Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Constellation Energy Nuclear Group (CENG) Employee Savings Plan for Nine Mile Point (NMP) Tactical Asset Allocation Moderate | NA | 31.67% | 10.49% | 10.36% | 7.40% | 7.55% | 7.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Constellation Energy Nuclear Group (CENG) Employee Savings Plan for Nine Mile Point (NMP) 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 (%) | -0.45 | 31.67 | 10.49 | 10.36 | 7.40 | 7.55 | 7.81 | … | … | 0.64 | 19.60 | 23.80 | -8.70 | 8.18 | 10.61 | 12.92 | -2.50 | 9.46 | 2.51 | 1.47 | 1.60 | 16.50 | 7.81 | 1.23 | 9.34 | 16.46 | -2.91 | 10.39 | 13.52 | 5.38 | 9.83 | 17.73 | 4.67 | 6.54 |
| Sharpe Ratio | NA | 2.05 | 0.74 | 0.83 | 0.75 | NA | NA | … | … | 0.13 | 1.87 | 2.73 | -0.75 | 0.94 | 1.20 | 2.39 | -0.54 | 1.70 | 0.47 | 0.26 | 0.25 | 2.42 | 1.36 | 0.16 | 0.84 | 2.09 | -0.92 | 0.78 | 1.37 | 0.56 | 1.21 | 3.23 | 0.97 | 1.16 |
| Standard Deviation(%) | NA | 6.91 | 9.66 | 9.27 | 7.64 | NA | NA | … | … | 4.48 | 6.97 | 7.16 | 13.40 | 8.66 | 8.63 | 4.82 | 7.02 | 5.18 | 4.86 | 5.51 | 6.28 | 6.80 | 5.68 | 7.58 | 11.04 | 7.85 | 4.17 | 9.47 | 7.47 | 5.71 | 7.33 | 5.28 | 3.66 | 3.66 |
| Draw Down(%) | NA | 4.05 | 15.28 | 17.22 | 17.22 | NA | NA | … | … | 0.23 | 4.05 | 4.23 | 16.43 | 4.63 | 10.09 | 2.90 | 7.90 | 5.09 | 4.23 | 4.64 | 5.86 | 4.70 | 5.00 | 6.66 | 9.02 | 4.25 | 6.50 | 7.50 | 8.76 | 4.39 | 6.83 | 3.15 | 3.85 | 2.77 |
| Yield(%) | NA | 17.05 | 11.51 | 8.76 | 6.18 | NA | NA | … | … | NA | 5.36 | 15.84 | 6.64 | 5.81 | 5.80 | 4.19 | 2.68 | 0.29 | 3.52 | 6.25 | 4.99 | 2.08 | 4.17 | 2.21 | 4.65 | 4.26 | 2.66 | 4.97 | 6.43 | 3.57 | 3.82 | 3.34 | 5.28 | 6.65 |
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 |
|---|---|---|---|---|
| Constellation Energy Nuclear Group (CENG) Employee Savings Plan for Nine Mile Point (NMP) Tactical A |
0.91%
Sep 2019 – Sep 2022 |
1.65%
Sep 2017 – Sep 2022 |
4.24%
Sep 2012 – Sep 2022 |
4.82%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Constellation Energy Nuclear Group (CENG) Employee Savings Plan for Nine Mile Point (NMP) Tactical A |
13.04%
Apr 2003 – Apr 2006 |
12.24%
Oct 2002 – Oct 2007 |
9.58%
Apr 2001 – Apr 2011 |
8.24%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart