Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NSARO (NSTAR Electric Company) | NA | 3.85% | 0.96% | 0.01% | 3.02% | 4.16% | 4.85% | … | … |
Data as of 10/09/2025, Common starting date is 02/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NSARO (NSTAR Electric Company) | 02/24/1999 | 10/09/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.85 | 0.96 | 0.01 | 3.02 | 4.16 | 4.85 | … | … | 5.75 | 8.61 | -9.43 | -6.18 | 0.67 | 5.51 | 6.90 | 3.86 | 10.61 | 4.58 | 5.08 | 6.22 | 2.13 | 11.37 | 15.46 | 16.77 | 15.65 | -10.72 | 1.73 | 11.59 | 3.60 | 17.95 | 11.46 | 8.37 | 16.52 | -3.17 | -8.30 |
| Sharpe Ratio | NA | 0.10 | -0.09 | -0.10 | 0.08 | NA | NA | … | … | 0.18 | 0.18 | -0.39 | -0.38 | 0.08 | 0.49 | 0.20 | 0.31 | 1.20 | 0.41 | 0.56 | 0.15 | 0.17 | 0.44 | 0.41 | 0.49 | 0.55 | -0.20 | -0.06 | 0.24 | 0.03 | 0.33 | 0.20 | 0.45 | 0.72 | -0.18 | -1.03 |
| Standard Deviation(%) | NA | 22.68 | 27.19 | 22.41 | 18.81 | NA | NA | … | … | 25.57 | 11.26 | 34.98 | 20.05 | 8.33 | 10.64 | 27.34 | 8.16 | 8.36 | 10.60 | 9.03 | 41.39 | 12.22 | 25.90 | 37.86 | 34.28 | 28.32 | 57.52 | 20.76 | 35.47 | 55.29 | 51.63 | 53.78 | 16.14 | 19.99 | 40.20 | 12.48 |
| Draw Down(%) | NA | 18.31 | 23.94 | 24.49 | 26.34 | NA | NA | … | … | 18.31 | 3.76 | 23.94 | 14.54 | 4.76 | 5.32 | 20.48 | 3.88 | 3.65 | 7.60 | 4.26 | 24.00 | 9.08 | 11.34 | 21.69 | 11.81 | 17.65 | 29.90 | 10.47 | 20.63 | 23.41 | 24.59 | 28.22 | 8.03 | 8.14 | 20.92 | 13.34 |
| Yield(%) | 0.00 | 5.72 | 4.29 | 3.73 | 4.45 | 4.92 | 5.21 | … | … | 4.37 | 4.54 | 5.21 | 4.66 | 2.26 | 4.61 | 4.71 | 4.66 | 4.91 | 4.90 | 4.90 | 4.95 | 4.81 | 5.11 | 5.58 | 5.78 | 6.67 | 5.61 | 5.40 | 5.68 | 5.55 | 6.04 | 6.44 | 6.53 | 7.08 | 6.38 | 4.20 |
Data as of 10/09/2025, Common starting date is 02/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSARO (NSTAR Electric Company) |
-6.31%
Jan 2021 – Jan 2024 |
-2.13%
Jan 2019 – Jan 2024 |
2.00%
Apr 2015 – Apr 2025 |
3.14%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSARO (NSTAR Electric Company) |
20.17%
May 2000 – May 2003 |
17.15%
Feb 2000 – Feb 2005 |
10.49%
Jul 2004 – Jul 2014 |
9.32%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart