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 - Optimal Moderate | NA | 26.19% | 1.41% | 8.83% | 8.13% | 8.63% | 7.45% | 6.58% |
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 - 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 (%) | -1.01 | 26.19 | 1.41 | 8.83 | 8.13 | 8.63 | 7.45 | 6.58 | NA | 10.50 | 13.01 | -17.37 | 6.79 | 30.18 | 25.43 | -3.93 | 14.33 | 5.03 | 2.92 | 4.15 | 16.13 | 11.45 | 0.70 | 12.84 | 23.75 | -25.02 | 8.57 | 10.34 | 7.32 | 12.81 | 20.29 | -11.30 | -9.22 |
| Sharpe Ratio | NA | 0.52 | -0.18 | 0.36 | 0.56 | NA | NA | 0.43 | 0.05 | 0.37 | 0.90 | -1.19 | 0.63 | 1.59 | 2.91 | -0.50 | 2.81 | 0.57 | 0.33 | 0.60 | 2.26 | 1.43 | 0.05 | 1.11 | 1.45 | -1.18 | 0.58 | 0.93 | 0.85 | 1.78 | 2.36 | -0.99 | -0.78 |
| Standard Deviation(%) | NA | 10.56 | 12.36 | 13.66 | 11.31 | NA | NA | 11.58 | 10.42 | 10.63 | 9.68 | 15.81 | 10.83 | 18.86 | 8.25 | 10.43 | 4.88 | 8.40 | 8.73 | 6.89 | 7.12 | 7.96 | 14.82 | 11.49 | 16.30 | 22.00 | 9.58 | 7.62 | 6.05 | 6.68 | 8.30 | 12.53 | 14.77 |
| Draw Down(%) | NA | 6.05 | 22.73 | 24.44 | 24.44 | NA | NA | 37.08 | 0.91 | 6.05 | 9.71 | 23.49 | 8.46 | 19.97 | 4.05 | 12.33 | 2.05 | 7.76 | 7.48 | 5.01 | 5.61 | 6.72 | 13.39 | 8.82 | 16.38 | 33.99 | 6.41 | 7.82 | 4.11 | 6.37 | 7.68 | 19.15 | 25.25 |
| Yield(%) | NA | 2.34 | 3.64 | 3.35 | 3.38 | NA | NA | 3.16 | NA | 0.53 | 2.11 | 3.31 | 5.09 | 2.95 | 5.05 | 3.71 | 0.41 | 2.01 | 5.22 | 3.84 | 2.92 | 2.54 | 2.23 | 2.16 | 3.04 | 3.75 | 6.23 | 5.47 | 3.04 | 2.97 | 1.78 | 0.95 | 1.34 |
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 - Optimal Moderate |
-8.01%
Feb 2006 - Feb 2009 |
-1.36%
Feb 2004 - Feb 2009 |
4.59%
Feb 2001 - Feb 2011 |
4.84%
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 - Optimal Moderate |
20.37%
Dec 2018 - Dec 2021 |
15.72%
Feb 2009 - Feb 2014 |
11.22%
Sep 2011 - Sep 2021 |
10.16%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart