Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 36.10% | 3.21% | 9.03% | 7.71% | 7.68% | 7.52% | 7.88% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | YTD | 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 (%) | -1.25 | 36.10 | 3.21 | 9.03 | 7.71 | 7.68 | 7.52 | 7.88 | NA | 19.81 | 30.31 | -27.84 | 10.29 | 19.28 | 23.63 | 4.57 | 6.75 | 4.78 | -0.84 | 4.36 | 9.48 | 8.70 | 3.29 | 9.17 | 17.39 | 0.22 | 9.46 | 5.48 | 3.48 | 5.73 | 9.04 | 9.86 | 9.37 |
| Sharpe Ratio | NA | 1.11 | 0.11 | 0.41 | 0.57 | NA | NA | 0.81 | 0.06 | 0.96 | 2.25 | -1.37 | 0.82 | 2.03 | 2.29 | 0.50 | 1.89 | 1.59 | -0.20 | 1.12 | 2.27 | 2.48 | 0.67 | 1.48 | 3.44 | -0.10 | 1.34 | 0.60 | 0.37 | 1.20 | 2.08 | 2.35 | 1.43 |
| Standard Deviation(%) | NA | 13.71 | 16.12 | 14.37 | 10.97 | NA | NA | 7.91 | 16.24 | 13.72 | 11.56 | 21.33 | 12.58 | 9.39 | 9.70 | 6.49 | 3.23 | 2.88 | 4.26 | 3.88 | 4.16 | 3.49 | 4.87 | 6.13 | 5.03 | 6.76 | 4.82 | 3.71 | 3.53 | 3.97 | 4.01 | 3.72 | 4.93 |
| Draw Down(%) | NA | 8.30 | 28.03 | 32.02 | 32.02 | NA | NA | 32.02 | 1.38 | 8.30 | 9.28 | 30.33 | 7.43 | 5.17 | 0.31 | 4.32 | 1.54 | 2.39 | 5.68 | 3.20 | 4.07 | 2.86 | 4.35 | 4.43 | 3.42 | 6.64 | 2.98 | 2.82 | 2.70 | 3.56 | 4.31 | 2.37 | 4.10 |
| Yield(%) | NA | 4.73 | 3.93 | 8.95 | 7.15 | NA | NA | 5.93 | NA | 0.57 | 5.05 | 2.23 | 4.23 | 15.44 | 23.31 | 7.51 | 0.51 | 3.17 | 5.05 | 5.73 | 3.54 | 6.08 | 3.37 | 6.32 | 6.55 | 4.49 | 5.12 | 4.10 | 2.96 | 3.73 | 3.09 | 5.71 | 8.51 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.72%
Dec 2019 - Dec 2022 |
3.33%
Nov 2013 - Nov 2018 |
4.42%
Sep 2012 - Sep 2022 |
5.53%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DUKE ENERGY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
19.54%
Oct 2018 - Oct 2021 |
12.82%
Oct 2016 - Oct 2021 |
9.05%
Nov 2011 - Nov 2021 |
8.79%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart