Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE NATIONAL MUTUAL INSURANCE COMPANY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 23.21% | -0.06% | 6.61% | 6.39% | 7.77% | 6.91% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE NATIONAL MUTUAL INSURANCE COMPANY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.90 | 23.21 | -0.06 | 6.61 | 6.39 | 7.77 | 6.91 | … | … | 0.53 | 5.56 | 12.54 | -17.95 | 6.51 | 22.24 | 20.67 | -5.14 | 15.11 | 6.01 | -0.10 | 7.27 | 17.63 | 11.29 | -0.17 | 12.92 | 25.59 | -23.48 | 8.53 | 11.39 | 6.53 | 10.53 | 23.33 | -7.83 | 0.29 |
| Sharpe Ratio | NA | 0.01 | -0.34 | 0.17 | 0.38 | NA | NA | … | … | 0.06 | -0.10 | 0.86 | -1.20 | 0.60 | 1.17 | 2.52 | -0.62 | 2.84 | 0.69 | -0.01 | 1.02 | 2.45 | 1.42 | -0.01 | 1.12 | 1.54 | -1.09 | 0.58 | 1.06 | 0.67 | 1.30 | 2.69 | -0.79 | -0.20 |
| Standard Deviation(%) | NA | 10.08 | 12.33 | 13.63 | 11.25 | NA | NA | … | … | 7.89 | 10.13 | 9.64 | 16.12 | 10.73 | 18.87 | 7.64 | 10.35 | 5.10 | 8.41 | 8.81 | 7.13 | 7.17 | 7.90 | 15.34 | 11.45 | 16.55 | 22.31 | 9.63 | 7.68 | 6.48 | 7.38 | 8.42 | 11.32 | 10.02 |
| Draw Down(%) | NA | 7.68 | 23.07 | 25.51 | 25.51 | NA | NA | … | … | 0.66 | 7.68 | 9.93 | 23.83 | 7.02 | 21.31 | 4.18 | 12.69 | 1.90 | 7.44 | 9.00 | 5.58 | 5.68 | 6.60 | 15.08 | 9.13 | 16.76 | 34.53 | 6.09 | 8.11 | 4.53 | 7.16 | 6.97 | 17.86 | 13.53 |
| Yield(%) | NA | 3.48 | 4.32 | 4.46 | 3.53 | NA | NA | … | … | NA | 0.68 | 3.17 | 3.85 | 5.00 | 5.44 | 3.87 | 3.37 | 0.29 | 2.49 | 3.93 | 3.20 | 3.46 | 2.61 | 2.18 | 2.28 | 2.52 | 4.66 | 7.72 | 5.40 | 3.73 | 2.61 | 2.70 | 2.92 | 3.41 |
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 |
|---|---|---|---|---|
| THE NATIONAL MUTUAL INSURANCE COMPANY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderat |
-7.12%
Feb 2006 – Feb 2009 |
-1.33%
Feb 2004 – Feb 2009 |
5.10%
Oct 2013 – Oct 2023 |
5.14%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE NATIONAL MUTUAL INSURANCE COMPANY 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderat |
19.09%
Feb 2009 – Feb 2012 |
16.43%
Feb 2009 – Feb 2014 |
10.87%
Feb 2009 – Feb 2019 |
9.38%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart