Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSKYX (NUVEEN STRATEGY BALANCED ALLOCATION FUND CLASS I) | NA | -5.50% | 0.13% | 0.75% | 4.80% | 4.44% | NA | … | … |
Data as of 12/06/2019, Common starting date is 10/03/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSKYX (NUVEEN STRATEGY BALANCED 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 | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.50 | 0.13 | 0.75 | 4.80 | 4.44 | NA | … | … | -1.88 | -9.50 | 12.62 | 4.93 | -0.67 | 5.37 | 14.71 | 12.59 | -0.97 | 11.62 | 29.91 | -28.84 | 9.07 | 11.57 | 6.96 | 10.19 | 19.74 | -11.41 | 5.20 |
| Sharpe Ratio | NA | -0.43 | -0.09 | -0.01 | 0.44 | NA | NA | … | … | -0.21 | -1.24 | 3.46 | 0.65 | -0.09 | 0.62 | 1.91 | 1.61 | -0.07 | 0.94 | 0.97 | -1.21 | 0.63 | 1.10 | 0.69 | 1.26 | 2.05 | -0.93 | 1.84 |
| Standard Deviation(%) | NA | 16.02 | 10.54 | 9.79 | 10.10 | NA | NA | … | … | 16.12 | 8.72 | 3.48 | 7.25 | 8.04 | 8.65 | 7.68 | 7.84 | 15.01 | 12.27 | 30.89 | 24.49 | 9.64 | 7.57 | 6.93 | 7.34 | 9.27 | 13.38 | 11.95 |
| Draw Down(%) | NA | 13.73 | 15.39 | 15.39 | 15.39 | NA | NA | … | … | 13.73 | 15.39 | 1.04 | 7.10 | 7.87 | 5.94 | 7.48 | 7.15 | 15.06 | 9.81 | 18.25 | 39.44 | 6.26 | 7.15 | 4.38 | 6.13 | 7.56 | 19.70 | 3.50 |
| Yield(%) | 0.00 | 7.34 | 5.06 | 6.10 | 6.00 | 5.44 | 4.96 | … | … | 2.55 | 5.26 | 4.92 | 3.59 | 6.40 | 13.04 | 7.42 | 5.31 | 1.59 | 2.60 | 3.04 | 6.52 | 8.95 | 3.03 | 2.74 | 2.47 | 2.40 | 2.32 | 4.40 |
Data as of 12/06/2019, Common starting date is 10/03/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSKYX (NUVEEN STRATEGY BALANCED ALLOCATION FUND CLASS I) |
-9.37%
Feb 2006 – Feb 2009 |
-2.59%
Feb 2004 – Feb 2009 |
4.51%
Dec 2001 – Dec 2011 |
4.51%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSKYX (NUVEEN STRATEGY BALANCED ALLOCATION FUND CLASS I) |
20.48%
Feb 2009 – Feb 2012 |
16.41%
Feb 2009 – Feb 2014 |
9.69%
Feb 2009 – Feb 2019 |
7.39%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart