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 Strategic Asset Allocation – Equal Weight Moderate | NA | 14.59% | 6.37% | 6.40% | 4.98% | 7.06% | 6.13% | … | … |
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 Strategic Asset Allocation – Equal Weight 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 (%) | -0.31 | 14.59 | 6.37 | 6.40 | 4.98 | 7.06 | 6.13 | … | … | 2.07 | 21.37 | -4.01 | 4.31 | 12.37 | 13.92 | -5.95 | 11.76 | 4.82 | 1.94 | 0.52 | 13.81 | 11.42 | -0.97 | 10.61 | 24.04 | -19.76 | 8.69 | 11.27 | 6.82 | 10.22 | 24.88 | -2.66 | 1.37 |
| Sharpe Ratio | NA | 1.88 | 0.56 | 0.60 | 0.52 | NA | NA | … | … | 0.28 | 2.26 | -0.42 | 0.48 | 0.63 | 1.83 | -0.83 | 2.32 | 0.51 | 0.22 | 0.07 | 2.10 | 1.74 | -0.08 | 1.07 | 1.52 | -1.12 | 0.74 | 1.25 | 0.82 | 1.31 | 2.96 | -0.35 | -0.11 |
| Standard Deviation(%) | NA | 7.43 | 9.89 | 11.98 | 10.14 | NA | NA | … | … | 6.39 | 7.59 | 12.70 | 8.95 | 19.41 | 6.84 | 8.80 | 4.80 | 8.96 | 8.72 | 7.17 | 6.56 | 6.52 | 12.04 | 9.80 | 15.72 | 18.51 | 7.65 | 6.41 | 5.70 | 7.07 | 8.17 | 10.61 | 8.66 |
| Draw Down(%) | NA | 5.07 | 16.31 | 23.77 | 23.77 | NA | NA | … | … | 1.07 | 5.07 | 12.97 | 6.60 | 23.77 | 3.72 | 12.66 | 1.71 | 8.27 | 7.79 | 6.56 | 4.79 | 5.22 | 13.26 | 8.88 | 17.53 | 31.68 | 5.68 | 6.82 | 4.31 | 6.32 | 7.35 | 16.71 | 11.74 |
| Yield(%) | NA | 13.47 | 9.02 | 6.10 | 4.33 | NA | NA | … | … | 0.86 | 13.86 | 9.08 | 3.37 | 2.18 | 1.37 | 2.53 | 0.82 | 3.33 | 4.00 | 1.99 | 4.92 | 2.62 | 4.06 | 5.21 | 4.11 | 6.09 | 5.20 | 3.32 | 3.90 | 3.59 | 3.20 | 3.88 | 4.38 |
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 Strategic Asset Allocation – Equal Weight |
-5.95%
Feb 2006 – Feb 2009 |
-0.45%
Feb 2004 – Feb 2009 |
4.06%
Mar 2010 – Mar 2020 |
4.13%
Sep 2007 – Sep 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 Strategic Asset Allocation – Equal Weight |
17.85%
Feb 2009 – Feb 2012 |
14.57%
Feb 2009 – Feb 2014 |
8.98%
Feb 2009 – Feb 2019 |
7.86%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart