Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NMMSX (NORTHERN MULTI-MANAGER SMALL CAP FUND NORTHERN MULTI-MANAGER SMALL CAP FUND) | NA | 1.18% | 6.40% | 8.49% | 6.12% | NA | NA | … | … |
Data as of 07/26/2016, Common starting date is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NMMSX (NORTHERN MULTI-MANAGER SMALL CAP FUND NORTHERN MULTI-MANAGER SMALL CAP FUND) | 07/07/2006 | 07/26/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.18 | 6.40 | 8.49 | 6.12 | NA | NA | … | … | 5.25 | -29.57 | -15.30 | 18.07 | 11.19 | -14.87 | 24.58 | 30.49 | -37.88 | -7.78 | 8.76 |
| Sharpe Ratio | NA | -0.50 | -0.33 | -0.13 | -0.08 | NA | NA | … | … | 0.50 | -0.82 | -0.63 | 0.82 | 0.68 | -0.45 | 1.09 | 0.93 | -0.95 | -0.56 | 1.05 |
| Standard Deviation(%) | NA | 53.70 | 47.27 | 60.44 | 47.09 | NA | NA | … | … | 18.80 | 36.13 | 24.15 | 21.99 | 16.44 | 33.36 | 22.41 | 32.59 | 40.87 | 19.31 | 14.72 |
| Draw Down(%) | NA | 41.95 | 56.02 | 56.02 | 63.30 | NA | NA | … | … | 14.87 | 34.94 | 18.82 | 16.42 | 13.09 | 27.89 | 19.17 | 29.86 | 50.15 | 19.47 | 5.88 |
| Yield(%) | 0.00 | 26.06 | 18.90 | 14.62 | 8.96 | 5.79 | 4.34 | … | … | 0.00 | 26.38 | 19.38 | 20.21 | 3.13 | 9.24 | 0.17 | 0.00 | 0.10 | 6.57 | 0.52 |
Data as of 07/26/2016, Common starting date is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMMSX (NORTHERN MULTI-MANAGER SMALL CAP FUND NORTHERN MULTI-MANAGER SMALL CAP FUND) |
-10.59%
Jun 2007 – Jun 2010 |
-2.49%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMMSX (NORTHERN MULTI-MANAGER SMALL CAP FUND NORTHERN MULTI-MANAGER SMALL CAP FUND) |
27.94%
Feb 2009 – Feb 2012 |
25.22%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart