Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NSFC (Northern States Financial Corporation) | NA | 12.80% | 21.17% | 3.74% | -18.60% | -19.75% | -14.15% | … | … |
Data as of 10/12/2018, Common starting date is 07/01/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NSFC (Northern States Financial Corporation) | 07/01/1991 | 10/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.65 | 12.80 | 21.17 | 3.74 | -18.60 | -19.75 | -14.15 | … | … | 15.62 | 9.60 | 24.56 | -9.85 | 0.00 | 4.84 | -31.11 | -45.45 | -62.76 | 11.03 | -81.86 | 13.70 | 1.63 | -38.58 | 8.24 | 2.95 | 27.90 | 15.23 | -12.21 | -12.69 | 7.07 | 38.55 | 16.90 | 8.40 | 19.09 | 30.95 | 10.53 | 0.00 |
| Sharpe Ratio | NA | -0.16 | -0.09 | -0.34 | -0.39 | NA | NA | … | … | 0.01 | -0.36 | -0.39 | -0.42 | -0.26 | -0.16 | -0.32 | -0.43 | -0.81 | -0.06 | -1.23 | -0.24 | -0.77 | -2.22 | -0.47 | -0.57 | 0.40 | -0.18 | -1.57 | 0.19 | 0.51 | 0.23 | 0.28 | -0.63 | 0.29 | 0.35 | 0.39 | 0.00 |
| Standard Deviation(%) | NA | 49.03 | 35.52 | 53.99 | 97.64 | NA | NA | … | … | 52.76 | 26.96 | 24.79 | 67.73 | 72.49 | 87.30 | 157.61 | 147.78 | 99.59 | 135.96 | 82.50 | 34.24 | 26.93 | 26.81 | 23.93 | 28.81 | 20.47 | 32.91 | 46.67 | 48.28 | 54.96 | 51.15 | 59.32 | 70.27 | 62.74 | 76.37 | 30.98 | 7.25 |
| Draw Down(%) | NA | 23.98 | 23.98 | 65.31 | 96.41 | NA | NA | … | … | 23.98 | 14.12 | 6.62 | 44.44 | 51.43 | 36.00 | 45.00 | 70.71 | 69.53 | 66.40 | 82.96 | 19.22 | 25.91 | 44.19 | 14.30 | 15.62 | 7.84 | 15.09 | 22.83 | 25.22 | 40.61 | 10.85 | 7.04 | 7.35 | 9.09 | 8.51 | 10.00 | 5.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.91 | 1.35 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.79 | 3.72 | 3.44 | 2.08 | 3.85 | 3.91 | 4.87 | 5.05 | 2.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/12/2018, Common starting date is 07/01/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSFC (Northern States Financial Corporation) |
-60.24%
Nov 2007 – Nov 2010 |
-50.82%
Dec 2007 – Dec 2012 |
-34.11%
Apr 2005 – Apr 2015 |
-22.93%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSFC (Northern States Financial Corporation) |
44.41%
May 1995 – May 1998 |
32.83%
May 1993 – May 1998 |
15.25%
Feb 1993 – Feb 2003 |
9.82%
May 1992 – May 2007 |
Annualized Rolling Returns Comparison Chart