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 Strategic Asset Allocation - Equal Weight Moderate | NA | 30.94% | 10.57% | 11.43% | 7.54% | 7.31% | 7.29% | 7.23% |
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 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 (%) | -0.50 | 30.94 | 10.57 | 11.43 | 7.54 | 7.31 | 7.29 | 7.23 | NA | 19.59 | 22.10 | -5.91 | 6.94 | 13.70 | 14.25 | -6.59 | 14.32 | 7.73 | -3.76 | 2.07 | 10.47 | 10.01 | -4.12 | 10.81 | 27.65 | -24.45 | 13.25 | 14.84 | 10.40 | 12.66 | 24.88 | -6.66 | -0.71 |
| Sharpe Ratio | NA | 2.06 | 0.82 | 0.75 | 0.65 | NA | NA | 0.55 | 0.05 | 1.90 | 2.46 | -0.60 | 0.84 | 0.78 | 1.93 | -0.90 | 3.08 | 0.79 | -0.42 | 0.30 | 1.53 | 1.29 | -0.30 | 0.99 | 1.66 | -1.18 | 0.98 | 1.46 | 1.36 | 1.74 | 3.29 | -0.78 | -0.32 |
| Standard Deviation(%) | NA | 6.78 | 9.04 | 11.07 | 9.62 | NA | NA | 10.45 | 4.76 | 6.82 | 7.24 | 12.09 | 8.25 | 17.28 | 6.65 | 8.81 | 4.45 | 9.53 | 9.07 | 6.76 | 6.81 | 7.69 | 13.65 | 10.86 | 16.56 | 21.52 | 10.47 | 7.94 | 6.05 | 6.74 | 7.35 | 9.91 | 9.50 |
| Draw Down(%) | NA | 3.93 | 14.11 | 22.03 | 22.03 | NA | NA | 36.00 | 0.38 | 3.93 | 4.40 | 14.11 | 3.99 | 22.03 | 4.33 | 13.04 | 1.34 | 7.06 | 11.45 | 6.56 | 5.80 | 7.07 | 14.49 | 8.56 | 14.80 | 33.22 | 6.97 | 9.58 | 4.75 | 7.01 | 7.15 | 16.44 | 14.82 |
| Yield(%) | NA | 14.76 | 9.22 | 6.39 | 4.16 | NA | NA | 3.15 | NA | 4.66 | 13.87 | 6.64 | 1.84 | 1.76 | 2.65 | 2.04 | 0.85 | 2.58 | 1.93 | 2.48 | 1.99 | 1.94 | 1.96 | 1.89 | 2.30 | 2.16 | 3.14 | 2.40 | 2.32 | 2.54 | 2.63 | 2.40 | 3.38 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.17%
Feb 2006 - Feb 2009 |
1.21%
Mar 2015 - Mar 2020 |
3.34%
Mar 2010 - Mar 2020 |
3.55%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.95%
Mar 2003 - Mar 2006 |
16.06%
Oct 2002 - Oct 2007 |
9.16%
Mar 2003 - Mar 2013 |
8.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart