Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FSGYX (NUVEEN STRATEGY GROWTH ALLOCATION FUND CLASS I) | NA | -4.41% | 1.66% | 1.91% | 5.83% | 5.05% | NA | 5.41% |
Data as of 12/06/2019, AR inception is 10/03/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FSGYX (NUVEEN STRATEGY GROWTH ALLOCATION FUND CLASS I) | 10/03/2001 | 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 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -4.41 | 1.66 | 1.91 | 5.83 | 5.05 | NA | 5.41 | 0.71 | -11.09 | 16.97 | 6.45 | -1.02 | 5.53 | 19.69 | 13.11 | -2.32 | 11.98 | 30.56 | -31.71 | 9.79 | 12.86 | 7.96 | 11.59 | 24.47 | -15.56 | 6.97 |
Sharpe Ratio | NA | -0.36 | 0.05 | 0.09 | 0.30 | NA | NA | 0.26 | -0.04 | -1.02 | 3.06 | 0.60 | -0.10 | 0.61 | 2.11 | 0.31 | -0.12 | 0.75 | 1.45 | -1.10 | 0.57 | 1.06 | 0.69 | 1.17 | 2.10 | -1.00 | 2.16 |
Standard Deviation(%) | NA | 16.15 | 11.76 | 11.42 | 17.97 | NA | NA | 17.22 | 15.89 | 12.10 | 5.37 | 10.42 | 11.01 | 9.01 | 9.31 | 42.78 | 18.92 | 15.79 | 21.06 | 29.58 | 11.99 | 9.08 | 8.39 | 9.12 | 11.32 | 16.63 | 14.22 |
Draw Down(%) | NA | 12.90 | 19.17 | 19.17 | 28.46 | NA | NA | 45.82 | 12.90 | 19.17 | 1.63 | 9.54 | 10.38 | 7.58 | 8.25 | 28.46 | 18.09 | 12.50 | 20.34 | 42.81 | 7.99 | 8.78 | 5.46 | 7.66 | 9.72 | 24.68 | 4.22 |
Yield(%) | 0.00 | 7.27 | 5.69 | 5.72 | 6.04 | 5.21 | 4.85 | 5.39 | 2.72 | 4.48 | 5.86 | 4.41 | 4.59 | 9.58 | 7.45 | 6.72 | 2.40 | 2.68 | 2.71 | 6.33 | 4.10 | 2.75 | 2.29 | 1.53 | 2.52 | 1.56 | 4.51 |
Data as of 12/06/2019, AR inception is 10/03/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FSGYX (NUVEEN STRATEGY GROWTH ALLOCATION FUND CLASS I) |
-10.82%
Feb 2006 - Feb 2009 |
-3.08%
Feb 2004 - Feb 2009 |
4.35%
Dec 2001 - Dec 2011 |
5.15%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FSGYX (NUVEEN STRATEGY GROWTH ALLOCATION FUND CLASS I) |
21.42%
Feb 2009 - Feb 2012 |
17.83%
Feb 2009 - Feb 2014 |
10.93%
Feb 2009 - Feb 2019 |
8.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart