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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.85% | 3.19% | 7.28% | 5.43% | 6.32% | 6.40% | 6.80% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.74 | 18.85 | 3.19 | 7.28 | 5.43 | 6.32 | 6.40 | 6.80 | NA | 4.24 | 9.16 | -6.33 | 5.14 | 16.38 | 17.13 | -6.69 | 8.78 | 2.70 | 1.39 | 1.33 | 16.47 | 12.75 | -3.07 | 10.56 | 25.70 | -20.65 | 9.91 | 13.60 | 9.60 | 11.32 | 23.60 | -4.42 | 4.98 |
| Sharpe Ratio | NA | -0.13 | -0.17 | 0.25 | 0.33 | NA | NA | 0.47 | 0.11 | -0.28 | 0.59 | -0.58 | 0.50 | 0.90 | 2.25 | -0.89 | 1.52 | 0.27 | 0.15 | 0.15 | 2.23 | 1.45 | -0.21 | 0.86 | 1.67 | -1.10 | 0.75 | 1.45 | 1.08 | 1.27 | 2.86 | -0.56 | 0.31 |
| Standard Deviation(%) | NA | 8.35 | 10.23 | 12.19 | 10.31 | NA | NA | 10.67 | 5.44 | 8.40 | 8.34 | 13.21 | 10.31 | 17.94 | 6.99 | 8.95 | 5.38 | 9.09 | 9.12 | 8.61 | 7.37 | 8.74 | 14.43 | 12.11 | 15.36 | 19.67 | 9.18 | 7.11 | 6.86 | 8.18 | 8.00 | 9.79 | 8.55 |
| Draw Down(%) | NA | 6.70 | 14.91 | 21.38 | 21.38 | NA | NA | 32.65 | 0.29 | 6.70 | 7.30 | 14.91 | 6.20 | 21.38 | 4.05 | 12.78 | 4.67 | 9.76 | 9.33 | 5.85 | 6.11 | 7.99 | 14.55 | 9.55 | 14.89 | 30.98 | 6.51 | 8.21 | 4.30 | 6.84 | 7.70 | 15.73 | 11.60 |
| Yield(%) | NA | 4.67 | 4.40 | 3.48 | 3.64 | NA | NA | 3.70 | NA | 0.90 | 4.54 | 3.25 | 4.51 | 1.44 | 3.12 | 4.65 | 0.54 | 1.82 | 7.48 | 4.67 | 0.96 | 4.30 | 3.02 | 2.47 | 2.34 | 3.94 | 6.98 | 6.34 | 5.97 | 2.63 | 3.03 | 2.31 | 4.01 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.41%
Feb 2006 - Feb 2009 |
0.77%
Mar 2015 - Mar 2020 |
4.07%
Oct 2013 - Oct 2023 |
4.25%
Sep 2007 - Sep 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
17.65%
Mar 2003 - Mar 2006 |
14.58%
Oct 2002 - Oct 2007 |
9.45%
Mar 2003 - Mar 2013 |
8.13%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart