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 - Optimal Moderate | NA | 8.34% | 3.64% | 6.76% | 4.84% | 6.84% | NA | 6.51% |
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 - Optimal 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 (%) | 0.01 | 8.34 | 3.64 | 6.76 | 4.84 | 6.84 | NA | 6.51 | 6.22 | -1.38 | 4.12 | 8.85 | 11.27 | -0.51 | 14.85 | 23.15 | -24.93 | 9.38 | 13.06 | 9.49 | 14.24 | 21.89 | -4.35 | 2.82 |
| Sharpe Ratio | NA | 0.75 | 0.42 | 0.82 | 0.31 | NA | NA | 0.47 | 0.80 | -0.19 | 0.76 | 1.37 | 1.52 | -0.04 | 1.30 | 1.17 | -1.16 | 0.67 | 1.33 | 1.21 | 1.82 | 2.53 | -0.50 | 0.05 |
| Standard Deviation(%) | NA | 7.55 | 6.89 | 6.90 | 12.34 | NA | NA | 11.02 | 7.55 | 7.53 | 5.39 | 6.44 | 7.38 | 13.44 | 11.35 | 19.62 | 22.28 | 9.46 | 7.36 | 6.06 | 7.29 | 8.39 | 10.91 | 9.28 |
| Draw Down(%) | NA | 6.72 | 11.52 | 11.52 | 40.08 | NA | NA | 40.08 | 6.41 | 8.84 | 4.54 | 6.68 | 6.29 | 12.91 | 8.32 | 19.38 | 36.13 | 5.32 | 7.75 | 3.78 | 7.45 | 7.08 | 15.75 | 11.53 |
| Yield(%) | NA | 3.60 | 3.11 | 3.08 | 3.13 | NA | NA | 3.39 | 3.64 | 3.29 | 2.45 | 3.39 | 2.64 | 1.98 | 2.63 | 3.32 | 2.68 | 5.22 | 4.70 | 3.49 | 3.57 | 3.52 | 3.39 | 4.37 |
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 - Optimal Moderate |
-7.91%
Feb 2006 - Feb 2009 |
-0.58%
Feb 2004 - Feb 2009 |
4.22%
Nov 2006 - Nov 2016 |
5.85%
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 - Optimal Moderate |
20.04%
Feb 2009 - Feb 2012 |
14.85%
Feb 2009 - Feb 2014 |
8.89%
Mar 2003 - Mar 2013 |
6.81%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart