Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALLEGHENY ENERGY EMPLOYEE STOCK OWNERSHIP AND SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 8.64% | 7.55% | 7.82% | 5.31% | 6.65% | 6.99% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLEGHENY ENERGY EMPLOYEE STOCK OWNERSHIP AND 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 | 8.64 | 7.55 | 7.82 | 5.31 | 6.65 | 6.99 | … | … | 1.23 | 21.21 | -9.81 | 11.24 | 24.23 | 9.14 | -3.62 | 11.75 | 5.33 | -3.34 | 0.03 | 14.78 | 7.51 | 2.95 | 6.50 | 18.37 | -3.51 | 9.70 | 14.56 | 3.72 | 12.11 | 22.11 | 5.83 | 7.85 |
| Sharpe Ratio | NA | 1.72 | 0.53 | 1.05 | 0.76 | NA | NA | … | … | 0.15 | 2.25 | -1.14 | 1.19 | 2.84 | 1.49 | -0.67 | 2.25 | 0.99 | -0.59 | 0.00 | 2.06 | 1.25 | 0.38 | 0.55 | 2.22 | -0.80 | 0.72 | 1.55 | 0.25 | 1.38 | 3.45 | 0.94 | 1.20 |
| Standard Deviation(%) | NA | 7.44 | 8.88 | 8.27 | 7.19 | NA | NA | … | … | 6.36 | 7.55 | 9.83 | 9.42 | 8.45 | 5.17 | 7.38 | 4.94 | 5.21 | 5.75 | 6.27 | 7.16 | 5.95 | 7.72 | 11.60 | 8.23 | 5.57 | 9.33 | 7.30 | 6.16 | 8.07 | 6.21 | 5.02 | 4.63 |
| Draw Down(%) | NA | 4.97 | 17.72 | 17.72 | 17.72 | NA | NA | … | … | 1.22 | 4.97 | 16.24 | 5.17 | 8.00 | 2.91 | 9.96 | 2.21 | 3.91 | 8.74 | 6.83 | 5.36 | 5.32 | 5.07 | 10.51 | 4.07 | 8.02 | 6.26 | 8.19 | 5.22 | 6.56 | 2.92 | 5.52 | 3.20 |
| Yield(%) | NA | 13.74 | 9.45 | 6.82 | 4.44 | NA | NA | … | … | 0.89 | 14.08 | 7.03 | 6.62 | 2.65 | 3.29 | 2.69 | 0.36 | 1.74 | 1.52 | 4.09 | 1.95 | 3.43 | 3.68 | 4.18 | 4.90 | 3.79 | 3.54 | 4.11 | 4.09 | 3.17 | 4.53 | 6.15 | 8.18 |
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 |
|---|---|---|---|---|
| ALLEGHENY ENERGY EMPLOYEE STOCK OWNERSHIP AND SAVINGS PLAN Tactical Asset Allocation Moderate |
0.61%
Dec 2013 – Dec 2016 |
1.87%
Dec 2013 – Dec 2018 |
4.85%
Mar 2010 – Mar 2020 |
5.53%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLEGHENY ENERGY EMPLOYEE STOCK OWNERSHIP AND SAVINGS PLAN Tactical Asset Allocation Moderate |
14.68%
Dec 2018 – Dec 2021 |
13.62%
Oct 2002 – Oct 2007 |
10.04%
Apr 2001 – Apr 2011 |
8.23%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart