Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NBABX (BALANCED PORTFOLIO CLASS I) | NA | -3.09% | 4.88% | 4.81% | 3.03% | 2.30% | NA | 3.14% |
Data as of 01/14/2016, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NBABX (BALANCED PORTFOLIO CLASS I) | 06/21/1996 | 01/14/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.09 | 4.88 | 4.81 | 3.03 | 2.30 | NA | 3.14 | 0.00 | -16.64 | -4.93 | 18.48 | 9.34 | -0.94 | 17.67 | 18.73 | -42.05 | 14.34 | 9.79 | 8.09 | 7.95 | 14.34 | -19.15 | -44.10 | -17.28 | 27.85 | -8.20 | 11.81 | 3.92 |
| Sharpe Ratio | NA | -0.75 | -0.18 | 0.00 | -0.04 | NA | NA | -0.25 | 0.00 | -0.88 | -0.38 | 2.25 | 0.97 | -0.05 | 1.49 | 1.11 | -1.53 | 0.98 | 0.68 | 0.67 | 0.81 | 1.36 | -1.29 | -0.95 | -0.62 | 1.33 | -0.45 | -3.31 | 0.44 |
| Standard Deviation(%) | NA | 20.71 | 15.69 | 15.82 | 16.87 | NA | NA | 22.09 | NA | 19.01 | 13.18 | 8.18 | 9.62 | 18.43 | 11.77 | 16.83 | 27.99 | 11.54 | 9.65 | 8.89 | 8.66 | 10.04 | 15.70 | 49.44 | 34.62 | 18.48 | 25.69 | 13.06 | 9.34 |
| Draw Down(%) | NA | 23.80 | 23.80 | 23.80 | 51.53 | NA | NA | 72.63 | 0.00 | 23.80 | 14.86 | 4.09 | 6.92 | 15.74 | 8.22 | 14.43 | 49.08 | 7.81 | 8.77 | 5.84 | 7.33 | 5.51 | 23.58 | 53.66 | 33.06 | 10.47 | 33.01 | 12.21 | 8.76 |
| Yield(%) | 0.00 | 13.23 | 8.04 | 5.33 | 3.25 | 3.79 | 4.23 | 4.45 | 0.00 | 13.08 | 8.47 | 0.00 | 0.00 | 0.31 | 1.07 | 3.63 | 0.00 | 1.30 | 0.85 | 1.03 | 0.00 | 3.74 | 2.28 | 33.92 | 15.67 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/14/2016, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBABX (BALANCED PORTFOLIO CLASS I) |
-16.96%
Feb 2000 - Feb 2003 |
-6.03%
Mar 2000 - Mar 2005 |
-2.93%
Feb 2000 - Feb 2010 |
1.08%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBABX (BALANCED PORTFOLIO CLASS I) |
19.42%
Feb 2009 - Feb 2012 |
15.81%
Feb 2009 - Feb 2014 |
5.64%
Mar 2003 - Mar 2013 |
4.36%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart