Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSSEL (Massachusetts Electric Company) | NA | -2.58% | 4.35% | 4.59% | NA | NA | NA | … | … |
Data as of 10/15/2021, Common starting date is 10/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSSEL (Massachusetts Electric Company) | 10/03/2012 | 10/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.12 | -2.58 | 4.35 | 4.59 | NA | NA | NA | … | … | -3.57 | 10.21 | 5.74 | 2.41 | 9.85 | 2.48 | 12.40 | 5.86 | -2.70 | -1.13 |
| Sharpe Ratio | NA | -0.04 | 0.11 | 0.14 | NA | NA | NA | … | … | -0.07 | 1.36 | 0.57 | 0.30 | 1.83 | 0.83 | 2.09 | 0.40 | -0.24 | -0.93 |
| Standard Deviation(%) | NA | 59.32 | 34.66 | 26.98 | NA | NA | NA | … | … | 66.85 | 7.31 | 7.66 | 3.67 | 5.05 | 2.73 | 5.92 | 14.76 | 11.52 | 5.16 |
| Draw Down(%) | NA | 36.67 | 36.67 | 36.67 | NA | NA | NA | … | … | 36.67 | 3.06 | 5.93 | 1.94 | 1.58 | 1.00 | 0.98 | 7.67 | 13.04 | 2.20 |
| Yield(%) | 0.00 | 5.09 | 4.72 | 4.44 | 4.02 | 2.68 | 2.01 | … | … | 5.09 | 4.30 | 4.35 | 4.27 | 4.48 | 4.40 | 4.72 | 4.77 | 4.44 | 1.09 |
Data as of 10/15/2021, Common starting date is 10/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSSEL (Massachusetts Electric Company) |
3.47%
Apr 2013 – Apr 2016 |
4.51%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSSEL (Massachusetts Electric Company) |
18.75%
Jun 2018 – Jun 2021 |
13.51%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart