Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NQM (Nuveen Investment Qual Muni) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 02/24/2017, AR inception is 10/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NQM (Nuveen Investment Qual Muni) | 10/27/1999 | 09/09/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | 4.03 | 7.93 | 20.29 | -9.76 | 9.23 | 24.10 | 8.06 | 37.18 | -19.23 | -6.70 | 12.02 | 6.21 | 3.78 | 9.31 | 12.83 | 11.62 | 25.55 | -7.35 |
| Sharpe Ratio | NA | 1.40 | 1.54 | 0.79 | 0.41 | NA | NA | 0.52 | 0.70 | 1.04 | 3.05 | -0.79 | 0.82 | 2.10 | 0.66 | 2.17 | -0.60 | -0.98 | 1.17 | 0.47 | 0.27 | 1.05 | 1.26 | 0.97 | 1.64 | -2.00 |
| Standard Deviation(%) | NA | 7.51 | 8.00 | 9.60 | 15.06 | NA | NA | 13.24 | 8.14 | 7.59 | 6.64 | 12.46 | 11.23 | 11.46 | 12.16 | 17.08 | 33.51 | 9.94 | 7.47 | 8.62 | 10.53 | 8.21 | 9.31 | 9.72 | 13.15 | 19.18 |
| Draw Down(%) | NA | 7.26 | 7.35 | 23.35 | 43.19 | NA | NA | 43.19 | 7.26 | 7.35 | 4.41 | 22.03 | 8.38 | 7.12 | 14.11 | 12.81 | 42.08 | 13.17 | 8.14 | 8.54 | 17.29 | 11.39 | 9.65 | 7.08 | 8.92 | 12.65 |
| Yield(%) | 0.28 | 6.55 | 7.37 | 6.66 | 6.08 | 6.28 | 6.25 | 7.82 | 4.27 | 6.35 | 7.13 | 5.88 | 6.37 | 7.30 | 6.97 | 7.27 | 5.83 | 5.18 | 5.71 | 7.27 | 7.22 | 6.61 | 6.96 | 5.77 | 7.58 | 1.25 |
Data as of 02/24/2017, AR inception is 10/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NQM (Nuveen Investment Qual Muni) |
-5.49%
Dec 2005 - Dec 2008 |
-1.43%
Dec 2003 - Dec 2008 |
5.21%
Nov 2003 - Nov 2013 |
7.21%
Aug 2001 - Aug 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NQM (Nuveen Investment Qual Muni) |
22.53%
Dec 2008 - Dec 2011 |
12.65%
Sep 2008 - Sep 2013 |
8.75%
Nov 2002 - Nov 2012 |
8.73%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison Chart