Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NIMEX (NUVEEN EQUITY MARKET NEUTRAL FUND CLASS I) | NA | 7.15% | -5.48% | -1.09% | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 06/27/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NIMEX (NUVEEN EQUITY MARKET NEUTRAL FUND CLASS I) | 06/27/2013 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.15 | -5.48 | -1.09 | NA | NA | NA | … | … | 0.00 | 9.52 | -16.39 | -8.73 | 6.24 | 5.34 | 6.10 | 1.66 | 2.53 | 8.38 |
| Sharpe Ratio | NA | 1.23 | -0.81 | -0.28 | NA | NA | NA | … | … | NA | 2.02 | -1.60 | -2.00 | 1.09 | 0.88 | 0.87 | 0.28 | 0.60 | 3.64 |
| Standard Deviation(%) | NA | 5.80 | 7.45 | 6.58 | NA | NA | NA | … | … | NA | 7.42 | 10.34 | 4.88 | 4.48 | 5.40 | 6.75 | 5.90 | 4.18 | 4.67 |
| Draw Down(%) | NA | 4.43 | 24.68 | 26.17 | NA | NA | NA | … | … | NA | 4.53 | 17.25 | 9.02 | 2.40 | 4.87 | 6.08 | 5.25 | 4.81 | 1.87 |
| Yield(%) | 0.00 | 0.00 | 0.22 | 0.69 | 0.71 | 0.48 | 0.36 | … | … | 0.00 | 0.00 | 0.00 | 0.65 | 0.57 | 2.12 | 0.00 | 1.68 | 0.30 | 0.98 |
Data as of 01/07/2022, Common starting date is 06/27/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIMEX (NUVEEN EQUITY MARKET NEUTRAL FUND CLASS I) |
-7.54%
Feb 2018 – Feb 2021 |
-1.84%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIMEX (NUVEEN EQUITY MARKET NEUTRAL FUND CLASS I) |
6.87%
Apr 2015 – Apr 2018 |
4.97%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart