Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGVIX (NUVEEN GRESHAM DIVERSIFIED COMMODITY STRATEGY FUND CLASS I) | NA | -14.76% | -5.77% | -0.87% | NA | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 07/31/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGVIX (NUVEEN GRESHAM DIVERSIFIED COMMODITY STRATEGY FUND CLASS I) | 07/31/2012 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.76 | -5.77 | -0.87 | NA | NA | NA | … | … | -15.51 | 8.33 | -18.43 | 4.46 | 10.92 | -25.70 | -17.31 | -7.80 | -2.93 |
| Sharpe Ratio | NA | -0.88 | -0.49 | -0.12 | NA | NA | NA | … | … | -0.93 | 0.63 | -1.40 | 0.42 | 0.70 | -1.64 | -1.90 | -0.80 | -0.62 |
| Standard Deviation(%) | NA | 17.08 | 13.59 | 13.24 | NA | NA | NA | … | … | 17.35 | 11.12 | 14.16 | 9.11 | 15.35 | 15.66 | 9.13 | 9.80 | 11.36 |
| Draw Down(%) | NA | 29.82 | 35.97 | 35.97 | NA | NA | NA | … | … | 29.82 | 9.73 | 22.62 | 10.83 | 9.27 | 28.73 | 23.35 | 12.89 | 9.99 |
| Yield(%) | 0.00 | 1.64 | 3.46 | 2.37 | 0.63 | 0.42 | 0.32 | … | … | 0.00 | 1.75 | 6.63 | 2.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/17/2020, Common starting date is 07/31/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGVIX (NUVEEN GRESHAM DIVERSIFIED COMMODITY STRATEGY FUND CLASS I) |
-18.81%
Jan 2013 – Jan 2016 |
-10.48%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGVIX (NUVEEN GRESHAM DIVERSIFIED COMMODITY STRATEGY FUND CLASS I) |
4.54%
Feb 2016 – Feb 2019 |
-2.13%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart