Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ASETX (NUVEEN SMALL CAP INDEX FUND CLASS I) | NA | 20.08% | 7.61% | 12.93% | 6.85% | 10.42% | NA | 9.06% |
Data as of 10/31/2017, AR inception is 03/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASETX (NUVEEN SMALL CAP INDEX FUND CLASS I) | 03/11/1999 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.08 | 7.61 | 12.93 | 6.85 | 10.42 | NA | 9.06 | 5.19 | 20.88 | -4.63 | 4.47 | 38.41 | 16.00 | -4.49 | 26.85 | 27.20 | -33.45 | -1.65 | 17.86 | 3.72 | 17.52 | 46.15 | -22.23 | 6.47 | 11.64 | 19.58 |
| Sharpe Ratio | NA | 1.87 | 0.48 | 0.82 | 0.26 | NA | NA | 0.32 | 0.66 | 1.12 | -0.28 | 0.27 | 2.60 | 0.94 | -0.14 | 1.07 | 0.76 | -0.74 | -0.23 | 0.84 | 0.10 | 0.93 | 2.43 | -0.93 | 0.18 | 0.29 | 1.64 |
| Standard Deviation(%) | NA | 10.47 | 15.50 | 15.53 | 25.97 | NA | NA | 23.42 | 8.64 | 18.43 | 16.65 | 16.33 | 14.74 | 17.14 | 33.01 | 24.98 | 35.88 | 46.38 | 20.34 | 17.38 | 16.12 | 17.87 | 18.68 | 25.10 | 22.82 | 26.23 | 13.01 |
| Draw Down(%) | NA | 4.72 | 25.84 | 25.84 | 57.22 | NA | NA | 58.51 | 4.72 | 16.02 | 16.07 | 12.92 | 5.33 | 12.66 | 29.22 | 20.02 | 32.91 | 48.96 | 13.74 | 13.93 | 11.64 | 14.57 | 13.03 | 37.94 | 23.06 | 16.29 | 12.62 |
| Yield(%) | 0.00 | 10.39 | 6.90 | 8.03 | 5.18 | 9.04 | 7.18 | 7.98 | 5.80 | 4.30 | 4.97 | 6.58 | 7.77 | 5.32 | 0.51 | 1.31 | 0.94 | 11.46 | 12.16 | 14.85 | 3.68 | 8.04 | 1.58 | 0.54 | 0.30 | 10.04 | 1.61 |
Data as of 10/31/2017, AR inception is 03/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASETX (NUVEEN SMALL CAP INDEX FUND CLASS I) |
-17.80%
Feb 2006 - Feb 2009 |
-6.89%
Feb 2004 - Feb 2009 |
3.13%
Aug 2000 - Aug 2010 |
6.18%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASETX (NUVEEN SMALL CAP INDEX FUND CLASS I) |
29.25%
Feb 2009 - Feb 2012 |
26.34%
Feb 2009 - Feb 2014 |
11.22%
Mar 2003 - Mar 2013 |
10.64%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart