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 - Optimal Moderate | NA | 27.12% | 4.90% | 8.98% | 7.88% | 9.32% | 7.89% | 7.49% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORTHWEST SHEET METAL WORKERS SUPP PENSION PLAN Strategic Asset Allocation - Optimal 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 | 27.12 | 4.90 | 8.98 | 7.88 | 9.32 | 7.89 | 7.49 | NA | 13.13 | 11.78 | -10.03 | 5.63 | 22.92 | 21.04 | -2.79 | 11.31 | 9.51 | -1.33 | 8.69 | 17.99 | 12.95 | 0.17 | 18.10 | 22.95 | -24.86 | 7.21 | 12.57 | 7.53 | 12.73 | 19.23 | -9.12 | 0.10 |
| Sharpe Ratio | NA | 0.84 | 0.06 | 0.42 | 0.56 | NA | NA | 0.51 | 0.02 | 0.72 | 0.92 | -0.85 | 0.55 | 1.13 | 2.58 | -0.40 | 2.59 | 1.21 | -0.15 | 1.25 | 2.52 | 1.77 | 0.01 | 1.47 | 1.36 | -1.12 | 0.46 | 1.38 | 0.78 | 1.66 | 1.88 | -0.72 | -0.18 |
| Standard Deviation(%) | NA | 9.01 | 10.51 | 12.96 | 10.78 | NA | NA | 11.52 | 11.78 | 9.04 | 8.15 | 13.46 | 10.13 | 20.12 | 7.62 | 10.29 | 4.12 | 7.71 | 9.17 | 6.91 | 7.12 | 7.27 | 15.29 | 12.24 | 16.76 | 23.03 | 9.11 | 6.73 | 6.83 | 7.09 | 9.85 | 14.21 | 12.15 |
| Draw Down(%) | NA | 5.45 | 17.49 | 21.76 | 21.76 | NA | NA | 37.43 | 1.07 | 5.45 | 7.52 | 17.87 | 7.19 | 21.76 | 3.23 | 12.16 | 1.60 | 5.85 | 7.90 | 4.38 | 5.14 | 5.00 | 15.31 | 9.35 | 16.79 | 35.40 | 5.52 | 5.39 | 4.29 | 6.11 | 7.84 | 18.78 | 14.92 |
| Yield(%) | NA | 7.12 | 4.38 | 3.53 | 2.75 | NA | NA | 3.13 | NA | 1.19 | 6.56 | 3.14 | 2.31 | 2.92 | 1.83 | 1.83 | 0.69 | 3.02 | 2.21 | 2.06 | 2.81 | 3.96 | 1.93 | 3.99 | 3.63 | 3.85 | 3.45 | 3.03 | 3.04 | 3.41 | 3.48 | 3.35 | 4.25 |
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 - Optimal Moderate |
-7.68%
Feb 2006 - Feb 2009 |
-1.04%
Feb 2004 - Feb 2009 |
5.65%
Dec 2001 - Dec 2011 |
6.01%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
20.19%
Feb 2009 - Feb 2012 |
17.24%
Feb 2009 - Feb 2014 |
11.53%
Feb 2009 - Feb 2019 |
10.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart