Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FMDAX (NUVEEN SMALL CAP INDEX FUND CLASS A) | NA | 20.00% | 7.41% | 12.68% | 6.60% | 10.18% | NA | 8.16% |
Data as of 10/31/2017, AR inception is 03/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMDAX (NUVEEN SMALL CAP INDEX FUND CLASS A) | 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 | 20.00 | 7.41 | 12.68 | 6.60 | 10.18 | NA | 8.16 | 5.15 | 20.60 | -4.88 | 4.23 | 38.04 | 15.73 | -4.74 | 26.50 | 26.84 | -33.61 | -1.89 | 17.56 | 3.46 | 17.71 | 45.74 | -22.53 | 6.25 | 1.44 | 17.84 |
| Sharpe Ratio | NA | 1.87 | 0.46 | 0.80 | 0.24 | NA | NA | 0.28 | 0.65 | 1.10 | -0.29 | 0.26 | 2.58 | 0.92 | -0.14 | 1.06 | 0.72 | -0.74 | -0.24 | 0.83 | 0.08 | 0.93 | 2.41 | -0.94 | 0.17 | -0.09 | 1.46 |
| Standard Deviation(%) | NA | 10.43 | 15.54 | 15.59 | 26.40 | NA | NA | 23.73 | 8.66 | 18.39 | 16.69 | 16.30 | 14.75 | 17.22 | 33.08 | 24.95 | 37.01 | 46.44 | 20.41 | 17.34 | 16.12 | 18.05 | 18.66 | 25.07 | 22.87 | 28.26 | 13.05 |
| Draw Down(%) | NA | 4.79 | 25.91 | 25.91 | 57.44 | NA | NA | 58.75 | 4.79 | 15.97 | 16.17 | 12.96 | 5.34 | 12.75 | 29.35 | 20.21 | 33.05 | 49.07 | 13.86 | 14.00 | 11.70 | 14.69 | 12.99 | 38.03 | 22.98 | 21.44 | 12.63 |
| Yield(%) | 0.00 | 10.18 | 6.69 | 7.75 | 5.00 | 8.73 | 6.28 | 6.98 | 5.81 | 4.04 | 4.72 | 6.34 | 7.48 | 5.05 | 0.27 | 0.95 | 0.73 | 11.26 | 11.91 | 14.58 | 3.43 | 7.83 | 1.31 | 0.34 | 0.17 | 0.07 | 0.07 |
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 |
|---|---|---|---|---|
| FMDAX (NUVEEN SMALL CAP INDEX FUND CLASS A) |
-17.98%
Feb 2006 - Feb 2009 |
-7.04%
Feb 2004 - Feb 2009 |
1.92%
Aug 2000 - Aug 2010 |
5.92%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMDAX (NUVEEN SMALL CAP INDEX FUND CLASS A) |
28.87%
Feb 2009 - Feb 2012 |
26.01%
Feb 2009 - Feb 2014 |
10.97%
Mar 2003 - Mar 2013 |
10.40%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart