Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRO (Nuveen Floating Rate Income Opportunity Closed Fund) | NA | 11.37% | 14.49% | 6.50% | 4.63% | 7.51% | NA | … | … |
Data as of 08/01/2023, Common starting date is 07/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRO (Nuveen Floating Rate Income Opportunity Closed Fund) | 07/28/2004 | 08/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.90 | 11.37 | 14.49 | 6.50 | 4.63 | 7.51 | NA | … | … | 14.11 | -7.84 | 28.67 | -6.64 | 10.75 | -20.88 | -6.48 | 24.39 | -13.04 | -7.47 | -0.57 | 10.96 | -8.61 | 12.27 | 100.75 | -53.47 | -16.58 | 10.57 | -12.96 | -4.33 |
| Sharpe Ratio | NA | 0.55 | 1.06 | 0.26 | 0.24 | NA | NA | … | … | 1.51 | -0.55 | 3.60 | -0.18 | -1.38 | -4.65 | -2.51 | -0.78 | -3.07 | -2.99 | -1.42 | -0.59 | -1.54 | -0.33 | 2.92 | -1.72 | -2.61 | -1.69 | -3.37 | -3.59 |
| Standard Deviation(%) | NA | 14.20 | 12.68 | 19.94 | 15.81 | NA | NA | … | … | 14.10 | 16.71 | 7.95 | 37.38 | 9.03 | 9.13 | 10.28 | 12.54 | 10.27 | 8.68 | 13.48 | 13.09 | 17.62 | 19.01 | 28.13 | 42.31 | 14.83 | 7.00 | 10.09 | 9.16 |
| Draw Down(%) | NA | 10.06 | 18.79 | 43.64 | 44.09 | NA | NA | … | … | 9.70 | 18.79 | 2.97 | 43.64 | 9.44 | 23.87 | 16.71 | 9.90 | 22.42 | 14.69 | 15.36 | 7.69 | 22.15 | 17.98 | 30.76 | 63.01 | 23.67 | 3.72 | 17.40 | 7.99 |
| Yield(%) | 0.00 | 9.64 | 9.11 | 7.07 | 5.96 | 7.74 | 5.31 | … | … | 6.18 | 7.70 | 8.00 | 6.20 | 8.05 | 6.47 | 6.93 | 8.06 | 6.72 | 6.31 | 7.17 | 9.13 | 7.73 | 6.98 | 11.55 | 8.23 | 9.00 | 8.94 | 6.45 | 1.01 |
Data as of 08/01/2023, Common starting date is 07/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRO (Nuveen Floating Rate Income Opportunity Closed Fund) |
-18.81%
Mar 2006 – Mar 2009 |
-2.78%
Aug 2004 – Aug 2009 |
2.07%
Apr 2010 – Apr 2020 |
3.61%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRO (Nuveen Floating Rate Income Opportunity Closed Fund) |
42.03%
Mar 2009 – Mar 2012 |
28.49%
Nov 2008 – Nov 2013 |
15.06%
Nov 2008 – Nov 2018 |
7.61%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison Chart