Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/18/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOEQX (Northern Large Cap Growth) | NA | 12.55% | 19.81% | 14.32% | 7.04% | 2.42% | NA | 8.08% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOEQX (Northern Large Cap Growth) | 06/21/1996 | 12/18/2014 |
The return data shown below all have the same latest date: 12/18/2014.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.55 | 19.81 | 14.32 | 7.04 | 2.42 | NA | 8.08 | 10.13 | 31.55 | 15.02 | -0.51 | 15.41 | 28.61 | -40.45 | 18.00 | 8.01 | 3.86 | 4.25 | 21.12 | -24.48 | -26.52 | -3.93 | 54.59 | 35.16 | 31.79 | 12.38 |
| Sharpe Ratio | NA | 0.96 | 1.23 | 0.80 | 0.29 | NA | NA | 0.18 | 0.73 | 2.67 | 1.04 | -0.02 | 0.80 | 1.20 | -1.11 | 0.88 | 0.40 | 0.16 | 0.27 | 1.18 | -1.28 | -1.39 | -0.21 | 2.20 | 1.37 | -0.83 | 1.24 |
| Standard Deviation(%) | NA | 14.65 | 13.94 | 18.02 | 20.40 | NA | NA | 21.88 | 14.87 | 11.85 | 14.53 | 26.29 | 19.06 | 23.86 | 37.21 | 17.02 | 11.73 | 10.67 | 12.19 | 17.24 | 19.95 | 21.11 | 37.21 | 23.39 | 23.28 | 28.21 | 17.15 |
| Draw Down(%) | NA | 9.80 | 10.80 | 20.90 | 52.45 | NA | NA | 64.40 | 9.80 | 6.03 | 10.80 | 20.90 | 15.70 | 20.96 | 48.11 | 9.87 | 12.53 | 6.78 | 12.68 | 9.88 | 25.55 | 39.42 | 33.63 | 11.40 | 23.76 | 19.00 | 8.67 |
| Yield(%) | 0.00 | 0.17 | 0.17 | 0.25 | 0.31 | 1.03 | 3.60 | 4.00 | 0.00 | 0.22 | 0.24 | 0.00 | 0.30 | 0.44 | 0.36 | 0.42 | 0.38 | 0.18 | 0.36 | 0.00 | 0.00 | 0.13 | 12.23 | 5.19 | 7.26 | 15.39 | 4.69 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOEQX (Northern Large Cap Growth) |
-22.79%
Feb 2000 - Feb 2003 |
-10.24%
Feb 2000 - Feb 2005 |
-5.46%
Aug 2000 - Aug 2010 |
3.08%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOEQX (Northern Large Cap Growth) |
45.51%
Mar 1997 - Mar 2000 |
21.30%
Feb 2009 - Feb 2014 |
8.22%
Jul 1996 - Jul 2006 |
7.00%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart