Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| To the Participants and Administrator of the Constellation Energy Group, Inc.Employee Savings Plan Tactical Asset Allocation Moderate | NA | 19.09% | 7.58% | 8.20% | 7.45% | 9.03% | 9.38% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| To the Participants and Administrator of the Constellation Energy Group, Inc.Employee 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 (%) | -0.63 | 19.09 | 7.58 | 8.20 | 7.45 | 9.03 | 9.38 | … | … | 2.84 | 26.84 | -6.01 | 4.45 | 15.90 | 18.60 | -2.79 | 12.95 | 9.39 | 2.38 | 3.36 | 20.43 | 12.30 | 4.01 | 13.23 | 15.63 | 2.36 | 10.97 | 13.70 | 7.18 | 13.29 | 13.67 | 0.22 | -3.98 |
| Sharpe Ratio | NA | 2.53 | 0.65 | 0.77 | 0.71 | NA | NA | … | … | 0.37 | 2.85 | -0.55 | 0.43 | 0.84 | 2.37 | -0.41 | 2.41 | 0.98 | 0.27 | 0.41 | 2.87 | 1.51 | 0.26 | 1.34 | 1.80 | 7.45 | 0.83 | 1.41 | 0.80 | 1.66 | 1.81 | -0.24 | -1.48 |
| Standard Deviation(%) | NA | 7.79 | 10.65 | 12.14 | 10.48 | NA | NA | … | … | 6.86 | 7.94 | 13.34 | 10.25 | 18.54 | 7.25 | 10.00 | 5.11 | 9.40 | 8.87 | 8.11 | 7.10 | 8.10 | 15.32 | 9.83 | 8.63 | 0.19 | 9.61 | 7.41 | 6.23 | 7.43 | 7.17 | 3.74 | 4.26 |
| Draw Down(%) | NA | 4.62 | 18.23 | 21.04 | 21.04 | NA | NA | … | … | 1.31 | 4.62 | 14.86 | 7.20 | 21.04 | 3.55 | 13.36 | 2.60 | 9.65 | 7.59 | 7.17 | 3.54 | 5.72 | 13.91 | 7.32 | 4.46 | 0.18 | 7.40 | 8.19 | 4.87 | 6.55 | 4.25 | 4.59 | 8.03 |
| Yield(%) | NA | 13.85 | 9.92 | 8.36 | 6.85 | NA | NA | … | … | 0.91 | 14.15 | 9.00 | 5.55 | 7.95 | 4.30 | 4.43 | 6.17 | 4.49 | 6.74 | 4.86 | 3.64 | 5.00 | 5.15 | 5.58 | 3.28 | 2.55 | 6.61 | 6.40 | 3.65 | 3.31 | 2.99 | 4.41 | 3.03 |
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 |
|---|---|---|---|---|
| To the Participants and Administrator of the Constellation Energy Group, Inc.Employee Savings Plan T |
2.76%
Sep 2019 – Sep 2022 |
4.05%
Sep 2017 – Sep 2022 |
6.69%
Sep 2012 – Sep 2022 |
7.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| To the Participants and Administrator of the Constellation Energy Group, Inc.Employee Savings Plan T |
14.67%
Apr 2003 – Apr 2006 |
13.63%
Feb 2009 – Feb 2014 |
11.52%
Sep 2003 – Sep 2013 |
10.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart