Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCIT (NCI Inc) | NA | 62.07% | 29.58% | 20.78% | 1.96% | NA | NA | … | … |
Data as of 08/15/2017, Common starting date is 10/24/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCIT (NCI Inc) | 10/24/2005 | 08/15/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 62.07 | 29.58 | 20.78 | 1.96 | NA | NA | … | … | 43.37 | 3.27 | 35.15 | 54.23 | 41.15 | -59.74 | -49.33 | -16.85 | -8.23 | 76.10 | 11.90 | 11.36 | 15.18 |
| Sharpe Ratio | NA | 1.98 | 0.75 | 0.47 | 0.03 | NA | NA | … | … | 2.33 | 0.08 | 0.77 | 1.06 | 0.93 | -0.80 | -0.84 | -0.41 | -0.18 | 1.23 | 0.24 | 0.22 | 2.55 |
| Standard Deviation(%) | NA | 31.08 | 39.20 | 44.30 | 56.15 | NA | NA | … | … | 33.69 | 36.33 | 45.37 | 51.07 | 44.16 | 74.95 | 58.63 | 41.15 | 46.94 | 60.79 | 36.74 | 37.21 | 43.31 |
| Draw Down(%) | NA | 20.39 | 33.02 | 48.05 | 90.22 | NA | NA | … | … | 20.39 | 26.29 | 22.06 | 32.16 | 26.98 | 72.77 | 56.69 | 41.51 | 26.97 | 33.53 | 17.90 | 35.58 | 14.22 |
| Yield(%) | 0.00 | 0.00 | 0.96 | 0.68 | 0.16 | 0.15 | 0.11 | … | … | 0.00 | 1.12 | 1.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/15/2017, Common starting date is 10/24/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCIT (NCI Inc) |
-48.94%
Jun 2009 – Jun 2012 |
-28.96%
Jun 2008 – Jun 2013 |
-1.07%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCIT (NCI Inc) |
58.39%
Nov 2012 – Nov 2015 |
39.71%
Jun 2012 – Jun 2017 |
3.35%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart