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 Strategic Asset Allocation – Optimal Moderate | NA | -5.51% | 2.54% | 3.88% | 8.77% | 7.87% | 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 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 | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.55 | -5.51 | 2.54 | 3.88 | 8.77 | 7.87 | NA | … | … | -5.48 | 10.36 | 3.05 | 1.11 | 7.19 | 16.07 | 15.10 | -1.32 | 17.18 | 26.84 | -21.91 | 6.69 | 18.70 | 8.91 | 16.84 | 32.01 | 0.44 | 2.44 |
| Sharpe Ratio | NA | -0.80 | 0.23 | 0.35 | 0.72 | NA | NA | … | … | -0.80 | 1.95 | 0.35 | 0.13 | 0.96 | 2.01 | 2.07 | -0.08 | 1.20 | 1.23 | -0.93 | 0.32 | 2.04 | 1.02 | 2.00 | 4.33 | -0.07 | 0.02 |
| Standard Deviation(%) | NA | 8.53 | 7.41 | 7.60 | 11.68 | NA | NA | … | … | 8.53 | 4.99 | 8.18 | 8.26 | 7.49 | 7.97 | 7.28 | 16.83 | 14.25 | 21.77 | 24.64 | 11.44 | 7.54 | 6.59 | 7.93 | 7.23 | 9.75 | 8.12 |
| Draw Down(%) | NA | 10.76 | 10.76 | 10.76 | 22.50 | NA | NA | … | … | 10.76 | 3.33 | 7.68 | 7.68 | 5.82 | 6.79 | 5.35 | 18.32 | 10.57 | 22.50 | 36.24 | 8.59 | 7.19 | 4.68 | 7.71 | 5.26 | 13.52 | 9.65 |
| Yield(%) | NA | 5.68 | 3.32 | 4.77 | 4.30 | NA | NA | … | … | 5.65 | 0.43 | 3.79 | 7.53 | 6.53 | 5.29 | 3.82 | 2.98 | 3.34 | 3.06 | 4.45 | 5.22 | 5.86 | 5.34 | 5.15 | 4.47 | 4.60 | 4.92 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.07%
Feb 2006 – Feb 2009 |
0.63%
Feb 2004 – Feb 2009 |
6.11%
Jan 2007 – Jan 2017 |
7.78%
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 Strategic Asset Allocation – Optimal Moderate |
22.40%
Feb 2009 – Feb 2012 |
18.64%
Feb 2009 – Feb 2014 |
11.46%
Mar 2003 – Mar 2013 |
10.17%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart