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 Tactical Asset Allocation Moderate | NA | 23.28% | 1.55% | 5.47% | 4.42% | 5.10% | 6.08% | … | … |
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 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 (%) | -1.10 | 23.28 | 1.55 | 5.47 | 4.42 | 5.10 | 6.08 | … | … | 0.62 | 4.66 | 17.39 | -18.01 | 5.61 | 17.44 | 9.18 | -3.77 | 8.03 | 5.04 | -2.21 | 2.56 | 14.35 | 3.33 | 1.64 | 7.62 | 13.69 | 2.42 | 7.13 | 13.66 | 6.27 | 14.27 | 17.81 | 6.70 | 7.58 |
| Sharpe Ratio | NA | -0.04 | -0.25 | 0.21 | 0.27 | NA | NA | … | … | 0.07 | -0.20 | 1.47 | -1.24 | 0.66 | 2.41 | 1.51 | -0.69 | 1.62 | 1.00 | -0.45 | 0.46 | 2.28 | 0.71 | 0.19 | 0.76 | 1.69 | 0.39 | 0.45 | 1.31 | 0.75 | 1.95 | 3.34 | 1.64 | 1.17 |
| Standard Deviation(%) | NA | 9.79 | 11.85 | 10.43 | 8.33 | NA | NA | … | … | 8.21 | 9.84 | 8.94 | 15.61 | 8.43 | 7.13 | 5.16 | 7.34 | 4.56 | 4.84 | 4.94 | 5.50 | 6.29 | 4.62 | 8.59 | 9.94 | 8.07 | 3.85 | 9.25 | 7.91 | 5.49 | 6.83 | 5.12 | 3.40 | 4.52 |
| Draw Down(%) | NA | 7.81 | 23.25 | 25.60 | 25.60 | NA | NA | … | … | 0.62 | 7.81 | 8.60 | 23.73 | 5.43 | 6.53 | 3.22 | 10.24 | 2.90 | 3.20 | 5.52 | 5.22 | 4.31 | 4.25 | 9.28 | 9.01 | 4.59 | 2.24 | 6.80 | 9.39 | 4.86 | 5.88 | 2.47 | 1.47 | 2.92 |
| Yield(%) | NA | 3.92 | 4.32 | 3.87 | 3.18 | NA | NA | … | … | NA | 0.50 | 3.90 | 3.15 | 5.49 | 4.37 | 2.82 | 4.04 | 0.05 | 4.37 | 1.97 | 2.00 | 2.49 | 2.84 | 3.16 | 2.65 | 2.55 | 2.60 | 4.67 | 2.73 | 2.54 | 2.26 | 3.23 | 4.25 | 6.36 |
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 Tactical Asset Alloc |
-1.48%
Sep 2019 – Sep 2022 |
-0.10%
Sep 2017 – Sep 2022 |
2.67%
Oct 2013 – Oct 2023 |
3.61%
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 Tactical Asset Alloc |
15.10%
Apr 2003 – Apr 2006 |
12.69%
Oct 2002 – Oct 2007 |
10.10%
Apr 2001 – Apr 2011 |
7.86%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart