Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 31.70% | 11.27% | 11.79% | 8.08% | 8.06% | 7.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHROP GRUMMAN 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 (%) | -0.50 | 31.70 | 11.27 | 11.79 | 8.08 | 8.06 | 7.43 | … | … | 0.45 | 20.37 | 23.20 | -5.11 | 8.67 | 11.54 | 15.16 | -5.66 | 13.41 | 7.99 | -2.35 | 3.18 | 13.11 | 11.10 | -4.01 | 12.05 | 25.88 | -26.00 | 10.28 | 14.17 | 9.57 | 13.03 | 26.26 | -8.56 | -1.92 |
| Sharpe Ratio | NA | 2.11 | 0.90 | 0.77 | 0.68 | NA | NA | … | … | 0.07 | 1.92 | 2.49 | -0.52 | 1.08 | 0.62 | 1.94 | -0.79 | 2.85 | 0.85 | -0.27 | 0.47 | 1.82 | 1.23 | -0.26 | 0.97 | 1.41 | -1.12 | 0.67 | 1.39 | 1.17 | 1.68 | 3.07 | -0.84 | -0.39 |
| Standard Deviation(%) | NA | 7.13 | 9.43 | 11.56 | 9.88 | NA | NA | … | … | 5.60 | 7.19 | 7.61 | 12.53 | 8.01 | 18.35 | 7.08 | 8.83 | 4.48 | 9.16 | 8.80 | 6.76 | 7.20 | 8.97 | 15.59 | 12.28 | 18.24 | 24.06 | 10.86 | 7.82 | 6.30 | 7.19 | 8.33 | 11.54 | 10.92 |
| Draw Down(%) | NA | 4.14 | 12.86 | 22.22 | 22.22 | NA | NA | … | … | 0.37 | 4.14 | 4.58 | 12.99 | 3.98 | 22.22 | 4.37 | 12.09 | 1.26 | 7.23 | 9.86 | 5.80 | 5.56 | 8.18 | 15.99 | 9.50 | 17.34 | 35.68 | 7.05 | 9.14 | 4.75 | 6.81 | 8.16 | 18.82 | 17.35 |
| Yield(%) | NA | 14.61 | 9.08 | 6.13 | 3.99 | NA | NA | … | … | NA | 4.69 | 13.76 | 6.49 | 1.67 | 1.34 | 2.22 | 2.00 | 0.84 | 2.35 | 1.84 | 2.35 | 2.00 | 1.99 | 1.93 | 1.85 | 2.22 | 2.22 | 2.95 | 2.53 | 2.28 | 2.30 | 2.44 | 2.19 | 2.54 |
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 |
|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-7.47%
Feb 2006 – Feb 2009 |
-0.20%
Feb 2004 – Feb 2009 |
3.92%
Oct 2007 – Oct 2017 |
3.92%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHROP GRUMMAN SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
24.62%
Sep 2022 – Sep 2025 |
15.86%
Oct 2020 – Oct 2025 |
10.76%
Sep 2015 – Sep 2025 |
9.26%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart