Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nordstrom 401(k) Plan Tactical Asset Allocation Moderate | NA | 33.79% | 10.62% | 10.95% | 6.41% | 6.36% | 7.29% | 7.98% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nordstrom 401(k) Plan 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 (%) | -0.68 | 33.79 | 10.62 | 10.95 | 6.41 | 6.36 | 7.29 | 7.98 | NA | 21.97 | 17.32 | -8.28 | 10.31 | 14.44 | 5.41 | -2.82 | 8.64 | 5.83 | -4.47 | -2.58 | 18.22 | 8.02 | 1.67 | 2.63 | 17.77 | -1.97 | 14.62 | 13.64 | 5.51 | 11.22 | 14.63 | 9.48 | 9.29 |
| Sharpe Ratio | NA | 1.85 | 0.66 | 0.90 | 0.65 | NA | NA | 0.87 | 0.09 | 1.68 | 1.86 | -0.93 | 1.04 | 1.61 | 0.86 | -0.54 | 1.54 | 1.31 | -0.85 | -0.40 | 2.53 | 1.49 | 0.18 | 0.25 | 2.26 | -0.46 | 1.17 | 1.43 | 0.53 | 1.28 | 2.32 | 1.97 | 1.46 |
| Standard Deviation(%) | NA | 9.17 | 9.00 | 9.15 | 7.56 | NA | NA | 7.39 | 10.02 | 9.16 | 7.03 | 10.37 | 9.90 | 8.81 | 4.66 | 7.63 | 5.19 | 4.30 | 5.31 | 6.47 | 7.19 | 5.36 | 9.08 | 10.11 | 7.81 | 6.25 | 9.91 | 7.23 | 6.25 | 8.03 | 6.01 | 4.24 | 4.77 |
| Draw Down(%) | NA | 5.70 | 13.00 | 13.00 | 13.00 | NA | NA | 13.00 | 0.64 | 5.70 | 3.90 | 13.00 | 5.29 | 10.89 | 3.46 | 8.93 | 3.75 | 2.43 | 5.09 | 5.98 | 5.55 | 3.48 | 8.59 | 9.10 | 3.81 | 7.10 | 6.64 | 7.94 | 4.41 | 6.89 | 4.12 | 2.44 | 4.10 |
| Yield(%) | NA | 14.95 | 12.03 | 8.90 | 6.12 | NA | NA | 5.07 | NA | 4.63 | 13.89 | 8.42 | 8.62 | 3.95 | 4.72 | 4.82 | 0.45 | 2.80 | 4.66 | 3.72 | 3.46 | 4.99 | 1.67 | 3.56 | 5.02 | 4.20 | 3.73 | 4.55 | 4.46 | 3.85 | 2.23 | 5.21 | 9.00 |
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 |
|---|---|---|---|---|
| Nordstrom 401(k) Plan Tactical Asset Allocation Moderate |
-0.51%
Dec 2013 - Dec 2016 |
0.78%
Dec 2013 - Dec 2018 |
3.15%
Mar 2010 - Mar 2020 |
4.34%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nordstrom 401(k) Plan Tactical Asset Allocation Moderate |
14.39%
Oct 2004 - Oct 2007 |
13.09%
Oct 2002 - Oct 2007 |
10.06%
Apr 2001 - Apr 2011 |
7.73%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart