Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| National Grid USA Companies’ Incentive Thrift Plan II Tactical Asset Allocation Moderate | NA | 21.84% | 1.55% | 3.65% | 4.12% | 4.57% | 5.51% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Grid USA Companies’ Incentive Thrift Plan II 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 (%) | -1.16 | 21.84 | 1.55 | 3.65 | 4.12 | 4.57 | 5.51 | … | … | 0.27 | 7.47 | 13.22 | -16.98 | 7.56 | 6.31 | 9.33 | -1.45 | 12.08 | 3.85 | -2.51 | 3.46 | 12.87 | 7.08 | -4.95 | 6.97 | 16.74 | -1.09 | 10.98 | 10.58 | 5.35 | 8.02 | 18.70 | 7.21 | 8.07 |
| Sharpe Ratio | NA | 0.15 | -0.27 | 0.04 | 0.23 | NA | NA | … | … | 0.03 | 0.07 | 1.18 | -1.79 | 0.83 | 0.52 | 1.77 | -0.34 | 2.35 | 0.77 | -0.40 | 0.56 | 2.03 | 1.44 | -0.56 | 0.67 | 2.06 | -0.34 | 0.83 | 0.95 | 0.57 | 0.95 | 3.03 | 1.37 | 1.12 |
| Standard Deviation(%) | NA | 11.84 | 10.05 | 10.23 | 8.33 | NA | NA | … | … | 7.89 | 11.87 | 7.58 | 10.25 | 9.05 | 11.65 | 4.47 | 8.08 | 4.88 | 4.72 | 6.30 | 6.19 | 6.33 | 4.89 | 8.97 | 10.21 | 8.10 | 5.89 | 9.62 | 7.69 | 5.52 | 7.48 | 5.94 | 4.45 | 5.14 |
| Draw Down(%) | NA | 8.99 | 15.73 | 19.19 | 19.19 | NA | NA | … | … | 0.59 | 8.91 | 6.73 | 17.50 | 4.86 | 14.51 | 2.77 | 7.75 | 2.86 | 4.09 | 8.23 | 5.10 | 4.46 | 4.50 | 11.12 | 8.45 | 4.03 | 9.08 | 7.10 | 9.36 | 4.30 | 6.86 | 3.39 | 3.37 | 3.88 |
| Yield(%) | NA | 4.39 | 4.86 | 4.25 | 3.29 | NA | NA | … | … | NA | 0.75 | 4.28 | 2.77 | 6.77 | 4.79 | 2.21 | 2.26 | 0.28 | 2.98 | 2.69 | 3.15 | 2.47 | 2.98 | 1.96 | 4.54 | 4.99 | 4.01 | 5.56 | 5.04 | 3.07 | 3.50 | 4.08 | 6.49 | 8.10 |
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 |
|---|---|---|---|---|
| National Grid USA Companies’ Incentive Thrift Plan II Tactical Asset Allocation Moderate |
-1.72%
Dec 2019 – Dec 2022 |
0.40%
Feb 2018 – Feb 2023 |
2.51%
Oct 2013 – Oct 2023 |
3.53%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Grid USA Companies’ Incentive Thrift Plan II Tactical Asset Allocation Moderate |
12.16%
Mar 2001 – Mar 2004 |
11.75%
Oct 2002 – Oct 2007 |
9.45%
Apr 2001 – Apr 2011 |
7.31%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart