Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORTHWEST SHEET METAL WORKERS SUPP PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 23.27% | 6.14% | 10.44% | 8.36% | 8.76% | 7.47% | 7.74% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHWEST SHEET METAL WORKERS SUPP PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.11 | 23.27 | 6.14 | 10.44 | 8.36 | 8.76 | 7.47 | 7.74 | NA | 13.73 | 12.77 | -6.12 | 9.85 | 22.29 | 19.81 | -3.54 | 11.59 | 8.56 | -1.31 | 6.31 | 11.22 | 10.19 | 4.74 | 13.42 | 20.53 | -19.47 | 7.20 | 8.82 | 5.47 | 8.75 | 14.23 | 2.21 | 8.07 |
| Sharpe Ratio | NA | 0.93 | 0.31 | 0.59 | 0.64 | NA | NA | 0.68 | 0.04 | 0.81 | 1.10 | -0.60 | 0.98 | 1.09 | 2.42 | -0.46 | 2.67 | 1.07 | -0.15 | 0.93 | 1.81 | 2.33 | 0.56 | 1.92 | 1.93 | -1.15 | 0.66 | 1.04 | 0.67 | 1.37 | 2.23 | 0.15 | 0.89 |
| Standard Deviation(%) | NA | 8.84 | 9.92 | 12.69 | 10.65 | NA | NA | 9.23 | 11.31 | 8.86 | 7.78 | 12.50 | 9.99 | 20.20 | 7.60 | 10.60 | 4.11 | 7.82 | 9.11 | 6.76 | 6.20 | 4.36 | 8.38 | 6.96 | 10.60 | 17.70 | 6.37 | 5.32 | 4.95 | 5.70 | 6.07 | 7.30 | 6.48 |
| Draw Down(%) | NA | 5.58 | 12.67 | 21.99 | 21.99 | NA | NA | 29.80 | 0.96 | 5.58 | 5.70 | 13.64 | 7.50 | 21.99 | 3.43 | 13.41 | 1.59 | 6.51 | 7.43 | 4.58 | 5.17 | 2.87 | 7.36 | 5.27 | 11.61 | 29.80 | 4.09 | 4.35 | 3.46 | 5.42 | 4.53 | 9.05 | 5.76 |
| Yield(%) | NA | 7.34 | 4.12 | 3.39 | 2.63 | NA | NA | 3.63 | NA | 1.21 | 6.89 | 2.25 | 2.11 | 2.88 | 2.09 | 1.09 | 0.69 | 3.42 | 2.03 | 1.59 | 2.10 | 4.81 | 2.69 | 4.75 | 4.19 | 5.46 | 4.47 | 4.43 | 3.98 | 4.38 | 3.74 | 4.95 | 7.26 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHWEST SHEET METAL WORKERS SUPP PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.21%
Feb 2006 - Feb 2009 |
-0.63%
Feb 2004 - Feb 2009 |
5.05%
Feb 2006 - Feb 2016 |
5.76%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORTHWEST SHEET METAL WORKERS SUPP PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.19%
Dec 2018 - Dec 2021 |
13.80%
Feb 2009 - Feb 2014 |
9.55%
Feb 2009 - Feb 2019 |
10.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart