Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE CONSOLIDATED EDISON THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 36.77% | 7.30% | 14.24% | 10.43% | 11.00% | 10.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE CONSOLIDATED EDISON THRIFT 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 (%) | -1.15 | 36.77 | 7.30 | 14.24 | 10.43 | 11.00 | 10.99 | … | … | 0.89 | 19.46 | 16.80 | -13.72 | 18.76 | 23.22 | 22.15 | -10.40 | 23.18 | 7.84 | 0.38 | 9.68 | 18.58 | 11.66 | 3.94 | 14.00 | 15.49 | 0.34 | 11.03 | 16.53 | 8.23 | 15.22 | 19.94 | -11.17 | -8.06 |
| Sharpe Ratio | NA | 0.90 | 0.22 | 0.52 | 0.54 | NA | NA | … | … | 0.11 | 0.80 | 1.09 | -0.88 | 1.24 | 0.87 | 1.77 | -0.68 | 2.82 | 0.59 | 0.03 | 1.07 | 2.50 | 1.50 | 0.27 | 1.27 | 1.60 | -0.10 | 0.77 | 1.20 | 0.68 | 1.69 | 2.30 | -1.69 | -0.83 |
| Standard Deviation(%) | NA | 16.06 | 15.10 | 18.00 | 15.70 | NA | NA | … | … | 7.74 | 16.17 | 11.51 | 17.16 | 15.12 | 26.49 | 11.73 | 17.34 | 7.98 | 12.94 | 13.48 | 9.04 | 7.42 | 7.73 | 14.74 | 10.94 | 9.64 | 5.76 | 10.48 | 11.07 | 8.90 | 8.44 | 8.38 | 7.27 | 12.51 |
| Draw Down(%) | NA | 11.57 | 18.55 | 26.73 | 26.73 | NA | NA | … | … | 0.27 | 11.57 | 9.22 | 19.99 | 6.42 | 26.73 | 6.48 | 21.48 | 3.22 | 11.04 | 13.57 | 5.35 | 4.73 | 5.68 | 11.44 | 8.53 | 4.60 | 5.42 | 6.40 | 12.68 | 6.32 | 7.02 | 6.23 | 13.65 | 22.87 |
| Yield(%) | NA | 3.47 | 5.88 | 6.49 | 5.49 | NA | NA | … | … | NA | 0.00 | 4.19 | 2.98 | 12.73 | 7.46 | 7.88 | 8.28 | 3.27 | 3.29 | 4.23 | 4.96 | 5.50 | 3.39 | 1.90 | 2.33 | 3.78 | 4.46 | 5.23 | 4.14 | 2.88 | 1.84 | 2.02 | 1.74 | 2.20 |
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 |
|---|---|---|---|---|
| THE CONSOLIDATED EDISON THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.76%
Feb 2001 – Feb 2004 |
3.74%
Mar 2015 – Mar 2020 |
7.65%
Mar 2010 – Mar 2020 |
7.57%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE CONSOLIDATED EDISON THRIFT SAVINGS PLAN Tactical Asset Allocation Moderate |
21.36%
Dec 2018 – Dec 2021 |
16.40%
Jun 2016 – Jun 2021 |
12.63%
Apr 2003 – Apr 2013 |
12.19%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart