Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NM EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 6.03% | 2.54% | 5.48% | 7.23% | 9.07% | NA | 9.53% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NM EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.52 | 6.03 | 2.54 | 5.48 | 7.23 | 9.07 | NA | 9.53 | 5.10 | -4.67 | 2.25 | 12.84 | 10.37 | -0.37 | 13.54 | 19.08 | 1.89 | 6.23 | 19.00 | 8.02 | 17.45 | 19.70 | 8.32 | 6.24 |
| Sharpe Ratio | NA | 0.99 | 0.14 | 0.81 | 0.71 | NA | NA | 1.02 | 0.98 | -0.73 | 0.37 | 1.81 | 1.79 | -0.05 | 1.01 | 1.77 | 0.14 | 0.32 | 1.93 | 0.80 | 2.00 | 3.34 | 1.61 | 0.85 |
| Standard Deviation(%) | NA | 4.97 | 5.83 | 6.09 | 8.40 | NA | NA | 7.77 | 4.98 | 6.44 | 5.97 | 7.09 | 5.76 | 8.84 | 13.37 | 10.72 | 6.89 | 10.05 | 8.11 | 7.33 | 8.27 | 5.68 | 4.49 | 4.60 |
| Draw Down(%) | NA | 4.81 | 9.07 | 9.07 | 9.86 | NA | NA | 9.86 | 4.81 | 8.94 | 6.47 | 6.83 | 4.92 | 9.86 | 9.34 | 6.24 | 9.69 | 9.35 | 6.21 | 4.64 | 9.84 | 2.38 | 4.50 | 3.13 |
| Yield(%) | NA | 4.39 | 3.20 | 4.89 | 4.21 | NA | NA | 4.60 | 4.40 | 1.66 | 3.57 | 10.51 | 4.26 | 2.54 | 2.52 | 4.09 | 3.38 | 5.03 | 6.44 | 3.88 | 5.37 | 4.64 | 4.86 | 6.51 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| NM EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
0.91%
Nov 2013 - Nov 2016 |
2.68%
Apr 2011 - Apr 2016 |
6.27%
Nov 2006 - Nov 2016 |
8.93%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NM EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
17.59%
Mar 2003 - Mar 2006 |
15.15%
Feb 2003 - Feb 2008 |
12.40%
Apr 2001 - Apr 2011 |
9.23%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart