Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NDX | NA | 35.45% | 33.11% | 27.93% | 21.31% | 15.99% | 12.29% | … | … |
Data as of 11/05/2021, Common starting date is 06/25/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NDX | 06/25/1985 | 11/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 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 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.21 | 35.45 | 33.11 | 27.93 | 21.31 | 15.99 | 12.29 | … | … | 26.93 | 67.59 | 21.49 | -1.04 | 31.52 | 5.89 | 8.43 | 17.94 | 34.99 | 16.82 | 2.70 | 23.34 | 44.79 | -40.90 | 18.86 | 5.97 | 3.38 | 17.75 | 21.76 | -29.73 | -31.59 | -34.93 | 134.06 | 55.17 | 24.57 | 31.02 | 55.50 | -1.25 | 12.46 | 16.02 | 54.92 | -10.71 | 25.01 | -10.76 | 38.13 | 28.19 | -7.31 |
| Sharpe Ratio | NA | 1.99 | 0.97 | 1.06 | 0.99 | NA | NA | … | … | 1.78 | 1.15 | 1.32 | -0.10 | 3.02 | 0.35 | 0.47 | 1.27 | 2.83 | 1.09 | 0.11 | 1.11 | 0.59 | -0.22 | 0.23 | 0.05 | 0.02 | 0.15 | 0.27 | -0.19 | -0.22 | -0.15 | 0.73 | 0.43 | 0.13 | 0.25 | 0.54 | -0.07 | 0.18 | 0.11 | 0.39 | -0.11 | 0.22 | -0.10 | 0.25 | 0.18 | NA |
| Standard Deviation(%) | NA | 17.76 | 33.56 | 26.32 | 21.15 | NA | NA | … | … | 18.24 | 45.06 | 20.46 | 24.54 | 10.29 | 16.20 | 17.86 | 14.08 | 12.35 | 15.46 | 23.86 | 20.01 | 66.85 | 202.17 | 63.14 | 73.94 | 51.38 | 81.45 | 105.51 | 166.37 | 158.90 | 264.10 | 156.43 | 140.68 | 134.15 | 105.24 | 115.92 | 56.13 | 51.55 | 129.37 | 126.17 | 138.66 | 110.84 | 117.98 | 193.22 | 119.85 | 0.00 |
| Draw Down(%) | NA | 10.93 | 28.03 | 28.03 | 28.03 | NA | NA | … | … | 10.93 | 28.03 | 11.06 | 22.99 | 4.90 | 14.05 | 14.18 | 8.23 | 5.97 | 11.86 | 16.11 | 15.91 | 6.60 | 40.90 | 6.89 | 10.46 | 12.82 | 13.39 | 12.59 | 49.08 | 50.20 | 50.23 | 8.32 | 16.02 | 13.91 | 12.35 | 5.07 | 9.12 | 3.39 | 16.96 | 7.99 | 29.47 | 3.12 | 22.10 | 0.25 | 16.85 | 7.31 |
| Yield(%) | 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 | 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 11/05/2021, Common starting date is 06/25/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NDX (NDX) |
-33.02%
May 2001 – May 2004 |
-17.89%
Mar 2002 – Mar 2007 |
-5.27%
Feb 2003 – Feb 2013 |
2.54%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NDX (NDX) |
98.64%
Dec 1996 – Dec 1999 |
68.45%
Mar 1995 – Mar 2000 |
30.67%
Nov 1991 – Nov 2001 |
20.44%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart