Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN – MPP ASPECT Tactical Asset Allocation Moderate | NA | -6.83% | 2.24% | 2.35% | 5.74% | 8.02% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN – MPP ASPECT Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | -6.83 | 2.24 | 2.35 | 5.74 | 8.02 | NA | … | … | -5.20 | 6.26 | 5.25 | -2.25 | 3.34 | 14.73 | 13.64 | -4.99 | 9.59 | 17.22 | -0.22 | 12.02 | 22.62 | 6.25 | 16.36 | 31.05 | 10.00 | 4.74 |
| Sharpe Ratio | NA | -0.89 | 0.20 | 0.15 | 0.60 | NA | NA | … | … | -0.89 | 1.04 | 0.91 | -0.36 | 0.51 | 2.02 | 2.09 | -0.40 | 0.66 | 1.69 | -0.25 | 0.76 | 2.23 | 0.57 | 1.79 | 5.60 | 1.98 | 0.55 |
| Standard Deviation(%) | NA | 7.34 | 6.16 | 6.27 | 8.72 | NA | NA | … | … | 7.34 | 5.42 | 5.53 | 6.29 | 6.57 | 7.27 | 6.51 | 12.66 | 14.37 | 10.11 | 4.60 | 11.77 | 8.68 | 7.18 | 8.60 | 5.42 | 4.49 | 4.45 |
| Draw Down(%) | NA | 10.80 | 11.10 | 11.10 | 15.55 | NA | NA | … | … | 10.80 | 5.60 | 4.09 | 6.65 | 5.97 | 6.49 | 4.29 | 15.55 | 11.22 | 5.50 | 4.83 | 8.24 | 7.83 | 5.28 | 9.90 | 3.07 | 5.46 | 3.03 |
| Yield(%) | NA | 1.49 | 2.49 | 3.59 | 3.75 | NA | NA | … | … | 1.48 | 0.42 | 5.36 | 6.24 | 4.46 | 3.89 | 5.00 | 2.33 | 3.25 | 4.95 | 3.75 | 4.82 | 8.53 | 5.79 | 4.83 | 5.42 | 5.85 | 8.78 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN – MPP ASPECT Tactical Asset Allocation Moderate |
2.06%
Dec 2013 – Dec 2016 |
2.19%
Nov 2013 – Nov 2018 |
5.49%
Apr 2008 – Apr 2018 |
7.85%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHWEST PERMANENTE P.C. RETIREMENT PLAN – MPP ASPECT Tactical Asset Allocation Moderate |
19.12%
Mar 2003 – Mar 2006 |
19.18%
Oct 2002 – Oct 2007 |
13.50%
Apr 2001 – Apr 2011 |
10.33%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart