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 Strategic Asset Allocation - Equal Weight Moderate | NA | 12.10% | 6.03% | 11.73% | 6.07% | NA | NA | 6.84% |
Data as of 03/31/2014, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nordstrom 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 05/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.53 | 12.10 | 6.03 | 11.73 | 6.07 | NA | NA | 6.84 | -2.58 | 17.78 | 10.56 | -3.86 | 9.03 | 21.37 | -26.54 | 12.31 | 11.85 | 10.38 | 11.63 | 20.20 | -4.01 | 9.56 |
| Sharpe Ratio | NA | 0.79 | 0.45 | 0.79 | 0.40 | NA | NA | 0.45 | -0.29 | 2.54 | 1.24 | -0.24 | 0.76 | 1.30 | -1.23 | 0.91 | 1.03 | 1.32 | 1.34 | 2.38 | -0.46 | 0.77 |
| Standard Deviation(%) | NA | 7.99 | 11.42 | 11.44 | 12.55 | NA | NA | 11.86 | 9.00 | 6.98 | 8.50 | 16.40 | 11.73 | 16.40 | 22.30 | 10.25 | 8.27 | 6.25 | 7.99 | 8.19 | 11.09 | 9.37 |
| Draw Down(%) | NA | 4.54 | 16.46 | 16.83 | 37.67 | NA | NA | 37.67 | 4.54 | 4.55 | 7.42 | 16.83 | 9.04 | 15.28 | 35.10 | 6.78 | 9.99 | 4.84 | 6.13 | 8.50 | 15.94 | 10.50 |
| Yield(%) | NA | 2.68 | 1.86 | 2.97 | 3.36 | NA | NA | 3.21 | 0.30 | 2.78 | 1.67 | 1.35 | 1.49 | 7.71 | 0.96 | 6.92 | 5.35 | 3.66 | 2.38 | 1.77 | 1.94 | 3.48 |
Data as of 03/31/2014, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.74%
Feb 2006 - Feb 2009 |
-0.25%
Oct 2007 - Oct 2012 |
4.89%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nordstrom 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
16.92%
Mar 2003 - Mar 2006 |
14.07%
Oct 2002 - Oct 2007 |
7.65%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart