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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.83% | 2.06% | 9.74% | 8.09% | 8.28% | 7.27% | 6.68% |
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 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 (%) | -0.82 | 22.83 | 2.06 | 9.74 | 8.09 | 8.28 | 7.27 | 6.68 | NA | 8.38 | 12.68 | -13.51 | 4.03 | 34.53 | 23.36 | -5.47 | 16.51 | 3.25 | 2.18 | 1.41 | 14.55 | 10.11 | 2.77 | 11.80 | 21.28 | -22.10 | 8.84 | 10.37 | 7.18 | 9.55 | 14.76 | -6.42 | -3.27 |
| Sharpe Ratio | NA | 0.36 | -0.13 | 0.41 | 0.56 | NA | NA | 0.50 | 0.08 | 0.18 | 0.87 | -0.97 | 0.33 | 1.83 | 2.73 | -0.66 | 3.04 | 0.35 | 0.24 | 0.19 | 2.25 | 1.77 | 0.26 | 1.22 | 1.72 | -1.18 | 0.71 | 1.04 | 0.98 | 1.53 | 2.44 | -0.90 | -0.69 |
| Standard Deviation(%) | NA | 10.07 | 12.00 | 13.62 | 11.31 | NA | NA | 10.18 | 9.38 | 10.14 | 9.65 | 15.36 | 11.98 | 18.71 | 8.04 | 10.23 | 5.22 | 8.77 | 8.93 | 7.25 | 6.45 | 5.67 | 10.44 | 9.61 | 12.30 | 19.53 | 8.20 | 6.82 | 5.12 | 5.64 | 5.78 | 8.31 | 8.11 |
| Draw Down(%) | NA | 5.95 | 19.19 | 21.82 | 21.82 | NA | NA | 32.72 | 0.66 | 5.95 | 9.27 | 19.88 | 9.31 | 19.34 | 4.28 | 13.29 | 2.80 | 8.51 | 8.88 | 5.71 | 5.80 | 4.57 | 8.77 | 7.41 | 12.77 | 32.10 | 5.38 | 7.68 | 3.47 | 5.72 | 5.47 | 12.84 | 12.51 |
| Yield(%) | NA | 2.60 | 4.13 | 3.56 | 3.35 | NA | NA | 3.38 | NA | 0.75 | 2.60 | 3.29 | 5.48 | 2.94 | 4.28 | 3.25 | 0.42 | 3.01 | 4.63 | 2.97 | 2.27 | 3.15 | 2.64 | 2.72 | 3.56 | 4.07 | 6.24 | 5.74 | 3.81 | 3.04 | 2.26 | 1.36 | 3.22 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.56%
Feb 2006 - Feb 2009 |
-0.41%
Feb 2004 - Feb 2009 |
4.75%
Feb 2006 - Feb 2016 |
4.73%
Feb 2001 - Feb 2016 |
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 Strategic Asset Allocation - Equal Weight Moderate |
19.96%
Dec 2018 - Dec 2021 |
14.96%
Feb 2016 - Feb 2021 |
10.29%
Sep 2011 - Sep 2021 |
9.59%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart