Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEWPORT NEWS SHIPBUILDING SAVINGS (401(k)) PLAN FOR UNION ELIGIBLE EMPLOYEES Tactical Asset Allocation Moderate | NA | 15.44% | 4.85% | 10.88% | 7.95% | 8.68% | 9.34% | 8.79% |
Data as of 05/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEWPORT NEWS SHIPBUILDING SAVINGS (401(k)) PLAN FOR UNION ELIGIBLE EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 08/01/2024 |
| 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 (%) | -1.48 | 15.44 | 4.85 | 10.88 | 7.95 | 8.68 | 9.34 | 8.79 | 6.06 | 12.51 | -5.98 | 17.37 | 12.09 | 20.64 | -3.54 | 13.34 | 9.43 | -2.79 | 5.53 | 18.88 | 13.14 | -2.12 | 4.96 | 15.56 | -2.68 | 21.46 | 17.51 | 9.70 | 14.02 | 10.23 | -2.74 | 6.55 |
| Sharpe Ratio | NA | 0.58 | 0.20 | 0.54 | 0.57 | NA | NA | 0.73 | 0.41 | 0.92 | -0.50 | 1.32 | 0.54 | 1.93 | -0.46 | 2.83 | 1.09 | -0.32 | 0.73 | 2.73 | 1.52 | -0.15 | 0.49 | 1.52 | -0.58 | 1.46 | 1.69 | 1.16 | 1.60 | 1.21 | -0.64 | 0.84 |
| Standard Deviation(%) | NA | 10.01 | 11.81 | 14.49 | 11.85 | NA | NA | 10.21 | 9.66 | 9.03 | 14.62 | 13.18 | 21.84 | 9.99 | 10.47 | 4.49 | 8.45 | 8.80 | 7.51 | 6.91 | 8.63 | 14.11 | 9.95 | 10.15 | 6.20 | 12.65 | 8.44 | 6.52 | 8.18 | 7.86 | 6.01 | 5.04 |
| Draw Down(%) | NA | 8.69 | 15.20 | 25.08 | 25.08 | NA | NA | 25.08 | 5.44 | 9.16 | 15.20 | 7.13 | 25.08 | 4.85 | 12.99 | 2.22 | 7.35 | 8.62 | 5.26 | 4.60 | 6.56 | 15.35 | 8.71 | 5.82 | 7.37 | 10.03 | 10.95 | 4.98 | 6.97 | 6.44 | 6.25 | 4.06 |
| Yield(%) | NA | 9.07 | 6.73 | 5.84 | 6.61 | NA | NA | 0.00 | 5.19 | 5.08 | 3.29 | 8.15 | 3.88 | 5.27 | 6.18 | 7.09 | 6.21 | 9.31 | 9.53 | 3.31 | 3.15 | 4.04 | 1.37 | 3.00 | 4.17 | 13.30 | 7.33 | 4.38 | 4.54 | 2.95 | 3.58 | 5.71 |
Data as of 05/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEWPORT NEWS SHIPBUILDING SAVINGS (401(k)) PLAN FOR UNION ELIGIBLE EMPLOYEES Tactical Asset Allocation Moderate |
1.67%
Mar 2017 - Mar 2020 |
2.95%
Mar 2015 - Mar 2020 |
5.21%
Mar 2010 - Mar 2020 |
6.90%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEWPORT NEWS SHIPBUILDING SAVINGS (401(k)) PLAN FOR UNION ELIGIBLE EMPLOYEES Tactical Asset Allocation Moderate |
19.96%
Oct 2004 - Oct 2007 |
15.51%
Mar 2003 - Mar 2008 |
11.07%
Sep 2003 - Sep 2013 |
9.85%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart