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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.50% | 1.39% | 5.82% | 4.78% | 5.93% | 5.81% | 6.16% |
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 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 (%) | -1.05 | 17.50 | 1.39 | 5.82 | 4.78 | 5.93 | 5.81 | 6.16 | NA | 7.47 | 10.67 | -12.12 | 7.04 | 13.63 | 16.78 | -8.99 | 14.63 | 6.15 | -2.15 | 2.38 | 8.50 | 11.04 | 0.96 | 14.12 | 26.55 | -22.37 | 9.41 | 11.90 | 6.18 | 10.99 | 21.05 | -4.95 | 5.53 |
| Sharpe Ratio | NA | 0.28 | -0.22 | 0.20 | 0.32 | NA | NA | 0.45 | 0.04 | 0.12 | 0.79 | -1.07 | 0.77 | 0.68 | 2.04 | -1.09 | 3.07 | 0.63 | -0.24 | 0.37 | 1.23 | 1.58 | 0.08 | 1.54 | 1.85 | -1.29 | 0.75 | 1.20 | 0.76 | 1.54 | 3.82 | -0.60 | 0.24 |
| Standard Deviation(%) | NA | 7.36 | 9.69 | 12.29 | 10.45 | NA | NA | 10.16 | 6.04 | 7.41 | 8.16 | 12.66 | 9.11 | 19.76 | 7.53 | 9.49 | 4.57 | 9.43 | 9.06 | 6.40 | 6.87 | 6.95 | 10.95 | 9.11 | 14.33 | 18.11 | 8.59 | 7.19 | 5.31 | 6.51 | 5.32 | 10.05 | 13.63 |
| Draw Down(%) | NA | 4.73 | 18.35 | 24.09 | 24.09 | NA | NA | 34.62 | 0.49 | 4.73 | 7.64 | 18.36 | 4.46 | 24.09 | 4.74 | 15.56 | 1.36 | 6.52 | 10.27 | 5.65 | 7.10 | 5.83 | 9.92 | 6.61 | 14.88 | 32.17 | 6.34 | 7.55 | 3.87 | 7.22 | 3.89 | 16.44 | 14.56 |
| Yield(%) | NA | 3.10 | 3.32 | 2.72 | 2.28 | NA | NA | 2.84 | NA | 0.91 | 3.04 | 2.20 | 4.25 | 1.23 | 2.07 | 1.57 | 0.47 | 2.09 | 2.39 | 3.51 | 2.20 | 3.13 | 3.01 | 3.59 | 3.52 | 3.52 | 5.42 | 3.02 | 3.46 | 2.44 | 3.32 | 2.08 | 2.98 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.95%
Feb 2006 - Feb 2009 |
-0.40%
Feb 2004 - Feb 2009 |
3.55%
Oct 2013 - Oct 2023 |
3.85%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Northern Trust Co 401K Strategic Asset Allocation - Equal Weight Moderate |
20.01%
Feb 2009 - Feb 2012 |
14.32%
Feb 2009 - Feb 2014 |
8.73%
Feb 2009 - Feb 2019 |
7.68%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart