Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/28/2016.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| NMA (Nuveen Municipal Advantage) | -100.00% | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NMA (Nuveen Municipal Advantage) | 01/11/1990 | 04/08/2016 |
The return data shown below all have the same latest date: 12/28/2016.
AR inception is since 01/11/1990.
AR inception is since 01/11/1990.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | 6.56 | 7.57 | 19.34 | -15.03 | 10.22 | 21.31 | -2.61 | 47.38 | -20.13 | -10.47 | 12.64 | 7.32 | 4.73 | 13.30 | 11.35 | 14.19 | 21.56 | -16.48 | 17.21 | 23.20 | 10.62 | 42.14 | -2.45 | 19.85 | 24.77 | 36.25 | 15.94 |
| Sharpe Ratio | NA | 2.06 | 0.62 | 0.90 | 0.34 | NA | NA | 0.57 | 5.17 | 1.09 | 2.79 | -1.34 | 0.98 | 1.66 | -0.22 | 2.44 | -0.62 | -1.36 | 1.15 | 0.62 | 0.36 | 1.37 | 1.21 | 1.12 | 1.36 | -2.06 | 1.71 | -3.54 | 0.65 | 2.77 | -0.31 | 1.39 | 1.73 | 2.76 | 0.78 |
| Standard Deviation(%) | NA | 6.12 | 8.26 | 9.69 | 15.30 | NA | NA | 13.07 | 5.19 | 6.92 | 6.93 | 11.27 | 10.48 | 12.83 | 12.00 | 19.35 | 33.97 | 9.95 | 8.19 | 8.27 | 10.42 | 9.19 | 8.49 | 10.76 | 12.88 | 9.57 | 8.10 | 9.01 | 10.92 | 13.81 | 17.43 | 12.71 | 12.86 | 11.71 | 14.26 |
| Draw Down(%) | NA | 4.86 | 18.78 | 23.04 | 43.68 | NA | NA | 43.68 | 1.33 | 7.18 | 4.37 | 21.98 | 7.43 | 8.30 | 16.82 | 13.66 | 40.25 | 16.84 | 5.54 | 8.58 | 16.34 | 9.71 | 9.02 | 6.46 | 10.20 | 20.45 | 4.29 | 1.58 | 5.02 | 3.37 | 13.62 | 8.98 | 7.72 | 2.48 | 6.00 |
| Yield(%) | 0.08 | 5.89 | 5.37 | 6.79 | 5.85 | 6.66 | 8.35 | 13.37 | 1.52 | 5.83 | 6.60 | 5.26 | 6.38 | 8.91 | 6.84 | 8.51 | 5.56 | 5.27 | 5.78 | 6.54 | 6.68 | 6.97 | 7.28 | 6.50 | 8.37 | 6.58 | 7.21 | 8.53 | 8.69 | 11.42 | 10.39 | 12.24 | 12.56 | 14.53 | 12.08 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMA (Nuveen Municipal Advantage) |
-6.96%
Dec 2005 - Dec 2008 |
-1.97%
Nov 2003 - Nov 2008 |
2.85%
Dec 1998 - Dec 2008 |
5.27%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMA (Nuveen Municipal Advantage) |
30.77%
Sep 1990 - Sep 1993 |
23.46%
Sep 1990 - Sep 1995 |
17.50%
Feb 1990 - Feb 2000 |
15.44%
Feb 1990 - Feb 2005 |
Annualized Rolling Returns Comparison Chart