Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTA (Nuveen Tax-Advantaged Total Return Strategy Fund) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 12/02/2021, Common starting date is 01/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTA (Nuveen Tax-Advantaged Total Return Strategy Fund) | 01/28/2004 | 12/02/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -13.88 | 29.26 | -20.83 | 33.09 | 5.95 | -4.22 | 1.48 | 44.51 | 19.39 | -7.27 | 17.21 | 57.93 | -60.71 | -16.20 | 35.69 | 17.46 | 1.02 |
| Sharpe Ratio | NA | 2.75 | 0.29 | 0.36 | 0.53 | NA | NA | … | … | 2.54 | -0.31 | 2.19 | -1.26 | 3.23 | 0.39 | -0.27 | 0.10 | 2.53 | 1.26 | -0.29 | 0.85 | 1.50 | -1.18 | -0.92 | 2.01 | 1.40 | 0.01 |
| Standard Deviation(%) | NA | 13.59 | 29.19 | 23.98 | 20.40 | NA | NA | … | … | 13.68 | 46.00 | 12.73 | 17.56 | 10.11 | 14.80 | 15.93 | 15.22 | 17.58 | 15.44 | 25.24 | 20.24 | 38.59 | 52.27 | 20.87 | 16.16 | 10.93 | 14.52 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 55.62 | 10.22 | 30.84 | 5.08 | 16.02 | 17.33 | 19.25 | 9.34 | 14.43 | 25.31 | 20.02 | 43.52 | 71.47 | 25.06 | 8.32 | 5.51 | 19.57 |
| Yield(%) | NA | 8.21 | 7.23 | 8.37 | 9.80 | 3.77 | 4.59 | … | … | 6.18 | 6.76 | 9.38 | 7.76 | 8.66 | 8.83 | 8.23 | 7.44 | 8.61 | 8.97 | 7.97 | 8.72 | 11.47 | 7.82 | 3.60 | 7.44 | 6.24 | 3.87 |
Data as of 12/02/2021, Common starting date is 01/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTA (Nuveen Tax-Advantaged Total Return Strategy Fund) |
-30.65%
Feb 2006 – Feb 2009 |
-15.67%
Feb 2004 – Feb 2009 |
0.04%
Dec 2006 – Dec 2016 |
1.78%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTA (Nuveen Tax-Advantaged Total Return Strategy Fund) |
36.30%
Feb 2009 – Feb 2012 |
28.99%
Feb 2009 – Feb 2014 |
16.69%
Feb 2009 – Feb 2019 |
5.96%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart