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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.35% | 3.41% | 7.22% | 5.44% | 5.66% | 5.75% | 6.37% |
Data as of 10/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | 19.35 | 3.41 | 7.22 | 5.44 | 5.66 | 5.75 | 6.37 | NA | 4.36 | 10.87 | -9.38 | 7.19 | 16.14 | 17.07 | -7.56 | 8.83 | 4.77 | 0.36 | 1.87 | 16.40 | 6.93 | -1.27 | 3.99 | 11.52 | -17.31 | 16.90 | 14.59 | 5.37 | 12.62 | 15.79 | 4.26 | 6.12 |
| Sharpe Ratio | NA | -0.17 | -0.22 | 0.25 | 0.33 | NA | NA | 0.53 | 0.12 | -0.29 | 0.82 | -0.81 | 0.73 | 0.87 | 2.21 | -0.94 | 1.60 | 0.54 | 0.04 | 0.22 | 2.54 | 1.03 | -0.20 | 0.46 | 1.38 | -1.67 | 1.40 | 1.84 | 0.58 | 1.52 | 2.66 | 0.65 | 0.58 |
| Standard Deviation(%) | NA | 7.53 | 9.96 | 12.08 | 10.18 | NA | NA | 8.71 | 3.97 | 7.59 | 8.06 | 13.25 | 9.74 | 18.34 | 7.07 | 9.40 | 5.12 | 8.44 | 8.57 | 8.28 | 6.43 | 6.66 | 6.60 | 8.48 | 8.26 | 10.91 | 9.91 | 6.15 | 5.50 | 7.71 | 5.67 | 4.85 | 6.62 |
| Draw Down(%) | NA | 6.61 | 16.60 | 21.75 | 21.75 | NA | NA | 21.75 | 0.17 | 6.61 | 7.06 | 16.61 | 5.24 | 21.75 | 4.10 | 13.50 | 4.75 | 8.41 | 8.83 | 5.08 | 5.24 | 5.60 | 7.55 | 7.95 | 4.38 | 21.32 | 6.73 | 6.55 | 4.25 | 6.82 | 3.37 | 3.80 | 5.86 |
| Yield(%) | NA | 4.39 | 4.54 | 3.71 | 3.65 | NA | NA | 3.97 | NA | 0.94 | 4.35 | 2.65 | 5.90 | 2.23 | 2.77 | 4.69 | 0.54 | 2.86 | 5.01 | 4.87 | 2.90 | 2.66 | 1.56 | 1.91 | 3.45 | 2.39 | 11.18 | 6.87 | 3.69 | 4.26 | 3.91 | 4.23 | 5.43 |
Data as of 10/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate |
-1.94%
Oct 2007 - Oct 2010 |
-0.07%
Oct 2007 - Oct 2012 |
3.07%
Mar 2010 - Mar 2020 |
3.29%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
14.48%
Oct 2004 - Oct 2007 |
13.25%
Oct 2002 - Oct 2007 |
7.46%
Apr 2001 - Apr 2011 |
6.81%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart