Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRE (Northstar Realty Europe Corp) | NA | 29.43% | 22.99% | 165.31% | 52.69% | 25.58% | NA | … | … |
Data as of 10/07/2019, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRE (Northstar Realty Europe Corp) | 01/04/2000 | 10/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.43 | 22.99 | 165.31 | 52.69 | 25.58 | NA | … | … | 20.14 | 12.98 | 11.96 | 12.80 | 9,427.58 | -99.60 | 0.00 | 0.00 | 21,812.90 | -99.13 | 8,111.11 | -52.32 | -11.61 | -53.33 | 37.93 | 75.76 | 80.00 | 67.69 | 49.09 | -21.43 |
| Sharpe Ratio | NA | 0.34 | 0.09 | 0.07 | 0.01 | NA | NA | … | … | 0.24 | -0.31 | -0.45 | -0.57 | 2.44 | -0.03 | 0.00 | 0.00 | 10.05 | -0.03 | 5.36 | -0.03 | -0.04 | -1.10 | 0.21 | 1.04 | 1.01 | 1.27 | 0.62 | -1.85 |
| Standard Deviation(%) | NA | 22.37 | 21.74 | 1,970.51 | 2,309.43 | NA | NA | … | … | 17.41 | 27.66 | 16.05 | 37.11 | 3,858.86 | 3,866.49 | NA | NA | 2,123.56 | 4,383.42 | 1,510.20 | 2,551.97 | 767.54 | 68.93 | 82.25 | 54.70 | 59.87 | 37.81 | 46.23 | 24.28 |
| Draw Down(%) | NA | 15.46 | 30.62 | 99.76 | 99.84 | NA | NA | … | … | 15.46 | 24.57 | 10.48 | 28.70 | 99.76 | 99.63 | 0.00 | 0.00 | 99.84 | 99.52 | 99.05 | 99.44 | 98.40 | 61.29 | 45.74 | 23.53 | 29.36 | 21.31 | 24.39 | 25.72 |
| Yield(%) | 0.00 | 4.41 | 5.76 | 307.32 | 80.53 | 23.75 | 99.22 | … | … | 3.08 | 4.50 | 4.73 | 5.28 | 76.92 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/07/2019, Common starting date is 01/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRE (Northstar Realty Europe Corp) |
-86.69%
Sep 2012 – Sep 2015 |
-67.88%
Aug 2010 – Aug 2015 |
-23.64%
Apr 2005 – Apr 2015 |
-1.80%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRE (Northstar Realty Europe Corp) |
679.46%
Aug 2011 – Aug 2014 |
194.56%
Jul 2010 – Jul 2015 |
75.87%
Jan 2001 – Jan 2011 |
46.32%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart