Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NECPX (American Indep NestEgg A) | NA | -13.38% | -1.04% | -1.78% | NA | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NECPX (American Indep NestEgg A) | 07/15/2003 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.54 | -13.38 | -1.04 | -1.78 | NA | NA | NA | … | … | -8.54 | -3.49 | 2.91 | 8.19 | 5.69 | -12.19 | -0.20 | 0.00 | -3.56 | 0.78 | 3.82 |
| Sharpe Ratio | NA | -1.12 | -0.13 | -0.23 | NA | NA | NA | … | … | -1.74 | -0.54 | 0.58 | 1.78 | 0.72 | -1.49 | -0.66 | -0.64 | -0.90 | -0.03 | 1.61 |
| Standard Deviation(%) | NA | 12.02 | 8.20 | 8.37 | NA | NA | NA | … | … | 18.30 | 6.67 | 4.98 | 4.55 | 7.74 | 8.76 | 4.93 | 5.20 | 6.38 | 5.60 | 4.79 |
| Draw Down(%) | NA | 14.18 | 14.18 | 21.48 | NA | NA | NA | … | … | 8.54 | 6.17 | 3.44 | 2.37 | 9.64 | 18.62 | 4.51 | 4.39 | 5.02 | 5.64 | 2.52 |
| Yield(%) | 0.00 | 0.00 | 3.02 | 1.73 | 0.87 | 0.58 | 0.43 | … | … | 0.00 | 0.00 | 4.83 | 4.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2013, Common starting date is 07/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECPX (American Indep NestEgg A) |
-7.31%
Feb 2006 – Feb 2009 |
-5.15%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECPX (American Indep NestEgg A) |
9.33%
Feb 2009 – Feb 2012 |
1.10%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart