Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORPAC HOURLY 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 19.15% | 2.73% | 6.89% | 5.92% | 6.64% | 6.09% | 6.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORPAC HOURLY 401(k) PLAN 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 (%) | -0.76 | 19.15 | 2.73 | 6.89 | 5.92 | 6.64 | 6.09 | 6.00 | NA | 8.58 | 14.04 | -11.48 | 7.65 | 14.13 | 18.67 | -7.58 | 14.22 | 7.04 | -1.31 | 2.80 | 11.59 | 10.86 | 0.49 | 11.54 | 18.41 | -18.98 | 8.14 | 11.39 | 6.22 | 9.27 | 16.86 | -2.56 | -1.43 |
| Sharpe Ratio | NA | 0.40 | -0.05 | 0.31 | 0.44 | NA | NA | 0.48 | 0.06 | 0.25 | 1.23 | -0.97 | 0.92 | 0.74 | 2.51 | -0.96 | 3.05 | 0.78 | -0.16 | 0.43 | 1.88 | 1.85 | 0.04 | 1.29 | 1.41 | -1.22 | 0.62 | 1.18 | 0.80 | 1.54 | 2.77 | -0.45 | -0.48 |
| Standard Deviation(%) | NA | 7.97 | 10.08 | 12.06 | 10.11 | NA | NA | 9.38 | 6.63 | 8.04 | 7.98 | 13.29 | 8.34 | 18.76 | 6.89 | 9.23 | 4.46 | 8.78 | 8.15 | 6.41 | 6.16 | 5.85 | 11.18 | 8.85 | 13.00 | 16.33 | 8.28 | 6.90 | 5.03 | 5.42 | 5.83 | 8.23 | 7.87 |
| Draw Down(%) | NA | 4.59 | 16.70 | 23.53 | 23.53 | NA | NA | 31.38 | 0.51 | 4.59 | 7.43 | 17.05 | 4.25 | 23.53 | 3.62 | 13.78 | 1.50 | 6.95 | 9.12 | 5.41 | 5.74 | 4.79 | 10.58 | 6.91 | 14.57 | 28.11 | 5.27 | 7.35 | 3.35 | 5.78 | 4.87 | 10.68 | 10.60 |
| Yield(%) | NA | 3.42 | 2.42 | 2.40 | 2.17 | NA | NA | 2.84 | NA | 0.99 | 3.33 | 1.61 | 1.63 | 2.00 | 2.77 | 1.59 | 0.57 | 2.88 | 2.34 | 2.24 | 1.76 | 3.46 | 2.61 | 2.92 | 3.49 | 3.16 | 3.93 | 3.28 | 3.02 | 3.22 | 3.77 | 3.90 | 4.94 |
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 |
|---|---|---|---|---|
| NORPAC HOURLY 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.19%
Feb 2006 - Feb 2009 |
-0.20%
Feb 2004 - Feb 2009 |
4.29%
Feb 2006 - Feb 2016 |
4.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORPAC HOURLY 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.04%
Feb 2009 - Feb 2012 |
12.98%
Feb 2009 - Feb 2014 |
8.44%
Feb 2009 - Feb 2019 |
7.93%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart