Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NMIEX (ACTIVE M INTERNATIONAL EQUITY FUND ACTIVE M INTERNATIONAL EQUITY FUND) | 24.34% | 8.07% | 13.25% | 7.36% | 5.02% | 5.47% | NA | 3.78% |
Data as of 07/03/2025, AR inception is 06/27/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NMIEX (ACTIVE M INTERNATIONAL EQUITY FUND ACTIVE M INTERNATIONAL EQUITY FUND) | 06/27/2006 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.07 | 8.07 | 13.25 | 7.36 | 5.02 | 5.47 | NA | 3.78 | 24.34 | -6.58 | 16.38 | -17.16 | 4.94 | 11.70 | 22.93 | -13.74 | 29.05 | -1.16 | -5.14 | -5.81 | 15.77 | 17.72 | -15.19 | 12.14 | 27.73 | -39.97 | 9.66 | 17.07 |
| Sharpe Ratio | NA | 0.24 | 0.53 | 0.32 | 0.19 | NA | NA | 0.14 | 2.78 | -0.77 | 0.94 | -0.81 | 0.31 | 0.36 | 2.01 | -1.16 | 4.03 | -0.08 | -0.34 | -0.52 | 1.30 | 1.17 | -0.59 | 0.62 | 1.08 | -0.99 | 0.42 | 2.95 |
| Standard Deviation(%) | NA | 20.21 | 17.24 | 17.59 | 17.81 | NA | NA | 19.84 | 18.54 | 17.07 | 13.03 | 22.88 | 15.97 | 31.45 | 10.71 | 13.01 | 7.08 | 16.86 | 15.29 | 11.22 | 12.07 | 15.28 | 25.85 | 19.38 | 25.51 | 41.23 | 15.96 | 11.09 |
| Draw Down(%) | NA | 21.25 | 21.25 | 37.21 | 37.21 | NA | NA | 55.90 | 14.58 | 18.64 | 12.04 | 30.26 | 14.43 | 36.63 | 8.18 | 21.79 | 2.07 | 12.54 | 19.09 | 13.27 | 10.64 | 15.23 | 25.66 | 16.42 | 23.78 | 53.37 | 11.51 | 6.42 |
| Yield(%) | 0.00 | 2.31 | 2.81 | 2.21 | 2.68 | 2.86 | 2.26 | 2.38 | 0.00 | 2.51 | 3.60 | 1.25 | 1.68 | 0.88 | 6.79 | 5.34 | 1.70 | 1.71 | 0.71 | 2.10 | 1.27 | 2.15 | 1.59 | 0.80 | 0.68 | 1.53 | 5.95 | 0.28 |
Data as of 07/03/2025, AR inception is 06/27/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMIEX (ACTIVE M INTERNATIONAL EQUITY FUND ACTIVE M INTERNATIONAL EQUITY FUND) |
-11.17%
Jun 2007 - Jun 2010 |
-6.20%
May 2007 - May 2012 |
-0.38%
Dec 2006 - Dec 2016 |
-0.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMIEX (ACTIVE M INTERNATIONAL EQUITY FUND ACTIVE M INTERNATIONAL EQUITY FUND) |
17.88%
Feb 2009 - Feb 2012 |
14.67%
Feb 2009 - Feb 2014 |
7.90%
Feb 2009 - Feb 2019 |
7.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart