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NVDEX: DIVERSIFIED EQUITY FUND ADMINISTRATOR CLASS (MUTUAL FUND)
Basic Info
| Asset Class: | LARGE GROWTH |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/13/1995 |
| Last Dividend Date: | 12/21/2021 |
| 12-Mo. Yield | 0.44% |
| Expenses | 1.00% |
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Performance Analytics (As of 02/16/2022)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/13/1995 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.5 | -38.2 | -4.2 | 1.1 | 5.8 | 3.8 | 4.8 | 6.0 | -35.5 | 2.0 | 15.9 | 28.0 | -7.5 | 22.9 | 6.6 | -0.7 | 7.2 | 32.6 | 16.0 | -2.6 | 14.8 | 28.5 | -39.2 | 5.9 | 14.2 | 6.5 | 10.8 | 29.4 | -22.0 | -12.5 | -1.9 | 20.4 | 22.4 | 25.7 | 18.1 | -1.8 |
| Sharpe Ratio | NA | -0.89 | -0.14 | 0.01 | 0.26 | NA | NA | 0.22 | -0.97 | 0.08 | 0.45 | 2.15 | -0.54 | 3.16 | 0.45 | -0.05 | 0.6 | 2.84 | 1.16 | -0.1 | 0.78 | 1.03 | -1.0 | 0.18 | 1.0 | 0.43 | 0.86 | 1.78 | -0.99 | -0.78 | -0.32 | 1.15 | 1.02 | 1.44 | 1.34 | -2.52 |
| Draw Down(%) | NA | 46.8 | 46.8 | 46.8 | 46.8 | NA | NA | 56.7 | 35.8 | 21.2 | 36.0 | 6.6 | 20.2 | 2.5 | 13.2 | 13.2 | 8.4 | 5.0 | 11.7 | 22.1 | 16.6 | 26.7 | 50.4 | 10.0 | 10.0 | 7.0 | 9.2 | 14.6 | 32.9 | 28.7 | 12.4 | 10.8 | 21.5 | 10.2 | 8.9 | 4.1 |
| Standard Deviation(%) | NA | 42.7 | 32.6 | 26.6 | 21.1 | NA | NA | 20.4 | 100.4 | 24.0 | 34.6 | 12.4 | 16.3 | 7.1 | 14.3 | 15.1 | 12.0 | 11.5 | 13.9 | 25.3 | 18.9 | 27.7 | 40.2 | 16.2 | 10.9 | 10.1 | 11.5 | 16.1 | 23.3 | 19.3 | 18.9 | 15.0 | 18.7 | 15.4 | 10.9 | 15.1 |
| Treynor Ratio | NA | -0.97 | -0.07 | 0.01 | 0.07 | NA | NA | 0.06 | -2.74 | 0.05 | 0.18 | 0.46 | -0.12 | 0.31 | 0.07 | -0.01 | 0.08 | 0.36 | 0.17 | -0.03 | 0.15 | 0.26 | -0.38 | 0.03 | 0.14 | 0.05 | 0.13 | 0.35 | -0.35 | -0.31 | -0.13 | 0.27 | 0.27 | 0.33 | 0.26 | -1.95 |
| Alpha | NA | -0.16 | -0.08 | -0.05 | -0.03 | NA | NA | 0.0 | -1.03 | -0.03 | -0.1 | 0.01 | -0.04 | 0.0 | 0.03 | -0.03 | -0.01 | 0.0 | 0.0 | -0.01 | 0.01 | -0.03 | 0.0 | -0.01 | 0.04 | -0.01 | 0.02 | 0.03 | 0.01 | 0.01 | 0.02 | 0.03 | 0.0 | 0.04 | 0.03 | -0.07 |
| Beta | NA | 0.39 | 0.67 | 0.69 | 0.74 | NA | NA | 0.75 | 0.35 | 0.4 | 0.89 | 0.57 | 0.75 | 0.72 | 0.91 | 0.91 | 0.85 | 0.91 | 0.92 | 0.94 | 0.98 | 1.1 | 1.05 | 0.95 | 0.8 | 0.8 | 0.74 | 0.81 | 0.67 | 0.49 | 0.47 | 0.65 | 0.7 | 0.66 | 0.56 | 0.2 |
| RSquared | NA | 0.09 | 0.4 | 0.46 | 0.55 | NA | NA | 0.72 | 0.03 | 0.22 | 0.84 | 0.68 | 0.92 | 0.76 | 0.89 | 0.94 | 0.93 | 0.92 | 0.93 | 0.97 | 0.98 | 0.96 | 0.95 | 0.94 | 0.9 | 0.87 | 0.88 | 0.94 | 0.82 | 0.79 | 0.74 | 0.84 | 0.8 | 0.75 | 0.54 | 0.15 |
| Yield(%) | N/A | 0.4 | 6.9 | 11.5 | 11.3 | 6.9 | 7.3 | N/A | 0.0 | 0.5 | 9.0 | 11.9 | 18.4 | 26.0 | 7.8 | 12.1 | 10.7 | 12.9 | 7.4 | 6.7 | 0.9 | 2.0 | 6.6 | 15.6 | 10.6 | 12.9 | 9.1 | 1.1 | 0.5 | 1.5 | 9.3 | 6.2 | 3.1 | 8.0 | 1.7 | 1.0 |
| Dividend Growth(%) | N/A | -94.5 | -67.9 | 11.0 | 27.7 | N/A | N/A | N/A | -100.0 | -94.5 | -11.2 | -51.9 | -31.8 | 239.3 | -44.7 | 9.8 | -4.7 | 91.6 | 0.4 | 710.4 | -41.5 | -82.8 | -62.6 | 49.0 | -20.6 | 43.7 | 972.5 | 58.8 | -68.0 | -86.2 | 69.6 | 138.8 | -54.5 | 432.8 | 75.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/13/1995
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View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE GROWTH Asset Class Trend Rankings |
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