Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BIEIX (Northern Institutional Intl Eq Idx A) | NA | -3.33% | 2.36% | -4.02% | 7.90% | 3.03% | NA | 3.29% |
Data as of 02/25/2013, AR inception is 08/27/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BIEIX (Northern Institutional Intl Eq Idx A) | 08/27/1997 | 02/25/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -3.33 | 2.36 | -4.02 | 7.90 | 3.03 | NA | 3.29 | 0.00 | 7.69 | -12.64 | 7.54 | 28.67 | -42.71 | 10.16 | 26.13 | 13.63 | 21.04 | 38.90 | -15.02 | -21.21 | -14.36 | 26.17 | 18.88 | -4.59 |
Sharpe Ratio | NA | -0.26 | 0.10 | -0.15 | 0.30 | NA | NA | 0.07 | 0.00 | 0.47 | -0.45 | 0.33 | 1.01 | -1.06 | 0.42 | 1.58 | 1.11 | 1.59 | 2.62 | -0.77 | -1.31 | -1.20 | 1.79 | 0.79 | -0.88 |
Standard Deviation(%) | NA | 15.50 | 22.55 | 28.61 | 22.81 | NA | NA | 20.89 | NA | 16.28 | 28.19 | 22.63 | 28.40 | 41.04 | 16.95 | 14.56 | 10.32 | 12.64 | 14.58 | 20.89 | 18.16 | 15.32 | 12.84 | 19.68 | 18.41 |
Draw Down(%) | NA | 16.50 | 26.04 | 58.39 | 61.29 | NA | NA | 61.29 | 0.00 | 16.50 | 26.04 | 19.74 | 29.27 | 53.65 | 11.75 | 15.12 | 7.33 | 9.06 | 15.92 | 27.03 | 32.50 | 19.02 | 9.29 | 24.40 | 12.36 |
Yield(%) | 0.00 | 0.00 | 1.64 | 2.01 | 10.75 | 5.64 | 4.40 | 5.86 | 0.00 | 0.00 | 2.29 | 2.24 | 2.16 | 5.02 | 20.91 | 16.04 | 5.14 | 2.00 | 4.88 | 2.97 | 0.86 | 2.02 | 7.37 | 7.37 | 1.55 |
Data as of 02/25/2013, AR inception is 08/27/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BIEIX (Northern Institutional Intl Eq Idx A) |
-19.26%
Mar 2000 - Mar 2003 |
-7.73%
May 2007 - May 2012 |
-1.10%
Feb 1999 - Feb 2009 |
3.21%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BIEIX (Northern Institutional Intl Eq Idx A) |
31.44%
Mar 2003 - Mar 2006 |
23.65%
Sep 2002 - Sep 2007 |
9.30%
Oct 1997 - Oct 2007 |
3.83%
Oct 1997 - Oct 2012 |
Annualized Rolling Returns Comparison Chart