Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BIGAX (Northern Institutional Intl Equity A) | NA | -4.40% | 2.53% | -2.90% | 8.50% | 4.21% | NA | 4.87% |
Data as of 02/25/2013, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIGAX (Northern Institutional Intl Equity A) | 06/21/1996 | 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 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.40 | 2.53 | -2.90 | 8.50 | 4.21 | NA | 4.87 | 0.00 | 8.13 | -12.93 | 8.78 | 31.55 | -40.99 | 14.04 | 25.32 | 11.58 | 17.52 | 42.97 | -16.96 | -26.32 | -8.95 | 35.35 | 24.54 | 6.49 | 0.41 |
| Sharpe Ratio | NA | -0.29 | 0.11 | -0.11 | 0.32 | NA | NA | 0.01 | 0.00 | 0.43 | -0.45 | 0.40 | 1.16 | -1.05 | 0.65 | 1.47 | 0.85 | 1.25 | 2.81 | -1.00 | -1.70 | -0.48 | 1.06 | 0.96 | -2.85 | -0.20 |
| Standard Deviation(%) | NA | 17.79 | 23.28 | 28.38 | 22.80 | NA | NA | 22.28 | NA | 18.76 | 29.07 | 21.56 | 27.22 | 39.90 | 17.13 | 15.08 | 11.07 | 13.30 | 15.02 | 18.12 | 17.07 | 27.10 | 30.36 | 22.16 | 17.05 | 13.28 |
| Draw Down(%) | NA | 18.27 | 28.57 | 53.56 | 57.14 | NA | NA | 57.14 | 0.00 | 18.27 | 28.57 | 17.91 | 25.42 | 52.07 | 11.78 | 16.19 | 8.72 | 9.76 | 15.26 | 26.51 | 36.33 | 26.35 | 17.69 | 25.25 | 15.62 | 7.94 |
| Yield(%) | 0.00 | 0.00 | 1.28 | 1.32 | 7.10 | 5.79 | 5.02 | 6.27 | 0.00 | 0.00 | 1.84 | 1.68 | 2.30 | 2.06 | 18.32 | 4.63 | 1.31 | 1.36 | 0.89 | 0.75 | 0.37 | 13.82 | 21.05 | 9.95 | 7.46 | 5.03 |
Data as of 02/25/2013, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIGAX (Northern Institutional Intl Equity A) |
-19.77%
Mar 2000 - Mar 2003 |
-5.98%
May 2007 - May 2012 |
-0.10%
Feb 1999 - Feb 2009 |
3.87%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIGAX (Northern Institutional Intl Equity A) |
29.70%
Mar 2003 - Mar 2006 |
23.04%
Oct 2002 - Oct 2007 |
10.24%
Oct 1997 - Oct 2007 |
6.07%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart