Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tucson Electric Power Company 401(k) Plan Tactical Asset Allocation Moderate | NA | 27.90% | 1.41% | 2.40% | 3.19% | 4.09% | 4.98% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tucson Electric Power Company 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.17 | 27.90 | 1.41 | 2.40 | 3.19 | 4.09 | 4.98 | … | … | 0.74 | 9.67 | 19.04 | -22.53 | 8.56 | -0.20 | 8.78 | -2.53 | 8.71 | 4.99 | -0.42 | 2.52 | 15.99 | 6.10 | -6.04 | 7.71 | 18.03 | -5.99 | 10.63 | 12.47 | 3.78 | 9.87 | 22.81 | 7.32 | 7.78 |
| Sharpe Ratio | NA | 0.45 | -0.19 | -0.05 | 0.13 | NA | NA | … | … | 0.06 | 0.29 | 1.58 | -1.41 | 0.89 | -0.03 | 1.69 | -0.53 | 1.63 | 1.37 | -0.09 | 0.45 | 2.46 | 1.06 | -0.61 | 0.68 | 2.14 | -1.49 | 0.84 | 1.25 | 0.29 | 1.21 | 4.26 | 1.48 | 1.24 |
| Standard Deviation(%) | NA | 10.66 | 12.81 | 12.67 | 9.67 | NA | NA | … | … | 10.57 | 10.71 | 9.34 | 17.00 | 9.59 | 14.68 | 4.36 | 7.31 | 4.97 | 3.49 | 5.03 | 5.61 | 6.49 | 5.69 | 9.88 | 11.27 | 8.39 | 4.63 | 9.10 | 7.37 | 5.50 | 7.36 | 5.19 | 4.21 | 4.42 |
| Draw Down(%) | NA | 6.86 | 25.99 | 29.22 | 29.22 | NA | NA | … | … | 0.90 | 6.86 | 9.48 | 27.93 | 4.82 | 21.56 | 3.15 | 8.38 | 3.02 | 2.25 | 4.47 | 5.38 | 4.29 | 5.39 | 12.54 | 10.46 | 4.75 | 8.20 | 6.99 | 9.21 | 4.63 | 7.00 | 1.91 | 2.85 | 3.30 |
| Yield(%) | NA | 5.66 | 4.96 | 4.04 | 3.09 | NA | NA | … | … | NA | 0.65 | 5.87 | 2.36 | 6.28 | 3.38 | 2.00 | 2.90 | 0.16 | 2.47 | 2.77 | 3.30 | 3.70 | 3.27 | 3.08 | 3.27 | 3.27 | 2.79 | 5.23 | 5.37 | 3.86 | 3.08 | 3.44 | 4.03 | 6.10 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Tucson Electric Power Company 401(k) Plan Tactical Asset Allocation Moderate |
-7.40%
Sep 2019 – Sep 2022 |
-3.57%
Sep 2017 – Sep 2022 |
1.18%
Oct 2013 – Oct 2023 |
2.08%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tucson Electric Power Company 401(k) Plan Tactical Asset Allocation Moderate |
13.66%
Apr 2003 – Apr 2006 |
12.73%
Oct 2002 – Oct 2007 |
9.54%
Apr 2001 – Apr 2011 |
7.46%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart