Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOGEX (NORTHERN LARGE CAP EQUITY FUND NORTHERN LARGE CAP EQUITY FUND) | NA | -17.23% | -2.46% | 4.81% | 3.30% | 5.11% | 2.82% | 4.97% |
Data as of 08/08/2017, AR inception is 03/31/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOGEX (NORTHERN LARGE CAP EQUITY FUND NORTHERN LARGE CAP EQUITY FUND) | 03/31/1994 | 08/08/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -17.23 | -2.46 | 4.81 | 3.30 | 5.11 | 2.82 | 4.97 | -18.26 | 6.06 | 0.32 | 10.43 | 29.53 | 19.62 | -2.23 | 15.43 | 31.69 | -36.63 | 3.80 | 9.74 | 1.16 | 8.08 | 25.00 | -23.31 | -16.70 | -6.77 | 12.88 | 25.76 | 17.22 | 11.81 | 24.70 | 1.20 |
| Sharpe Ratio | NA | -0.59 | -0.12 | 0.26 | 0.13 | NA | NA | 0.16 | -0.77 | 0.39 | 0.02 | 0.89 | 2.74 | 1.49 | -0.09 | 0.79 | 1.11 | -0.98 | 0.05 | 0.60 | -0.09 | 0.58 | 1.48 | -0.98 | -0.88 | -0.35 | 0.45 | 0.96 | 0.60 | 0.54 | 2.18 | -0.15 |
| Standard Deviation(%) | NA | 30.03 | 21.70 | 18.19 | 22.79 | NA | NA | 20.69 | 37.94 | 15.15 | 15.94 | 11.74 | 10.75 | 13.26 | 24.70 | 19.38 | 28.45 | 38.29 | 16.12 | 10.91 | 11.70 | 12.36 | 16.45 | 24.99 | 22.06 | 31.35 | 21.43 | 23.34 | 22.79 | 15.18 | 9.59 | 10.29 |
| Draw Down(%) | NA | 25.08 | 25.08 | 25.08 | 54.99 | NA | NA | 60.38 | 25.08 | 13.00 | 12.34 | 8.39 | 5.03 | 10.41 | 21.96 | 16.19 | 26.22 | 45.47 | 10.74 | 9.62 | 7.90 | 10.87 | 12.11 | 32.19 | 32.57 | 30.20 | 16.60 | 23.41 | 16.11 | 9.22 | 4.51 | 6.72 |
| Yield(%) | 0.00 | 10.25 | 5.06 | 4.56 | 3.60 | 4.25 | 3.13 | 4.75 | 0.42 | 10.82 | 3.05 | 1.00 | 1.18 | 1.44 | 0.76 | 0.96 | 1.12 | 0.98 | 12.99 | 7.81 | 1.94 | 0.52 | 0.17 | 0.22 | 0.19 | 13.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/08/2017, AR inception is 03/31/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOGEX (NORTHERN LARGE CAP EQUITY FUND NORTHERN LARGE CAP EQUITY FUND) |
-19.07%
Mar 2000 - Mar 2003 |
-8.30%
Feb 2004 - Feb 2009 |
-5.76%
Feb 1999 - Feb 2009 |
1.70%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOGEX (NORTHERN LARGE CAP EQUITY FUND NORTHERN LARGE CAP EQUITY FUND) |
25.87%
Feb 2009 - Feb 2012 |
22.32%
Feb 2009 - Feb 2014 |
7.34%
Aug 2004 - Aug 2014 |
6.35%
Jun 2002 - Jun 2017 |
Annualized Rolling Returns Comparison Chart