Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NICOR GAS SAVINGS INVESTMENT PLAN AND THRIFT MASTER TRUST Tactical Asset Allocation Moderate | NA | -2.82% | 8.95% | 6.06% | 9.65% | 7.99% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NICOR GAS SAVINGS INVESTMENT PLAN AND THRIFT MASTER TRUST Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.29 | -2.82 | 8.95 | 6.06 | 9.65 | 7.99 | NA | … | … | 14.64 | -3.72 | 12.92 | 17.90 | -3.39 | 3.80 | 26.50 | 11.40 | -0.20 | 17.63 | -7.01 | -2.59 | 6.06 | 14.56 | 8.54 | 16.00 | 22.12 | -3.10 | -0.31 |
| Sharpe Ratio | NA | 0.90 | 0.79 | 0.61 | 0.69 | NA | NA | … | … | 1.36 | -0.38 | 1.42 | 1.57 | -0.31 | 0.33 | 2.37 | 0.89 | -0.01 | 1.19 | -0.46 | -0.28 | 0.26 | 1.35 | 0.82 | 1.88 | 2.66 | -0.86 | -0.68 |
| Standard Deviation(%) | NA | 10.17 | 10.80 | 11.02 | 13.15 | NA | NA | … | … | 9.85 | 13.40 | 8.64 | 11.26 | 11.16 | 11.61 | 11.16 | 12.74 | 22.09 | 14.68 | 15.32 | 12.45 | 11.67 | 8.38 | 7.73 | 7.99 | 8.05 | 4.89 | 3.88 |
| Draw Down(%) | NA | 6.49 | 15.01 | 15.01 | 19.40 | NA | NA | … | … | 5.25 | 15.01 | 3.31 | 7.23 | 9.82 | 9.80 | 5.46 | 10.93 | 19.40 | 12.39 | 20.94 | 18.33 | 8.01 | 8.47 | 4.96 | 5.92 | 5.12 | 7.39 | 5.63 |
| Yield(%) | NA | 0.82 | 2.52 | 3.72 | 3.09 | NA | NA | … | … | 0.64 | 0.42 | 2.96 | 4.62 | 8.09 | 2.73 | 4.42 | 2.54 | 2.48 | 2.77 | 1.24 | 6.56 | 3.38 | 4.39 | 3.24 | 2.10 | 1.60 | 2.06 | 2.08 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| NICOR GAS SAVINGS INVESTMENT PLAN AND THRIFT MASTER TRUST Tactical Asset Allocation Moderate |
-3.71%
Apr 2006 – Apr 2009 |
1.18%
May 2007 – May 2012 |
5.37%
Jan 2006 – Jan 2016 |
6.61%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NICOR GAS SAVINGS INVESTMENT PLAN AND THRIFT MASTER TRUST Tactical Asset Allocation Moderate |
19.40%
Apr 2003 – Apr 2006 |
14.19%
Jun 2009 – Jun 2014 |
10.42%
Apr 2009 – Apr 2019 |
9.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart