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 – Optimal Moderate | NA | 35.22% | 9.99% | 10.67% | 7.67% | 7.99% | 6.79% | … | … |
Data as of 10/31/2024, 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 – Optimal 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 (%) | -0.71 | 35.22 | 9.99 | 10.67 | 7.67 | 7.99 | 6.79 | … | … | 0.73 | 23.86 | 20.67 | -9.03 | 6.63 | 13.88 | 15.99 | -6.22 | 9.60 | 5.40 | 1.84 | 1.29 | 15.18 | 10.25 | 0.78 | 11.99 | 19.14 | -24.37 | 8.61 | 12.01 | 6.96 | 12.71 | 17.95 | -1.47 | 4.49 |
| Sharpe Ratio | NA | 2.23 | 0.71 | 0.65 | 0.60 | NA | NA | … | … | 0.08 | 2.10 | 2.05 | -0.73 | 0.65 | 0.73 | 2.05 | -0.82 | 1.79 | 0.57 | 0.21 | 0.18 | 2.14 | 1.25 | 0.05 | 1.04 | 1.03 | -1.13 | 0.60 | 1.26 | 0.74 | 1.61 | 2.06 | -0.25 | 0.26 |
| Standard Deviation(%) | NA | 8.20 | 10.57 | 12.57 | 10.50 | NA | NA | … | … | 8.35 | 8.22 | 8.02 | 14.24 | 10.11 | 18.73 | 7.12 | 9.17 | 5.00 | 9.05 | 8.60 | 7.02 | 7.09 | 8.19 | 14.59 | 11.45 | 18.49 | 22.28 | 9.36 | 6.94 | 6.44 | 7.31 | 8.39 | 10.17 | 8.35 |
| Draw Down(%) | NA | 4.90 | 16.19 | 20.47 | 20.47 | NA | NA | … | … | 0.62 | 4.90 | 5.71 | 17.11 | 5.44 | 20.47 | 3.53 | 13.55 | 2.59 | 8.35 | 7.32 | 5.86 | 5.49 | 6.80 | 13.70 | 9.34 | 19.69 | 34.35 | 6.90 | 7.18 | 4.72 | 5.30 | 7.07 | 14.87 | 11.28 |
| Yield(%) | NA | 14.51 | 11.10 | 7.36 | 4.91 | NA | NA | … | … | NA | 4.55 | 13.21 | 8.74 | 5.77 | 2.32 | 1.26 | 3.51 | 0.50 | 2.59 | 4.04 | 1.87 | 7.42 | 2.33 | 3.64 | 2.76 | 1.78 | 3.46 | 4.06 | 3.55 | 4.02 | 2.69 | 2.38 | 2.23 | 3.19 |
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 |
|---|---|---|---|---|
| ALLEGHENY ENERGY EMPLOYEE STOCK OWNERSHIP AND SAVINGS PLAN Strategic Asset Allocation – Optimal Mode |
-8.30%
Feb 2006 – Feb 2009 |
-1.51%
Feb 2004 – Feb 2009 |
4.06%
May 2007 – May 2017 |
3.55%
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 – Optimal Mode |
18.12%
Feb 2009 – Feb 2012 |
14.94%
Feb 2009 – Feb 2014 |
9.07%
Feb 2009 – Feb 2019 |
8.94%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart