Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 33.24% | 9.72% | 10.35% | 6.67% | 7.36% | 9.34% | 8.85% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN 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 (%) | -0.51 | 33.24 | 9.72 | 10.35 | 6.67 | 7.36 | 9.34 | 8.85 | NA | 20.29 | 24.65 | -10.29 | 10.33 | 7.85 | 17.52 | -11.31 | 11.22 | 6.79 | -3.27 | 5.26 | 12.61 | 13.56 | 3.50 | 5.89 | 15.90 | 2.37 | 20.12 | 20.71 | 14.80 | 16.65 | 19.46 | -5.37 | -3.06 |
| Sharpe Ratio | NA | 1.85 | 0.67 | 0.62 | 0.50 | NA | NA | 0.76 | 0.07 | 1.68 | 2.54 | -0.81 | 1.06 | 0.45 | 2.25 | -1.26 | 2.13 | 0.74 | -0.36 | 0.72 | 1.69 | 1.53 | 0.23 | 0.55 | 1.64 | 5.34 | 1.25 | 1.66 | 1.79 | 1.82 | 2.82 | -1.42 | -1.01 |
| Standard Deviation(%) | NA | 8.07 | 10.62 | 12.00 | 10.28 | NA | NA | 9.54 | 8.06 | 8.15 | 8.02 | 14.41 | 9.71 | 16.89 | 7.15 | 10.01 | 4.96 | 8.85 | 9.11 | 7.25 | 7.45 | 8.85 | 14.91 | 10.46 | 9.66 | 0.27 | 13.72 | 10.52 | 7.04 | 8.65 | 6.66 | 4.57 | 5.33 |
| Draw Down(%) | NA | 4.46 | 15.11 | 22.31 | 22.31 | NA | NA | 22.31 | 0.51 | 4.46 | 5.05 | 16.23 | 4.81 | 22.31 | 3.91 | 17.61 | 2.12 | 7.42 | 9.92 | 5.58 | 4.90 | 6.53 | 12.78 | 8.53 | 5.14 | 0.24 | 9.95 | 14.24 | 5.57 | 10.07 | 5.15 | 8.34 | 10.15 |
| Yield(%) | NA | 14.46 | 9.65 | 6.45 | 4.29 | NA | NA | 0.00 | NA | 8.34 | 13.04 | 6.22 | 1.26 | 1.65 | 2.14 | 1.95 | 2.46 | 2.03 | 1.94 | 2.25 | 1.65 | 2.35 | 2.16 | 2.36 | 3.35 | 2.57 | 3.80 | 3.73 | 3.75 | 3.89 | 4.40 | 3.54 | 3.10 |
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 SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.05%
Mar 2017 - Mar 2020 |
0.13%
Mar 2015 - Mar 2020 |
3.80%
Sep 2012 - Sep 2022 |
5.16%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Tactical Asset Allocation Moderate |
23.60%
Oct 2004 - Oct 2007 |
19.06%
Oct 2002 - Oct 2007 |
13.66%
May 2003 - May 2013 |
11.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart