Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 13.19% | 3.71% | 9.16% | 8.14% | 9.26% | 7.57% | 7.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 (%) | -1.50 | 13.19 | 3.71 | 9.16 | 8.14 | 9.26 | 7.57 | 7.21 | 2.76 | 32.46 | -22.02 | 10.59 | 33.58 | 21.05 | -2.02 | 12.31 | 3.73 | 5.14 | 9.50 | 15.09 | 11.33 | 1.47 | 11.70 | 19.91 | -14.30 | 7.79 | 8.80 | 5.96 | 6.52 | 14.97 | -2.53 | -1.12 |
| Sharpe Ratio | NA | 2.23 | 0.24 | 0.75 | 0.69 | NA | NA | 0.63 | 0.24 | 2.53 | -1.25 | 0.86 | 1.66 | 2.24 | -0.28 | 1.94 | 0.39 | 0.48 | 1.14 | 2.60 | 2.31 | 0.16 | 1.57 | 1.42 | -1.08 | 0.57 | 0.87 | 0.71 | 0.90 | 2.13 | -0.48 | -0.38 |
| Standard Deviation(%) | NA | 10.94 | 14.41 | 14.87 | 12.44 | NA | NA | 10.43 | 10.14 | 11.13 | 18.78 | 12.30 | 20.04 | 8.77 | 11.77 | 6.03 | 9.03 | 10.59 | 8.31 | 5.80 | 4.88 | 9.07 | 7.41 | 13.98 | 14.12 | 8.42 | 6.33 | 5.30 | 6.22 | 6.69 | 7.60 | 9.08 |
| Draw Down(%) | NA | 7.72 | 25.46 | 25.46 | 25.46 | NA | NA | 27.90 | 2.22 | 7.72 | 23.74 | 7.64 | 22.03 | 4.90 | 14.32 | 2.61 | 9.87 | 8.32 | 5.17 | 4.50 | 3.92 | 8.82 | 5.94 | 16.54 | 24.07 | 5.73 | 5.82 | 3.57 | 5.64 | 4.71 | 8.50 | 11.82 |
| Yield(%) | NA | 4.75 | 3.47 | 4.44 | 4.73 | NA | NA | 4.49 | 0.00 | 5.14 | 1.54 | 3.97 | 6.97 | 5.16 | 4.83 | 0.47 | 2.33 | 10.96 | 6.49 | 5.03 | 4.02 | 3.49 | 2.76 | 3.98 | 5.65 | 6.72 | 4.42 | 3.14 | 4.25 | 3.19 | 4.44 | 4.30 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.84%
Feb 2006 - Feb 2009 |
0.06%
Feb 2004 - Feb 2009 |
5.57%
Nov 2001 - Nov 2011 |
5.96%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.38%
Dec 2018 - Dec 2021 |
15.10%
Jun 2016 - Jun 2021 |
11.78%
Aug 2011 - Aug 2021 |
10.11%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart