Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| National Oilwell Varco, Inc. 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 24.50% | 2.07% | 7.38% | 6.34% | 7.79% | 7.88% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Oilwell Varco, Inc. 401(k) and Retirement 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 | Common | Inception | 2025 | 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 (%) | -0.98 | 24.50 | 2.07 | 7.38 | 6.34 | 7.79 | 7.88 | … | … | 0.75 | 11.71 | 19.49 | -19.53 | 8.21 | 19.04 | 19.86 | -7.95 | 10.83 | 9.68 | -1.33 | 5.91 | 16.74 | 13.64 | 2.78 | 12.85 | 20.79 | -10.41 | 8.16 | 13.84 | 7.96 | 13.81 | 24.06 | 2.32 | -4.28 |
| Sharpe Ratio | NA | 0.67 | -0.05 | 0.32 | 0.42 | NA | NA | … | … | 0.06 | 0.54 | 1.58 | -1.41 | 0.72 | 0.97 | 2.28 | -0.89 | 2.05 | 1.04 | -0.15 | 0.76 | 2.21 | 1.64 | 0.18 | 1.18 | 2.17 | -1.41 | 0.54 | 1.48 | 0.99 | 1.73 | 3.60 | 0.19 | -1.07 |
| Standard Deviation(%) | NA | 9.51 | 11.60 | 13.50 | 11.29 | NA | NA | … | … | 11.08 | 9.50 | 9.63 | 14.81 | 11.35 | 19.40 | 8.08 | 10.43 | 4.98 | 9.15 | 9.18 | 7.80 | 7.58 | 8.30 | 15.08 | 10.86 | 9.56 | 8.04 | 9.54 | 7.13 | 5.87 | 7.46 | 6.49 | 6.52 | 6.18 |
| Draw Down(%) | NA | 5.82 | 23.33 | 26.31 | 26.31 | NA | NA | … | … | 0.78 | 5.82 | 8.05 | 24.33 | 7.37 | 22.31 | 3.40 | 15.55 | 2.63 | 9.04 | 10.03 | 5.95 | 4.44 | 6.08 | 14.21 | 8.59 | 4.54 | 15.91 | 7.12 | 7.55 | 3.88 | 7.03 | 3.15 | 5.24 | 8.38 |
| Yield(%) | NA | 8.90 | 7.95 | 6.57 | 5.75 | NA | NA | … | … | NA | 3.82 | 6.84 | 6.88 | 7.64 | 1.41 | 5.88 | 4.10 | 3.28 | 6.58 | 6.30 | 5.98 | 3.08 | 3.56 | 3.24 | 2.23 | 4.75 | 8.72 | 8.26 | 8.46 | 5.29 | 3.13 | 3.89 | 2.08 | 7.34 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Oilwell Varco, Inc. 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate |
0.71%
Sep 2019 – Sep 2022 |
2.05%
Sep 2017 – Sep 2022 |
4.82%
Oct 2013 – Oct 2023 |
5.60%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Oilwell Varco, Inc. 401(k) and Retirement Savings Plan Tactical Asset Allocation Moderate |
16.53%
Apr 2003 – Apr 2006 |
14.50%
Oct 2002 – Oct 2007 |
10.74%
Mar 2003 – Mar 2013 |
9.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart