Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN - MPP ASPECT Strategic Asset Allocation - Equal Weight Moderate | NA | -3.18% | 2.01% | 3.77% | 8.00% | 7.01% | NA | 7.58% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN - MPP ASPECT Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | -3.18 | 2.01 | 3.77 | 8.00 | 7.01 | NA | 7.58 | -4.19 | 6.11 | 3.28 | 2.61 | 8.09 | 9.32 | 13.08 | 0.20 | 14.89 | 26.36 | -22.24 | 4.70 | 17.48 | 7.83 | 17.32 | 25.02 | 1.65 | 5.17 |
| Sharpe Ratio | NA | -0.72 | 0.13 | 0.37 | 0.70 | NA | NA | 0.56 | -0.72 | 1.12 | 0.39 | 0.31 | 1.18 | 1.25 | 2.20 | 0.01 | 1.33 | 1.23 | -0.98 | 0.16 | 1.96 | 0.93 | 2.25 | 4.00 | 0.07 | 0.43 |
| Standard Deviation(%) | NA | 7.68 | 6.98 | 7.25 | 10.56 | NA | NA | 10.77 | 7.68 | 4.89 | 7.95 | 8.41 | 6.83 | 7.41 | 5.93 | 13.38 | 11.16 | 21.44 | 23.70 | 10.68 | 7.25 | 6.11 | 7.29 | 6.08 | 8.27 | 6.63 |
| Draw Down(%) | NA | 9.54 | 9.54 | 9.54 | 21.41 | NA | NA | 39.89 | 9.54 | 3.13 | 7.45 | 7.16 | 4.66 | 8.00 | 4.35 | 13.97 | 7.52 | 21.41 | 36.76 | 8.28 | 7.07 | 3.87 | 8.06 | 4.54 | 11.51 | 7.58 |
| Yield(%) | NA | 2.43 | 2.29 | 3.64 | 3.88 | NA | NA | 4.67 | 2.43 | 0.45 | 3.91 | 6.96 | 4.53 | 3.87 | 4.58 | 3.16 | 4.52 | 3.87 | 5.20 | 6.55 | 7.05 | 5.58 | 5.33 | 4.48 | 5.16 | 6.35 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN - MPP ASPECT Strategic Asset Allocation - Equal Weight Moderate |
-7.77%
Feb 2006 - Feb 2009 |
0.00%
Feb 2004 - Feb 2009 |
5.10%
Oct 2007 - Oct 2017 |
6.95%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN - MPP ASPECT Strategic Asset Allocation - Equal Weight Moderate |
21.50%
Feb 2009 - Feb 2012 |
16.56%
Feb 2009 - Feb 2014 |
10.11%
Mar 2003 - Mar 2013 |
8.70%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart