Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCHPX (NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO) | NA | 3.38% | 0.57% | 1.88% | 1.18% | 4.35% | NA | … | … |
Data as of 09/29/2017, Common starting date is 05/03/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCHPX (NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO) | 05/03/2002 | 09/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.38 | 0.57 | 1.88 | 1.18 | 4.35 | NA | … | … | 2.71 | 5.06 | -5.14 | -0.03 | 6.81 | 6.17 | -2.21 | 6.49 | 18.21 | -25.10 | 7.15 | 13.78 | 8.96 | 9.18 | 19.87 | -6.90 |
| Sharpe Ratio | NA | 0.95 | 0.06 | 0.34 | 0.09 | NA | NA | … | … | 1.03 | 0.93 | -0.81 | -0.01 | 1.31 | 1.00 | -0.18 | 0.66 | 1.47 | -1.28 | 0.39 | 1.28 | 1.12 | 1.46 | 3.92 | -1.72 |
| Standard Deviation(%) | NA | 3.03 | 5.42 | 5.19 | 10.13 | NA | NA | … | … | 2.98 | 5.19 | 6.41 | 5.24 | 5.16 | 6.15 | 12.34 | 9.67 | 12.31 | 20.28 | 10.44 | 8.11 | 5.97 | 5.60 | 4.88 | 6.57 |
| Draw Down(%) | NA | 2.13 | 11.56 | 12.41 | 34.59 | NA | NA | … | … | 1.15 | 4.54 | 8.67 | 5.76 | 4.39 | 5.49 | 14.13 | 7.73 | 13.28 | 34.58 | 6.66 | 5.90 | 3.81 | 5.36 | 3.53 | 11.85 |
| Yield(%) | 0.00 | 13.42 | 5.06 | 3.48 | 2.64 | 3.73 | 2.55 | … | … | 13.14 | 0.27 | 1.27 | 1.05 | 0.64 | 0.61 | 1.39 | 1.30 | 1.50 | 2.45 | 5.26 | 5.18 | 5.86 | 2.00 | 0.00 | 0.00 |
Data as of 09/29/2017, Common starting date is 05/03/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCHPX (NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO) |
-5.87%
Feb 2006 – Feb 2009 |
-0.44%
May 2007 – May 2012 |
1.11%
Dec 2006 – Dec 2016 |
3.89%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCHPX (NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO NEW CENTURY ALTERNATIVE STRATEGIES PORTFOLIO) |
13.40%
Mar 2003 – Mar 2006 |
11.70%
Dec 2002 – Dec 2007 |
5.89%
Jan 2003 – Jan 2013 |
4.24%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart