Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FRIPX (NUVEEN INFLATION PROTECTED SECURITIES FUND CLASS R3) | NA | 3.88% | 1.45% | 0.94% | 2.19% | 2.32% | NA | 2.32% |
Data as of 12/06/2019, AR inception is 10/26/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRIPX (NUVEEN INFLATION PROTECTED SECURITIES FUND CLASS R3) | 10/26/2004 | 12/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.88 | 1.45 | 0.94 | 2.19 | 2.32 | NA | 2.32 | 3.82 | -1.80 | 2.54 | 3.22 | -2.69 | 2.84 | -8.14 | 6.22 | 11.91 | 5.99 | 11.65 | -3.40 | 9.32 | -2.60 | -2.85 | 1.14 |
| Sharpe Ratio | NA | 0.93 | 0.11 | 0.07 | 0.39 | NA | NA | 0.26 | 1.03 | -1.04 | 0.56 | 0.70 | -0.52 | 0.72 | -1.54 | 1.38 | 1.86 | 1.00 | 1.52 | -0.43 | 1.14 | -1.27 | -1.00 | 0.89 |
| Standard Deviation(%) | NA | 2.62 | 3.09 | 3.84 | 4.62 | NA | NA | 5.47 | 2.56 | 3.01 | 3.42 | 4.31 | 5.20 | 3.92 | 5.31 | 4.51 | 6.38 | 5.92 | 7.58 | 9.91 | 5.56 | 4.66 | 5.03 | 5.53 |
| Draw Down(%) | NA | 1.18 | 3.27 | 5.89 | 10.47 | NA | NA | 15.64 | 1.18 | 3.00 | 1.87 | 5.34 | 5.89 | 3.18 | 9.99 | 2.43 | 2.90 | 5.48 | 3.58 | 15.64 | 3.57 | 4.94 | 5.68 | 1.27 |
| Yield(%) | 0.00 | 0.66 | 1.49 | 0.95 | 1.54 | 1.84 | 1.39 | 1.86 | 0.50 | 2.05 | 1.43 | 0.67 | 0.07 | 1.07 | 2.29 | 1.80 | 1.55 | 2.74 | 0.72 | 5.97 | 3.46 | 1.88 | 0.21 | 0.84 |
Data as of 12/06/2019, AR inception is 10/26/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRIPX (NUVEEN INFLATION PROTECTED SECURITIES FUND CLASS R3) |
-2.76%
Dec 2012 - Dec 2015 |
-0.83%
Apr 2013 - Apr 2018 |
2.06%
Nov 2009 - Nov 2019 |
2.36%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRIPX (NUVEEN INFLATION PROTECTED SECURITIES FUND CLASS R3) |
11.97%
Nov 2008 - Nov 2011 |
7.62%
May 2007 - May 2012 |
3.82%
Jun 2006 - Jun 2016 |
2.36%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison Chart