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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.56% | 2.61% | 5.05% | 4.18% | 6.31% | NA | 6.09% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.00 | 8.56 | 2.61 | 5.05 | 4.18 | 6.31 | NA | 6.09 | 6.13 | -2.49 | 1.84 | 5.18 | 8.82 | -0.51 | 14.10 | 23.51 | -21.73 | 7.03 | 12.29 | 7.68 | 14.30 | 22.84 | -2.39 | 2.34 |
| Sharpe Ratio | NA | 0.82 | 0.26 | 0.62 | 0.30 | NA | NA | 0.50 | 0.85 | -0.36 | 0.39 | 0.92 | 1.51 | -0.05 | 1.38 | 1.38 | -1.27 | 0.52 | 1.42 | 0.91 | 1.84 | 3.08 | -0.38 | 0.00 |
| Standard Deviation(%) | NA | 6.93 | 6.26 | 6.05 | 10.48 | NA | NA | 9.44 | 6.94 | 6.95 | 4.62 | 5.60 | 5.82 | 11.97 | 10.16 | 16.99 | 17.85 | 7.66 | 6.32 | 6.09 | 7.25 | 7.19 | 9.18 | 7.83 |
| Draw Down(%) | NA | 5.74 | 11.37 | 11.37 | 34.52 | NA | NA | 34.52 | 5.53 | 8.55 | 4.56 | 6.74 | 5.05 | 12.02 | 6.93 | 15.52 | 33.12 | 4.51 | 5.94 | 3.73 | 8.83 | 5.69 | 13.33 | 9.36 |
| Yield(%) | NA | 2.49 | 2.62 | 2.49 | 2.93 | NA | NA | 3.34 | 2.52 | 3.26 | 2.13 | 1.88 | 2.66 | 1.94 | 3.12 | 3.98 | 2.89 | 5.00 | 4.49 | 3.73 | 3.84 | 3.94 | 3.45 | 4.65 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.60%
Feb 2006 - Feb 2009 |
-0.11%
Feb 2004 - Feb 2009 |
3.38%
Nov 2006 - Nov 2016 |
5.43%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NM EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.27%
Feb 2009 - Feb 2012 |
13.69%
Oct 2002 - Oct 2007 |
8.48%
Mar 2003 - Mar 2013 |
6.29%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart