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 - Optimal Moderate | NA | -7.13% | 2.17% | 3.15% | 7.69% | 6.31% | NA | 6.78% |
Data as of 10/31/2018, 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 - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.48 | -7.13 | 2.17 | 3.15 | 7.69 | 6.31 | NA | 6.78 | -7.10 | 6.65 | 5.74 | -0.86 | 4.42 | 18.01 | 10.94 | -1.12 | 13.40 | 24.41 | -19.56 | 6.41 | 12.78 | 8.20 | 10.41 | 23.02 | -3.27 | 7.76 |
| Sharpe Ratio | NA | -0.88 | 0.10 | 0.14 | 0.67 | NA | NA | 0.50 | -0.89 | 1.07 | 0.64 | -0.10 | 0.46 | 2.47 | 1.26 | -0.08 | 1.22 | 1.59 | -1.00 | 0.38 | 1.46 | 0.81 | 1.29 | 2.75 | -0.41 | 0.61 |
| Standard Deviation(%) | NA | 9.52 | 8.10 | 8.53 | 10.21 | NA | NA | 10.42 | 9.52 | 5.60 | 8.65 | 8.62 | 9.68 | 7.27 | 8.64 | 14.03 | 10.93 | 15.32 | 20.50 | 8.80 | 6.48 | 7.43 | 7.36 | 8.13 | 10.60 | 8.96 |
| Draw Down(%) | NA | 13.20 | 14.71 | 14.71 | 15.08 | NA | NA | 32.77 | 13.20 | 5.45 | 9.22 | 8.40 | 5.40 | 5.11 | 7.47 | 13.57 | 7.81 | 15.08 | 30.49 | 6.08 | 6.27 | 4.41 | 6.16 | 7.51 | 15.96 | 11.31 |
| Yield(%) | NA | 4.21 | 3.12 | 4.60 | 3.73 | NA | NA | 4.03 | 4.19 | 0.63 | 4.51 | 6.98 | 6.69 | 3.42 | 2.74 | 3.37 | 2.49 | 2.23 | 3.83 | 6.01 | 6.48 | 6.38 | 3.00 | 2.76 | 2.29 | 4.46 |
Data as of 10/31/2018, 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 - Optimal Moderate |
-4.95%
Feb 2006 - Feb 2009 |
0.30%
Feb 2004 - Feb 2009 |
5.31%
Feb 2006 - Feb 2016 |
6.29%
Nov 2003 - Nov 2018 |
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 - Optimal Moderate |
17.61%
Feb 2009 - Feb 2012 |
15.31%
Feb 2009 - Feb 2014 |
9.03%
Mar 2003 - Mar 2013 |
8.23%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart