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 Strategic Asset Allocation – Optimal Moderate | NA | 2.18% | -0.58% | 4.76% | 4.86% | 6.59% | 5.97% | … | … |
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 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 (%) | -17.97 | 2.18 | -0.58 | 4.76 | 4.86 | 6.59 | 5.97 | … | … | 0.42 | 12.48 | 14.64 | -8.50 | 7.93 | 13.22 | 15.66 | -3.32 | 12.42 | 4.96 | 0.71 | 6.15 | 17.61 | 10.86 | -1.18 | 11.40 | 27.67 | -25.97 | 9.90 | 10.46 | 7.06 | 12.42 | 22.96 | -11.04 | -0.38 |
| Sharpe Ratio | NA | 0.17 | 0.08 | 0.24 | 0.27 | NA | NA | … | … | 0.07 | 0.15 | 1.34 | -0.72 | 0.88 | 0.70 | 1.77 | -0.14 | 2.20 | 0.51 | 0.07 | 0.87 | 2.45 | 1.36 | -0.08 | 0.93 | 1.49 | -1.18 | 0.65 | 0.94 | 0.74 | 1.54 | 2.34 | -0.92 | -0.22 |
| Standard Deviation(%) | NA | 40.37 | 25.05 | 21.48 | 18.97 | NA | NA | … | … | 5.29 | 40.38 | 7.75 | 13.81 | 8.95 | 18.64 | 8.04 | 32.10 | 5.36 | 9.37 | 9.45 | 7.07 | 7.18 | 7.97 | 14.61 | 12.12 | 18.48 | 22.75 | 10.54 | 7.66 | 6.57 | 7.44 | 9.52 | 13.25 | 12.06 |
| Draw Down(%) | NA | 18.78 | 18.78 | 19.91 | 20.37 | NA | NA | … | … | 0.23 | 18.78 | 6.00 | 15.31 | 4.39 | 19.91 | 4.95 | 20.37 | 1.88 | 9.76 | 9.65 | 4.63 | 5.74 | 7.45 | 13.37 | 10.11 | 17.79 | 36.02 | 6.35 | 8.13 | 4.48 | 5.93 | 8.66 | 20.01 | 16.93 |
| Yield(%) | NA | 3.74 | 3.56 | 3.44 | 3.14 | NA | NA | … | … | NA | 0.61 | 3.98 | 2.87 | 3.17 | 2.56 | 4.33 | 5.55 | 0.30 | 2.11 | 2.87 | 3.79 | 3.64 | 2.87 | 2.31 | 2.07 | 2.47 | 2.91 | 4.26 | 4.04 | 2.37 | 1.33 | 1.24 | 1.33 | 2.52 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.23%
Feb 2006 – Feb 2009 |
-1.59%
Feb 2004 – Feb 2009 |
4.86%
Feb 2006 – Feb 2016 |
4.66%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE CONSOLIDATED EDISON THRIFT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.04%
Feb 2009 – Feb 2012 |
16.53%
Feb 2009 – Feb 2014 |
10.44%
Feb 2009 – Feb 2019 |
9.44%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart