.27 | 3.96 | 4.14 | 4.40 | 5.27 | 5.41 | NA | 11.79 | 4.96 | -18.22 | 3.21 | 19.42 | 6.55 | -0.27 | 16.75 | 5.41 | -3.57 | -0.26 | 14.68 | 3.66 | 1.56 | 2.59 | 8.26 | 2.51 | 9.87 | 12.34 | 4.03 | 11.35 | 13.31 | -0.04 | 1.45 |
| Sharpe Ratio | NA | 0.67 | -0.42 | 0.08 | 0.29 | NA | NA | 0.52 | 0.07 | 0.48 | 0.08 | -1.69 | 0.26 | 1.94 | 1.14 | -0.20 | 2.91 | 1.13 | -0.66 | -0.04 | 2.12 | 0.75 | 0.15 | 0.25 | 1.09 | 0.44 | 0.69 | 1.17 | 0.33 | 1.52 | 2.47 | -0.39 | -0.79 |
| Standard Deviation(%) | NA | 10.65 | 10.39 | 10.73 | 8.61 | NA | NA | 7.64 | 11.09 | 10.73 | 8.57 | 11.60 | 12.34 | 9.89 | 4.53 | 7.92 | 5.55 | 4.62 | 5.48 | 6.32 | 6.90 | 4.80 | 10.19 | 10.20 | 7.49 | 3.58 | 9.99 | 7.74 | 5.67 | 6.84 | 5.12 | 2.95 | 1.08 |
| Draw Down(%) | NA | 5.86 | 21.50 | 25.64 | 25.64 | NA | NA | 25.64 | 0.93 | 5.86 | 8.76 | 19.03 | 9.25 | 9.13 | 4.36 | 8.27 | 2.79 | 2.99 | 5.34 | 5.68 | 4.93 | 4.62 | 9.80 | 10.16 | 4.08 | 1.85 | 7.31 | 8.93 | 4.22 | 6.68 | 3.39 | 2.49 | 1.35 |
| Yield(%) | NA | 2.62 | 4.45 | 4.03 | 3.21 | NA | NA | 3.00 | NA | 0.44 | 2.87 | 3.46 | 6.59 | 3.25 | 5.43 | 2.33 | 0.19 | 3.40 | 1.38 | 3.14 | 1.62 | 2.51 | 1.85 | 2.54 | 3.20 | 3.04 | 5.52 | 5.97 | 3.24 | 2.57 | 1.77 | 0.38 | 2.25 |
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 |
|---|---|---|---|---|
| THE UNITED ILLUMINATING COMPANY 401K EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
-4.61%
Jan 2021 - Jan 2024 |
-0.32%
Sep 2018 - Sep 2023 |
2.22%
Oct 2013 - Oct 2023 |
3.41%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE UNITED ILLUMINATING COMPANY 401K EMPLOYEE STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
11.88%
Oct 2004 - Oct 2007 |
10.59%
Oct 2002 - Oct 2007 |
7.36%
Sep 2003 - Sep 2013 |
7.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart