NOC: Northrop Grumman Corporation (STOCK)
Basic Info 470.22 0.47(0.10%) May 17
| Asset Class: | ROOT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/31/1981 |
| Last Dividend Date: | 02/23/2024 |
| 12-Mo. Yield | 1.69% |
| Expenses | - |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/31/1981 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.0 | 0.9 | 6.9 | 9.8 | 10.8 | 16.6 | 19.0 | 14.5 | 11.5 | -12.8 | 43.0 | 29.3 | -9.9 | 42.7 | -19.0 | 33.9 | 25.2 | 30.5 | 31.4 | 74.4 | 19.6 | -6.5 | 20.0 | 28.9 | -41.1 | 18.7 | 14.8 | 12.8 | 17.0 | 2.5 | -0.7 | 26.4 | 61.9 | -26.1 | -36.4 | 39.0 | 29.3 | 52.4 | 12.4 | 9.5 | 30.0 | 51.1 | -0.7 | -36.9 | 8.8 | -35.0 | -11.0 | 25.2 | 22.6 | 14.4 | 43.9 | 0.0 |
| Sharpe Ratio | NA | 0.08 | 0.25 | 0.31 | 0.35 | 0.64 | NA | NA | 0.33 | -0.76 | 1.33 | 1.5 | -0.25 | 1.89 | -0.74 | 2.75 | 1.52 | 1.52 | 1.64 | 4.66 | 1.27 | -0.24 | 0.88 | 0.88 | -1.05 | 0.84 | 0.8 | 0.75 | 1.05 | 0.08 | -0.05 | 0.78 | 1.47 | -0.88 | -1.16 | 1.17 | 1.32 | 2.78 | 0.39 | 0.3 | 0.97 | 1.14 | -0.16 | -1.63 | 0.15 | -1.09 | -0.49 | 0.7 | 0.55 | 0.32 | 0.97 | NA |
| Draw Down(%) | NA | 9.7 | 11.1 | 22.3 | 29.6 | 36.4 | NA | NA | 74.8 | 22.1 | 12.3 | 14.5 | 29.6 | 11.6 | 36.4 | 4.8 | 7.7 | 10.6 | 9.3 | 6.4 | 11.1 | 30.4 | 21.4 | 30.1 | 58.1 | 8.3 | 12.3 | 9.6 | 8.2 | 20.5 | 33.5 | 20.3 | 19.0 | 35.3 | 57.1 | 17.4 | 13.8 | 10.4 | 23.4 | 20.7 | 20.4 | 32.8 | 28.5 | 46.0 | 27.7 | 52.3 | 26.7 | 24.7 | 23.8 | 20.3 | 24.1 | 0.0 |
| Standard Deviation(%) | NA | 18.7 | 20.9 | 24.8 | 27.9 | 24.2 | NA | NA | 27.5 | 22.5 | 31.5 | 19.6 | 39.7 | 21.8 | 27.3 | 12.2 | 16.5 | 20.1 | 19.1 | 15.9 | 15.5 | 27.2 | 22.6 | 32.7 | 39.9 | 18.7 | 14.5 | 14.3 | 15.3 | 22.8 | 37.5 | 31.5 | 39.3 | 33.2 | 34.3 | 30.2 | 19.3 | 17.5 | 24.3 | 24.6 | 28.2 | 41.2 | 36.3 | 26.1 | 28.0 | 35.6 | 30.7 | 28.4 | 28.6 | 25.8 | 37.4 | 0.0 |
| Treynor Ratio | NA | -0.12 | 0.32 | 0.24 | 0.17 | 0.24 | NA | NA | 0.14 | -0.62 | 1.19 | 0.75 | -0.13 | 0.59 | -0.26 | 0.52 | 0.44 | 0.3 | 0.28 | 0.89 | 0.23 | -0.07 | 0.2 | 0.4 | -0.63 | 0.23 | 0.19 | 0.15 | 0.27 | 0.04 | -0.04 | -11.09 | 1.47 | -0.7 | -0.98 | 0.56 | 0.42 | 0.7 | 0.12 | 0.18 | 0.29 | 0.61 | -0.1 | -0.61 | 0.04 | -0.62 | -0.18 | 0.26 | 0.16 | 0.13 | 0.45 | 1.0 |
| Alpha | NA | 0.02 | 0.01 | 0.03 | 0.02 | 0.04 | NA | NA | 0.02 | -0.08 | 0.18 | 0.07 | -0.08 | 0.07 | -0.06 | 0.07 | 0.07 | 0.1 | 0.06 | 0.13 | 0.02 | -0.03 | 0.02 | 0.04 | -0.08 | 0.05 | 0.02 | 0.03 | 0.04 | -0.03 | 0.06 | 0.1 | 0.22 | -0.14 | -0.21 | 0.07 | 0.05 | 0.08 | 0.05 | 0.03 | 0.09 | 0.1 | 0.02 | -0.25 | -0.01 | -0.17 | -0.06 | 0.04 | 0.08 | 0.01 | 0.1 | NA |
| Beta | NA | -0.13 | 0.16 | 0.32 | 0.58 | 0.65 | NA | NA | 0.64 | 0.28 | 0.35 | 0.39 | 0.79 | 0.7 | 0.78 | 0.64 | 0.57 | 1.01 | 1.14 | 0.84 | 0.85 | 0.9 | 1.02 | 0.73 | 0.66 | 0.68 | 0.62 | 0.73 | 0.6 | 0.49 | 0.48 | -0.02 | 0.39 | 0.42 | 0.4 | 0.63 | 0.62 | 0.7 | 0.78 | 0.41 | 0.95 | 0.78 | 0.6 | 0.7 | 0.97 | 0.62 | 0.85 | 0.76 | 0.99 | 0.66 | 0.81 | NA |
| RSquared | NA | 0.01 | 0.01 | 0.05 | 0.19 | 0.23 | NA | NA | 0.18 | 0.03 | 0.07 | 0.07 | 0.46 | 0.16 | 0.24 | 0.12 | 0.2 | 0.6 | 0.46 | 0.34 | 0.49 | 0.6 | 0.67 | 0.37 | 0.46 | 0.34 | 0.18 | 0.28 | 0.19 | 0.13 | 0.11 | 0.0 | 0.05 | 0.05 | 0.06 | 0.13 | 0.14 | 0.1 | 0.1 | 0.02 | 0.11 | 0.08 | 0.07 | 0.12 | 0.35 | 0.33 | 0.21 | 0.1 | 0.2 | 0.12 | 0.16 | 0.0 |
| Yield(%) | N/A | 0.4 | 1.7 | 1.8 | 2.1 | 4.2 | 9.4 | 7.5 | N/A | 1.4 | 1.8 | 2.1 | 1.6 | 2.1 | 1.5 | 1.7 | 1.9 | 2.1 | 2.4 | 3.5 | 3.7 | 3.3 | 3.6 | 4.0 | 2.2 | 2.4 | 2.2 | 2.1 | 3.1 | 3.5 | 3.6 | 4.3 | 6.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -74.5 | 8.1 | 30.2 | 71.7 | 199.5 | 353.5 | 885.9 | N/A | 8.6 | 9.7 | 8.6 | 9.9 | 9.8 | 20.5 | 11.4 | 12.9 | 14.4 | 13.9 | 10.7 | 9.1 | 7.1 | 8.9 | 7.6 | 6.1 | 27.6 | 14.9 | -23.5 | -17.5 | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1981
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