Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
NBITX (Neuberger Berman International Tr) | NA | 16.28% | 9.09% | 0.61% | NA | NA | NA | 12.60% |
Data as of 01/28/2013, AR inception is 03/26/2003
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
NBITX (Neuberger Berman International Tr) | 03/26/2003 | 01/28/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.70 | 16.28 | 9.09 | 0.61 | NA | NA | NA | 12.60 | 2.30 | 18.16 | -11.49 | 17.64 | 35.59 | -45.77 | 2.38 | 25.08 | 23.84 | 29.97 | 52.55 |
Sharpe Ratio | NA | 1.07 | 0.47 | 0.02 | NA | NA | NA | 0.50 | 4.50 | 1.28 | -0.48 | 0.96 | 1.49 | -1.29 | -0.04 | 1.49 | 2.08 | 2.46 | 3.43 |
Standard Deviation(%) | NA | 13.82 | 19.25 | 24.61 | NA | NA | NA | 20.55 | 8.31 | 14.26 | 24.05 | 18.29 | 23.90 | 36.20 | 17.36 | 14.69 | 10.41 | 11.78 | 21.10 |
Draw Down(%) | NA | 13.68 | 24.73 | 57.26 | NA | NA | NA | 60.90 | 1.31 | 13.68 | 24.73 | 14.47 | 21.88 | 55.16 | 14.75 | 18.31 | 8.49 | 7.85 | 10.09 |
Yield(%) | 0.00 | 0.75 | 0.85 | 0.89 | 9.07 | 6.05 | 4.54 | 10.08 | 0.00 | 0.77 | 0.55 | 1.02 | 1.46 | 1.43 | 16.68 | 11.36 | 4.46 | 0.36 | 1.07 |
Data as of 01/28/2013, AR inception is 03/26/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
NBITX (Neuberger Berman International Tr) |
-17.84%
Feb 2006 - Feb 2009 |
-6.47%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
NBITX (Neuberger Berman International Tr) |
39.20%
Apr 2003 - Apr 2006 |
22.97%
Apr 2003 - Apr 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart