Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CENTRAL VERMONT PUBLIC SERVICE CORPORATION EMPLOYEE SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 19.71% | 1.51% | 4.99% | 5.15% | 6.68% | 5.86% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CENTRAL VERMONT PUBLIC SERVICE CORPORATION EMPLOYEE SAVINGS AND INVESTMENT 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 (%) | -1.01 | 19.71 | 1.51 | 4.99 | 5.15 | 6.68 | 5.86 | … | … | 0.42 | 6.91 | 9.88 | -12.79 | 2.31 | 15.42 | 18.47 | -4.76 | 11.29 | 4.61 | 0.90 | 5.50 | 16.92 | 12.28 | -1.56 | 12.79 | 20.65 | -26.23 | 7.60 | 12.40 | 8.75 | 13.37 | 22.01 | -9.22 | 1.91 |
| Sharpe Ratio | NA | 0.15 | -0.23 | 0.12 | 0.32 | NA | NA | … | … | 0.05 | 0.03 | 0.70 | -1.02 | 0.26 | 0.83 | 2.57 | -0.64 | 2.48 | 0.52 | 0.10 | 0.85 | 2.55 | 1.59 | -0.12 | 1.08 | 1.27 | -1.25 | 0.50 | 1.19 | 1.16 | 1.86 | 2.50 | -0.78 | -0.04 |
| Standard Deviation(%) | NA | 9.28 | 10.69 | 12.30 | 10.28 | NA | NA | … | … | 7.82 | 9.32 | 8.05 | 13.84 | 8.88 | 18.26 | 6.65 | 9.45 | 4.30 | 8.53 | 8.85 | 6.44 | 6.63 | 7.68 | 13.81 | 11.76 | 16.18 | 21.72 | 9.21 | 7.66 | 5.70 | 6.66 | 8.54 | 13.17 | 9.40 |
| Draw Down(%) | NA | 5.81 | 18.76 | 22.36 | 22.36 | NA | NA | … | … | 0.66 | 5.77 | 8.02 | 19.56 | 6.34 | 21.36 | 3.00 | 12.45 | 1.95 | 8.22 | 8.79 | 5.07 | 4.83 | 6.56 | 12.96 | 9.36 | 16.26 | 34.61 | 5.99 | 8.62 | 3.88 | 5.91 | 8.91 | 17.32 | 12.25 |
| Yield(%) | NA | 7.27 | 4.76 | 4.25 | 3.98 | NA | NA | … | … | NA | 0.56 | 7.15 | 3.17 | 3.34 | 3.09 | 4.27 | 5.61 | 0.24 | 2.47 | 6.77 | 3.77 | 2.82 | 2.58 | 1.48 | 2.07 | 1.52 | 2.48 | 5.95 | 3.65 | 2.81 | 2.49 | 1.80 | 1.34 | 3.36 |
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 |
|---|---|---|---|---|
| CENTRAL VERMONT PUBLIC SERVICE CORPORATION EMPLOYEE SAVINGS AND INVESTMENT PLAN Strategic Asset Allo |
-8.32%
Feb 2006 – Feb 2009 |
-1.13%
Feb 2004 – Feb 2009 |
4.03%
Oct 2013 – Oct 2023 |
3.70%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CENTRAL VERMONT PUBLIC SERVICE CORPORATION EMPLOYEE SAVINGS AND INVESTMENT PLAN Strategic Asset Allo |
17.99%
Mar 2003 – Mar 2006 |
14.72%
Feb 2009 – Feb 2014 |
9.48%
Feb 2009 – Feb 2019 |
8.09%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart