Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOC (Northrop Grumman Corporation) | 8.44% | 17.38% | 4.48% | 11.89% | 14.05% | 18.44% | 14.21% | 11.55% |
Data as of 07/03/2025, AR inception is 12/31/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOC (Northrop Grumman Corporation) | 12/31/1981 | 07/03/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.14 | 17.38 | 4.48 | 11.89 | 14.05 | 18.44 | 14.21 | 11.55 | 8.44 | 1.93 | -12.79 | 43.02 | 29.29 | -9.92 | 42.69 | -18.95 | 33.88 | 25.20 | 30.47 | 31.39 | 74.41 | 19.59 | -6.58 | 20.01 | 28.95 | -41.08 | 18.70 | 14.85 | 12.84 | 16.99 | 2.46 | -0.69 | 26.39 | 61.94 | -26.07 | -36.41 | 38.97 | 29.30 | 52.38 | 12.37 | 9.52 | 30.00 | 51.08 | -0.71 | -36.94 | 8.82 | -35.03 | -11.05 | 25.18 | 22.61 | 14.43 | 43.91 | 0.00 |
| Sharpe Ratio | NA | 0.53 | -0.02 | 0.41 | 0.51 | NA | NA | 0.32 | 0.44 | -0.09 | -0.74 | 1.33 | 1.50 | -0.26 | 1.89 | -0.75 | 2.75 | 1.52 | 1.52 | 1.64 | 4.67 | 1.27 | -0.24 | 0.88 | 0.88 | -1.05 | 0.83 | 0.79 | 0.74 | 1.05 | 0.08 | -0.05 | 0.77 | 1.47 | -0.89 | -1.16 | 1.16 | 1.32 | 2.77 | 0.38 | 0.30 | 0.97 | 1.14 | -0.17 | -1.64 | 0.14 | -1.10 | -0.50 | 0.69 | 0.54 | 0.31 | 0.96 | NA |
| Standard Deviation(%) | NA | 26.67 | 24.70 | 24.69 | 24.95 | NA | NA | 27.47 | 33.15 | 17.91 | 22.54 | 31.45 | 19.56 | 39.68 | 21.81 | 27.32 | 12.16 | 16.49 | 20.08 | 19.09 | 15.94 | 15.54 | 27.16 | 22.60 | 32.66 | 39.94 | 18.72 | 14.48 | 14.26 | 15.30 | 22.76 | 37.51 | 31.48 | 39.25 | 33.16 | 34.26 | 30.19 | 19.31 | 17.46 | 24.34 | 24.58 | 28.21 | 41.18 | 36.30 | 26.09 | 28.03 | 35.61 | 30.70 | 28.36 | 28.60 | 25.79 | 37.40 | 0.00 |
| Draw Down(%) | NA | 19.97 | 22.28 | 22.28 | 36.38 | NA | NA | 74.83 | 15.56 | 13.86 | 22.06 | 12.25 | 14.54 | 29.63 | 11.59 | 36.38 | 4.79 | 7.71 | 10.62 | 9.25 | 6.37 | 11.11 | 30.39 | 21.36 | 30.14 | 58.07 | 8.27 | 12.28 | 9.57 | 8.24 | 20.54 | 33.52 | 20.25 | 18.99 | 35.26 | 57.10 | 17.37 | 13.75 | 10.40 | 23.42 | 20.71 | 20.35 | 32.79 | 28.48 | 45.99 | 27.66 | 52.28 | 26.65 | 24.72 | 23.83 | 20.31 | 24.11 | 0.00 |
| Yield(%) | 0.00 | 1.94 | 1.67 | 2.28 | 3.59 | 9.39 | 7.66 | 24.88 | 0.93 | 1.71 | 1.36 | 1.75 | 2.09 | 1.59 | 2.09 | 1.54 | 1.66 | 1.87 | 2.12 | 2.39 | 3.49 | 3.67 | 3.35 | 3.58 | 4.01 | 2.21 | 2.40 | 2.15 | 2.08 | 3.09 | 3.55 | 3.60 | 4.25 | 6.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, AR inception is 12/31/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOC (Northrop Grumman Corporation) |
-33.26%
Mar 1987 - Mar 1990 |
-22.26%
Jul 1985 - Jul 1990 |
-0.17%
Feb 1985 - Feb 1995 |
0.16%
Feb 1985 - Feb 2000 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOC (Northrop Grumman Corporation) |
51.19%
Jun 1982 - Jun 1985 |
42.29%
Feb 2013 - Feb 2018 |
25.83%
Feb 2009 - Feb 2019 |
20.86%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart