Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEXTERA ENERGY INC. EMPLOYEE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 21.44% | 1.11% | 4.48% | 4.75% | 6.58% | 6.17% | 6.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEXTERA ENERGY INC. EMPLOYEE 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 (%) | -1.09 | 21.44 | 1.11 | 4.48 | 4.75 | 6.58 | 6.17 | 6.89 | NA | 2.10 | 12.25 | -14.72 | 9.66 | 11.99 | 15.22 | -5.61 | 9.09 | 5.31 | -0.09 | 7.95 | 14.13 | 14.36 | -1.48 | 13.22 | 27.40 | -23.00 | 5.52 | 12.95 | 7.81 | 15.94 | 24.29 | -1.19 | 4.34 |
| Sharpe Ratio | NA | -0.41 | -0.40 | 0.11 | 0.25 | NA | NA | 0.47 | 0.07 | -0.52 | 0.92 | -1.16 | 1.11 | 0.64 | 1.83 | -0.76 | 2.15 | 0.60 | -0.01 | 1.35 | 2.07 | 1.89 | -0.10 | 1.17 | 1.44 | -1.02 | 0.27 | 1.32 | 0.92 | 2.16 | 3.26 | -0.26 | 0.26 |
| Standard Deviation(%) | NA | 8.51 | 10.66 | 12.29 | 10.23 | NA | NA | 10.92 | 4.39 | 8.56 | 8.65 | 13.90 | 8.65 | 18.40 | 7.53 | 9.10 | 3.94 | 8.57 | 8.10 | 5.89 | 6.83 | 7.58 | 15.02 | 11.26 | 18.90 | 23.37 | 9.36 | 7.35 | 6.14 | 6.93 | 7.23 | 8.68 | 7.68 |
| Draw Down(%) | NA | 7.91 | 20.70 | 23.34 | 23.63 | NA | NA | 38.04 | 0.28 | 7.91 | 8.48 | 21.56 | 4.87 | 23.34 | 3.86 | 12.37 | 1.99 | 8.04 | 7.39 | 4.50 | 6.85 | 6.54 | 15.87 | 8.60 | 18.83 | 36.45 | 6.45 | 7.40 | 4.54 | 6.62 | 6.04 | 13.19 | 8.97 |
| Yield(%) | NA | 7.49 | 6.03 | 6.90 | 5.20 | NA | NA | 4.72 | NA | 0.53 | 7.62 | 3.30 | 11.47 | 7.89 | 2.58 | 3.48 | 0.34 | 4.95 | 3.95 | 4.83 | 3.85 | 4.01 | 2.98 | 4.05 | 3.66 | 3.92 | 7.03 | 5.52 | 4.76 | 4.98 | 3.28 | 4.42 | 5.13 |
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 |
|---|---|---|---|---|
| NEXTERA ENERGY INC. EMPLOYEE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-8.07%
Feb 2006 - Feb 2009 |
-0.69%
Feb 2004 - Feb 2009 |
3.57%
Oct 2013 - Oct 2023 |
4.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEXTERA ENERGY INC. EMPLOYEE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
20.23%
Feb 2009 - Feb 2012 |
16.73%
Feb 2009 - Feb 2014 |
10.33%
Feb 2009 - Feb 2019 |
8.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart