Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORTHROP GRUMMAN SHIPBUILDING INC NEWPORT NEWS OPERATIONS TARGET BENEFIT PLAN FOR EES COVERED BY USWA LOCAL 8888 COLLECTIVE BARGAINING Tactical Asset Allocation Moderate | NA | 25.25% | 7.51% | 12.52% | 8.30% | 8.79% | 9.04% | 8.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHROP GRUMMAN SHIPBUILDING INC NEWPORT NEWS OPERATIONS TARGET BENEFIT PLAN FOR EES COVERED BY USWA LOCAL 8888 COLLECTIVE BARGAINING Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.73 | 25.25 | 7.51 | 12.52 | 8.30 | 8.79 | 9.04 | 8.68 | NA | 9.03 | 16.81 | -5.43 | 17.81 | 17.94 | 15.36 | -5.13 | 10.91 | 9.55 | -5.03 | 6.74 | 19.15 | 11.05 | -0.28 | 10.37 | 15.27 | -0.96 | 10.60 | 13.32 | 8.96 | 13.22 | 12.62 | -0.46 | 0.56 |
| Sharpe Ratio | NA | 0.38 | 0.14 | 0.56 | 0.51 | NA | NA | 0.66 | 0.10 | 0.23 | 1.16 | -0.42 | 1.45 | 0.82 | 1.66 | -0.61 | 1.95 | 1.10 | -0.57 | 0.51 | 2.51 | 1.20 | -0.02 | 1.02 | 1.67 | -0.33 | 0.80 | 1.40 | 0.95 | 1.55 | 1.65 | -0.27 | -0.29 |
| Standard Deviation(%) | NA | 10.44 | 12.82 | 14.92 | 12.13 | NA | NA | 10.39 | 6.46 | 10.52 | 10.84 | 16.38 | 12.26 | 21.61 | 8.39 | 10.50 | 5.27 | 8.52 | 8.95 | 13.17 | 7.63 | 9.14 | 14.61 | 10.05 | 9.07 | 5.63 | 9.47 | 7.16 | 7.14 | 7.91 | 7.21 | 5.70 | 6.01 |
| Draw Down(%) | NA | 9.24 | 15.95 | 23.15 | 23.15 | NA | NA | 23.15 | 0.35 | 9.24 | 10.26 | 15.95 | 6.04 | 23.15 | 4.84 | 13.22 | 3.31 | 7.54 | 11.24 | 7.21 | 4.05 | 7.48 | 14.10 | 8.05 | 4.37 | 5.34 | 6.64 | 8.31 | 4.91 | 6.36 | 6.59 | 5.13 | 7.69 |
| Yield(%) | NA | 5.02 | 5.17 | 4.39 | 5.21 | NA | NA | 0.00 | NA | 1.03 | 5.01 | 4.39 | 6.63 | 3.04 | 4.85 | 6.06 | 6.82 | 3.49 | 4.63 | 9.05 | 3.29 | 6.41 | 3.94 | 3.00 | 3.39 | 3.76 | 8.13 | 6.33 | 5.82 | 3.47 | 3.17 | 3.87 | 4.79 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| NORTHROP GRUMMAN SHIPBUILDING INC NEWPORT NEWS OPERATIONS TARGET BENEFIT PLAN FOR EES COVERED BY USWA LOCAL 8888 COLLECTIVE BARGAINING Tactical Asset Allocation Moderate |
0.44%
Mar 2017 - Mar 2020 |
1.47%
Mar 2015 - Mar 2020 |
5.11%
Mar 2010 - Mar 2020 |
6.71%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHROP GRUMMAN SHIPBUILDING INC NEWPORT NEWS OPERATIONS TARGET BENEFIT PLAN FOR EES COVERED BY USWA LOCAL 8888 COLLECTIVE BARGAINING Tactical Asset Allocation Moderate |
17.27%
Mar 2020 - Mar 2023 |
13.21%
Nov 2019 - Nov 2024 |
10.50%
Jul 2003 - Jul 2013 |
9.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart