Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE NEWPORT GROUP INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -0.45% | 2.50% | 3.06% | 3.06% | 5.60% | 6.32% | 6.98% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE NEWPORT GROUP INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 | 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 (%) | -0.63 | -0.45 | 2.50 | 3.06 | 3.06 | 5.60 | 6.32 | 6.98 | -0.70 | 10.94 | -13.43 | 7.80 | 14.58 | 8.98 | -3.88 | 10.56 | 3.65 | -1.70 | 2.33 | 15.73 | 11.28 | 0.09 | 9.40 | 19.61 | -0.54 | 9.42 | 12.28 | 5.07 | 13.96 | 21.23 | 3.12 | 8.65 |
| Sharpe Ratio | NA | 0.14 | -0.13 | 0.40 | 0.39 | NA | NA | 0.82 | -0.12 | 0.85 | -1.48 | 0.82 | 1.66 | 1.65 | -0.71 | 2.09 | 0.76 | -0.34 | 0.36 | 2.22 | 2.34 | 0.01 | 0.90 | 2.21 | -0.22 | 0.69 | 1.26 | 0.49 | 1.64 | 3.64 | 0.39 | 1.17 |
| Standard Deviation(%) | NA | 7.85 | 9.11 | 8.39 | 7.15 | NA | NA | 7.25 | 8.26 | 7.89 | 9.98 | 9.48 | 8.64 | 4.60 | 7.31 | 4.76 | 4.53 | 5.00 | 6.46 | 7.08 | 4.80 | 8.20 | 10.34 | 8.84 | 6.71 | 9.36 | 7.13 | 5.86 | 7.94 | 5.64 | 5.17 | 5.43 |
| Draw Down(%) | NA | 7.07 | 16.38 | 16.38 | 16.38 | NA | NA | 16.38 | 2.93 | 7.07 | 14.06 | 5.15 | 10.15 | 3.45 | 9.38 | 2.75 | 3.76 | 6.19 | 5.40 | 5.80 | 3.04 | 8.41 | 8.82 | 4.60 | 6.64 | 6.46 | 7.33 | 4.38 | 6.66 | 2.83 | 6.32 | 4.10 |
| Yield(%) | NA | 3.72 | 3.45 | 4.28 | 3.81 | NA | NA | 4.56 | 0.01 | 3.98 | 3.07 | 3.41 | 6.04 | 5.07 | 3.67 | 0.23 | 2.69 | 5.38 | 4.84 | 3.72 | 5.75 | 2.64 | 4.18 | 5.80 | 4.49 | 5.13 | 4.55 | 5.25 | 5.46 | 3.46 | 7.14 | 8.82 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE NEWPORT GROUP INC. 401K PLAN Tactical Asset Allocation Moderate |
1.16%
Dec 2020 - Dec 2023 |
2.07%
Dec 2013 - Dec 2018 |
3.06%
Oct 2013 - Oct 2023 |
5.26%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE NEWPORT GROUP INC. 401K PLAN Tactical Asset Allocation Moderate |
14.94%
Apr 2003 - Apr 2006 |
13.24%
Oct 2002 - Oct 2007 |
10.67%
Apr 2001 - Apr 2011 |
8.92%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart