Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NAVG (The Navigators Group Inc) | NA | 22.63% | 47.10% | 33.41% | 12.34% | 11.33% | 11.97% | … | … |
Data as of 06/28/2019, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NAVG (The Navigators Group Inc) | 03/26/1990 | 06/28/2019 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.63 | 47.10 | 33.41 | 12.34 | 11.33 | 11.97 | … | … | 0.68 | 43.04 | 66.11 | 38.03 | 16.99 | 16.12 | -38.16 | 7.11 | -5.30 | 6.88 | -14.21 | -15.52 | 34.91 | 10.48 | 44.84 | -2.46 | 34.51 | 14.18 | 50.99 | 36.54 | -37.10 | -17.47 | 2.91 | 3.55 | 21.55 | -58.57 | 7.69 | -20.73 | 87.79 | 7.38 |
| Sharpe Ratio | NA | 1.72 | 0.99 | 0.88 | 0.31 | NA | NA | … | … | -0.16 | 1.68 | 0.89 | 1.75 | 0.94 | 0.92 | -0.53 | 0.34 | -0.17 | 0.26 | -0.46 | -0.32 | 1.05 | 0.27 | 1.48 | -0.12 | 1.08 | 0.32 | 1.43 | 0.69 | -1.40 | -0.61 | -0.02 | 0.00 | 0.34 | -0.87 | 0.11 | -0.50 | 2.42 | 0.17 |
| Standard Deviation(%) | NA | 12.25 | 46.53 | 37.75 | 38.59 | NA | NA | … | … | 1.49 | 24.85 | 74.01 | 21.52 | 18.11 | 17.60 | 72.01 | 20.88 | 31.87 | 25.81 | 31.11 | 52.01 | 30.48 | 26.62 | 28.91 | 27.80 | 31.33 | 40.65 | 34.66 | 46.91 | 28.78 | 34.01 | 35.81 | 39.97 | 51.97 | 70.62 | 52.93 | 45.96 | 34.56 | 26.50 |
| Draw Down(%) | NA | 4.20 | 22.92 | 22.92 | 54.03 | NA | NA | … | … | 0.33 | 9.31 | 22.92 | 9.18 | 7.04 | 13.11 | 54.03 | 12.77 | 28.12 | 22.41 | 22.83 | 34.05 | 14.27 | 20.76 | 16.12 | 20.46 | 18.30 | 28.07 | 18.07 | 23.33 | 42.97 | 35.37 | 19.23 | 21.25 | 34.62 | 59.29 | 15.38 | 40.36 | 13.24 | 26.67 |
| Yield(%) | 0.00 | 0.00 | 0.41 | 0.38 | 0.14 | 0.15 | 0.22 | … | … | 0.00 | 0.29 | 0.38 | 0.65 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/28/2019, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAVG (The Navigators Group Inc) |
-30.66%
Mar 1992 – Mar 1995 |
-19.47%
Mar 1992 – Mar 1997 |
-8.62%
Jun 1990 – Jun 2000 |
0.51%
Mar 1992 – Mar 2007 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAVG (The Navigators Group Inc) |
56.43%
Sep 2014 – Sep 2017 |
38.95%
Aug 2013 – Aug 2018 |
17.06%
Dec 1999 – Dec 2009 |
12.44%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart