Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NSTAR Savings Plan Tactical Asset Allocation Moderate | NA | 33.77% | 3.44% | 15.95% | 10.07% | 9.30% | 8.12% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NSTAR Savings 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 (%) | -1.26 | 33.77 | 3.44 | 15.95 | 10.07 | 9.30 | 8.12 | … | … | 0.96 | 11.57 | 24.20 | -20.79 | 15.61 | 49.66 | 22.21 | -5.44 | 11.28 | 2.01 | -0.79 | -0.68 | 20.93 | 6.73 | 0.86 | 8.94 | 12.20 | -3.19 | 5.35 | 8.15 | 1.62 | 7.18 | 9.40 | -1.25 | 6.01 |
| Sharpe Ratio | NA | 0.51 | 0.01 | 0.72 | 0.65 | NA | NA | … | … | 0.08 | 0.39 | 1.79 | -1.07 | 1.14 | 2.78 | 1.96 | -0.81 | 2.02 | 0.38 | -0.15 | -0.12 | 2.98 | 1.50 | 0.10 | 0.88 | 1.43 | -0.96 | 0.33 | 0.98 | -0.12 | 1.16 | 1.98 | -0.53 | 0.99 |
| Standard Deviation(%) | NA | 12.85 | 15.50 | 15.67 | 12.20 | NA | NA | … | … | 11.83 | 12.88 | 11.15 | 20.73 | 13.65 | 17.75 | 10.59 | 8.29 | 5.26 | 4.73 | 5.32 | 5.77 | 7.02 | 4.44 | 7.92 | 10.04 | 8.46 | 4.29 | 7.14 | 4.97 | 4.77 | 5.38 | 4.39 | 4.44 | 3.75 |
| Draw Down(%) | NA | 9.26 | 25.23 | 30.16 | 30.16 | NA | NA | … | … | 0.90 | 9.26 | 9.86 | 26.45 | 8.63 | 15.70 | 7.29 | 12.09 | 3.13 | 5.55 | 5.47 | 6.25 | 4.76 | 4.13 | 6.38 | 8.17 | 5.27 | 8.20 | 4.66 | 4.77 | 3.58 | 4.44 | 4.38 | 6.35 | 2.54 |
| Yield(%) | NA | 5.32 | 5.02 | 6.04 | 4.44 | NA | NA | … | … | NA | 0.16 | 5.85 | 3.59 | 7.40 | 9.06 | 4.64 | 4.97 | 0.11 | 3.53 | 2.49 | 3.29 | 4.50 | 2.80 | 2.82 | 2.53 | 2.79 | 2.71 | 3.14 | 6.63 | 5.19 | 3.35 | 3.70 | 3.23 | 5.07 |
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 |
|---|---|---|---|---|
| NSTAR Savings Plan Tactical Asset Allocation Moderate |
0.17%
Dec 2013 – Dec 2016 |
1.13%
Dec 2013 – Dec 2018 |
4.67%
Oct 2001 – Oct 2011 |
4.81%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSTAR Savings Plan Tactical Asset Allocation Moderate |
28.35%
Dec 2018 – Dec 2021 |
17.54%
Oct 2016 – Oct 2021 |
11.50%
Oct 2011 – Oct 2021 |
9.64%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart