Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wisconsin Energy Corporation Employee Retirement Savings Plan Tactical Asset Allocation Moderate | NA | -1.30% | -0.10% | 2.62% | 3.00% | 5.55% | 5.74% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wisconsin Energy Corporation Employee Retirement Savings 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 (%) | -0.36 | -1.30 | -0.10 | 2.62 | 3.00 | 5.55 | 5.74 | … | … | 0.74 | 9.49 | -16.09 | 6.91 | 16.25 | 9.67 | -1.91 | 9.13 | 5.08 | -0.07 | 1.60 | 14.94 | 6.88 | 4.45 | 8.07 | 16.01 | -4.40 | 9.42 | 12.20 | 5.21 | 10.86 | 21.95 | 3.82 | 6.49 |
| Sharpe Ratio | NA | 0.33 | -0.28 | 0.37 | 0.42 | NA | NA | … | … | 0.06 | 0.72 | -1.97 | 0.76 | 1.80 | 1.95 | -0.50 | 1.97 | 0.98 | -0.02 | 0.26 | 2.32 | 1.17 | 0.52 | 0.74 | 2.03 | -0.71 | 0.72 | 1.13 | 0.48 | 1.19 | 3.04 | 0.45 | 0.72 |
| Standard Deviation(%) | NA | 7.26 | 8.38 | 7.94 | 6.76 | NA | NA | … | … | 7.16 | 7.28 | 8.86 | 9.02 | 8.90 | 4.24 | 6.39 | 4.31 | 4.97 | 5.11 | 6.06 | 6.44 | 5.84 | 8.53 | 10.77 | 7.84 | 7.50 | 8.88 | 7.90 | 6.26 | 8.32 | 6.98 | 6.08 | 5.79 |
| Draw Down(%) | NA | 6.71 | 18.27 | 18.27 | 18.27 | NA | NA | … | … | 1.47 | 6.71 | 16.75 | 5.64 | 9.97 | 3.05 | 6.84 | 1.76 | 4.00 | 4.35 | 5.89 | 4.73 | 5.47 | 5.77 | 9.13 | 4.78 | 13.54 | 6.23 | 9.87 | 4.52 | 7.99 | 4.07 | 5.53 | 5.22 |
| Yield(%) | NA | 3.94 | 4.02 | 3.76 | 2.86 | NA | NA | … | … | 0.01 | 4.16 | 3.30 | 4.63 | 4.14 | 2.69 | 1.13 | 0.03 | 3.42 | 2.95 | 2.48 | 3.58 | 3.55 | 3.00 | 2.24 | 3.22 | 4.19 | 3.94 | 5.14 | 3.35 | 3.74 | 4.64 | 3.76 | 6.08 |
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 |
|---|---|---|---|---|
| Wisconsin Energy Corporation Employee Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.60%
Dec 2020 – Dec 2023 |
2.18%
Sep 2018 – Sep 2023 |
3.00%
Oct 2013 – Oct 2023 |
4.69%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wisconsin Energy Corporation Employee Retirement Savings Plan Tactical Asset Allocation Moderate |
14.23%
Apr 2003 – Apr 2006 |
12.95%
Oct 2002 – Oct 2007 |
9.35%
Apr 2003 – Apr 2013 |
8.19%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart