Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PROGRESS ENERGY 401(k) SAVINGS & STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | NA | 1.98% | 6.13% | 7.64% | 6.73% | 9.06% | 9.42% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROGRESS ENERGY 401(k) SAVINGS & STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.86 | 1.98 | 6.13 | 7.64 | 6.73 | 9.06 | 9.42 | … | … | 1.88 | 12.21 | -8.84 | 16.62 | 14.30 | 20.39 | -4.30 | 13.69 | 7.51 | 0.02 | 7.94 | 13.55 | 14.93 | 1.98 | 14.40 | 24.28 | 2.60 | 10.85 | 18.06 | 7.80 | 12.28 | 13.96 | 1.87 | 5.31 |
| Sharpe Ratio | NA | 0.69 | 0.49 | 0.71 | 0.70 | NA | NA | … | … | 0.21 | 0.98 | -0.83 | 1.81 | 0.77 | 3.57 | -0.63 | 3.29 | 0.90 | 0.00 | 1.07 | 1.91 | 2.06 | 0.12 | 1.17 | 2.13 | 0.28 | 0.79 | 1.94 | 0.83 | 1.34 | 2.25 | 0.14 | 0.52 |
| Standard Deviation(%) | NA | 8.09 | 9.92 | 11.50 | 9.76 | NA | NA | … | … | 7.68 | 8.11 | 12.29 | 9.19 | 18.18 | 5.31 | 8.84 | 3.97 | 8.09 | 8.87 | 7.40 | 7.07 | 7.24 | 15.87 | 12.26 | 11.38 | 5.92 | 9.91 | 7.63 | 6.76 | 8.43 | 5.89 | 5.30 | 5.79 |
| Draw Down(%) | NA | 6.66 | 14.69 | 20.99 | 20.99 | NA | NA | … | … | 1.63 | 6.66 | 14.69 | 4.00 | 20.99 | 2.06 | 11.17 | 1.33 | 6.59 | 9.66 | 6.11 | 8.10 | 4.99 | 13.81 | 8.83 | 4.90 | 5.01 | 6.69 | 6.45 | 4.18 | 9.96 | 4.46 | 4.74 | 4.10 |
| Yield(%) | NA | 4.58 | 3.74 | 4.43 | 4.75 | NA | NA | … | … | 0.00 | 4.85 | 2.11 | 4.38 | 6.09 | 5.14 | 4.30 | 3.80 | 5.92 | 6.51 | 5.02 | 3.70 | 4.74 | 2.68 | 4.73 | 6.01 | 9.06 | 7.02 | 5.92 | 4.85 | 3.51 | 4.55 | 6.06 | 8.03 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROGRESS ENERGY 401(k) SAVINGS & STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
4.16%
Mar 2017 – Mar 2020 |
4.08%
Mar 2015 – Mar 2020 |
6.73%
Oct 2013 – Oct 2023 |
8.50%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROGRESS ENERGY 401(k) SAVINGS & STOCK OWNERSHIP PLAN Tactical Asset Allocation Moderate |
17.08%
Dec 2018 – Dec 2021 |
15.08%
Apr 2005 – Apr 2010 |
12.81%
Apr 2003 – Apr 2013 |
11.12%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart