Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Northern Trust Co 401K Tactical Asset Allocation Moderate | NA | 16.27% | -0.57% | 6.87% | 4.69% | 5.08% | 6.62% | 7.15% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Northern Trust Co 401K Tactical Asset Allocation 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 (%) | -1.05 | 16.27 | -0.57 | 6.87 | 4.69 | 5.08 | 6.62 | 7.15 | NA | 6.98 | 11.51 | -17.73 | 11.30 | 27.82 | 6.25 | -5.53 | 11.94 | 5.77 | -4.03 | -0.93 | 11.06 | 5.38 | 4.01 | 6.93 | 26.02 | -0.39 | 11.44 | 12.88 | 5.33 | 10.32 | 21.01 | 2.64 | 5.27 |
| Sharpe Ratio | NA | 0.14 | -0.47 | 0.47 | 0.41 | NA | NA | 0.74 | 0.03 | 0.05 | 0.93 | -1.94 | 1.12 | 2.56 | 0.90 | -1.04 | 2.30 | 0.92 | -0.76 | -0.16 | 1.61 | 1.05 | 0.48 | 0.69 | 2.42 | -0.23 | 0.81 | 1.26 | 0.55 | 1.25 | 3.59 | 0.33 | 0.59 |
| Standard Deviation(%) | NA | 8.22 | 8.71 | 9.46 | 7.79 | NA | NA | 7.55 | 7.88 | 8.24 | 7.84 | 9.86 | 10.04 | 10.80 | 5.35 | 6.55 | 4.91 | 6.03 | 5.32 | 6.08 | 6.86 | 5.07 | 8.25 | 9.85 | 10.72 | 5.79 | 10.49 | 7.62 | 5.71 | 7.52 | 5.66 | 4.67 | 4.98 |
| Draw Down(%) | NA | 6.51 | 17.31 | 18.52 | 18.52 | NA | NA | 18.52 | 0.57 | 6.51 | 7.75 | 18.10 | 5.70 | 11.20 | 4.16 | 11.02 | 2.10 | 3.44 | 7.82 | 6.26 | 5.68 | 4.29 | 4.89 | 7.56 | 4.37 | 8.11 | 8.46 | 8.04 | 4.18 | 7.13 | 2.78 | 5.37 | 4.10 |
| Yield(%) | NA | 3.16 | 3.35 | 2.49 | 1.83 | NA | NA | 2.84 | NA | 0.77 | 3.34 | 3.12 | 2.90 | 1.36 | 1.01 | 1.49 | 0.43 | 1.61 | 0.79 | 2.01 | 3.20 | 2.47 | 2.41 | 2.90 | 3.97 | 3.84 | 5.04 | 3.58 | 2.97 | 1.88 | 3.72 | 4.11 | 6.48 |
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 |
|---|---|---|---|---|
| Northern Trust Co 401K Tactical Asset Allocation Moderate |
-0.62%
Dec 2021 - Dec 2024 |
1.24%
Dec 2013 - Dec 2018 |
3.27%
Oct 2013 - Oct 2023 |
4.91%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northern Trust Co 401K Tactical Asset Allocation Moderate |
14.76%
Dec 2018 - Dec 2021 |
13.37%
Oct 2002 - Oct 2007 |
10.39%
Jun 2002 - Jun 2012 |
8.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart