Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Constellation Energy Group, Inc.100 Constellation Way Tactical Asset Allocation Moderate | NA | 18.19% | 7.58% | 8.53% | 7.07% | 8.75% | 9.18% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Constellation Energy Group, Inc.100 Constellation Way Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.62 | 18.19 | 7.58 | 8.53 | 7.07 | 8.75 | 9.18 | … | … | 2.84 | 25.91 | -5.46 | 4.61 | 15.69 | 20.94 | -3.11 | 12.40 | 5.10 | 2.54 | 2.63 | 20.39 | 12.29 | 3.91 | 12.65 | 16.14 | 2.40 | 11.43 | 13.43 | 7.42 | 13.12 | 13.55 | -0.17 | -4.03 |
| Sharpe Ratio | NA | 2.52 | 0.67 | 0.80 | 0.68 | NA | NA | … | … | 0.37 | 2.76 | -0.53 | 0.45 | 0.83 | 2.59 | -0.45 | 2.30 | 0.54 | 0.28 | 0.32 | 2.86 | 1.51 | 0.25 | 1.25 | 1.78 | 9.25 | 0.90 | 1.29 | 0.85 | 1.64 | 1.80 | -0.34 | -1.49 |
| Standard Deviation(%) | NA | 7.78 | 10.43 | 12.07 | 10.38 | NA | NA | … | … | 6.82 | 7.84 | 12.91 | 10.23 | 18.57 | 7.53 | 9.78 | 5.11 | 9.03 | 8.82 | 8.12 | 7.12 | 8.09 | 15.34 | 10.09 | 9.00 | 0.16 | 9.33 | 7.89 | 6.15 | 7.43 | 7.16 | 3.71 | 4.25 |
| Draw Down(%) | NA | 4.56 | 17.63 | 21.15 | 21.15 | NA | NA | … | … | 1.30 | 4.56 | 14.15 | 7.21 | 21.15 | 3.56 | 13.46 | 2.51 | 9.53 | 7.64 | 7.54 | 3.55 | 5.75 | 13.98 | 7.79 | 4.58 | 0.15 | 7.07 | 9.43 | 4.73 | 6.56 | 4.27 | 4.77 | 8.04 |
| Yield(%) | NA | 13.95 | 9.09 | 7.52 | 6.45 | NA | NA | … | … | 0.92 | 14.17 | 6.90 | 5.25 | 7.82 | 2.63 | 4.94 | 6.04 | 4.03 | 6.58 | 5.30 | 3.57 | 4.76 | 5.03 | 5.39 | 3.03 | 2.55 | 6.39 | 5.87 | 3.57 | 3.14 | 2.88 | 4.01 | 2.99 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Constellation Energy Group, Inc.100 Constellation Way Tactical Asset Allocation Moderate |
2.83%
Feb 2014 – Feb 2017 |
3.79%
Dec 2013 – Dec 2018 |
6.40%
Sep 2012 – Sep 2022 |
7.31%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Constellation Energy Group, Inc.100 Constellation Way Tactical Asset Allocation Moderate |
14.84%
Apr 2003 – Apr 2006 |
13.57%
Feb 2009 – Feb 2014 |
11.52%
Sep 2003 – Sep 2013 |
10.21%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart