Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NTHEX (NORTHEAST INVESTORS TRUST NORTHEAST INVESTORS TRUST) | 9.53% | 13.96% | 8.48% | 6.05% | 2.46% | 3.15% | 3.18% | 6.97% |
Data as of 07/25/2025, AR inception is 02/27/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTHEX (NORTHEAST INVESTORS TRUST NORTHEAST INVESTORS TRUST) | 02/27/1980 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 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 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.85 | 13.96 | 8.48 | 6.05 | 2.46 | 3.15 | 3.18 | 6.97 | 9.53 | 4.61 | 11.75 | -2.22 | 4.88 | -3.61 | 0.92 | -5.06 | 6.28 | 16.71 | -18.00 | -5.36 | 13.01 | 14.63 | -0.73 | 14.23 | 53.78 | -37.28 | 0.15 | 12.10 | 2.24 | 14.39 | 14.37 | 1.28 | 1.33 | -6.05 | 3.50 | -0.23 | 13.90 | 20.16 | 17.30 | 2.18 | 23.61 | 17.49 | 26.54 | -9.20 | 0.02 | 14.16 | -3.52 | 20.39 | 25.68 | 13.08 | 11.27 | 37.38 | 5.71 | 0.48 |
| Sharpe Ratio | NA | 1.38 | 0.82 | 0.73 | 0.15 | NA | NA | 0.61 | 1.50 | -0.44 | 1.52 | -0.60 | 1.27 | -0.34 | -0.14 | -1.41 | 1.32 | 1.96 | -3.11 | -0.94 | 3.59 | 3.74 | -0.09 | 2.31 | 4.42 | -2.83 | -0.59 | 3.53 | 0.02 | 5.07 | 4.81 | 0.04 | -0.19 | -2.65 | 0.09 | -0.73 | 3.33 | 5.02 | 3.51 | -0.20 | 8.29 | 6.95 | 4.17 | -4.65 | -2.35 | 2.13 | -1.11 | 6.45 | 4.28 | 0.74 | 0.69 | 2.49 | -0.36 | -0.48 |
| Standard Deviation(%) | NA | 7.84 | 6.25 | 5.60 | 6.48 | NA | NA | 6.52 | 9.75 | 4.52 | 4.97 | 6.01 | 3.82 | 11.26 | 3.51 | 4.52 | 4.30 | 8.41 | 5.80 | 5.73 | 3.62 | 3.93 | 8.70 | 6.13 | 12.14 | 13.44 | 4.82 | 2.52 | 3.42 | 2.65 | 2.84 | 4.21 | 5.37 | 3.82 | 3.14 | 4.84 | 3.10 | 3.29 | 3.84 | 3.92 | 2.59 | 2.15 | 5.44 | 3.10 | 2.42 | 4.42 | 6.77 | 2.50 | 4.78 | 8.52 | 7.45 | 11.96 | 12.04 | 15.53 |
| Draw Down(%) | NA | 3.28 | 5.34 | 6.08 | 26.42 | NA | NA | 50.61 | 3.28 | 2.19 | 2.27 | 6.08 | 2.34 | 15.58 | 3.70 | 8.08 | 2.88 | 12.67 | 19.68 | 12.09 | 3.23 | 2.51 | 11.89 | 6.12 | 19.43 | 42.44 | 7.96 | 1.81 | 4.71 | 2.89 | 2.93 | 10.86 | 10.72 | 9.51 | 5.20 | 14.16 | 2.39 | 1.41 | 2.24 | 5.99 | 1.00 | 1.47 | 3.58 | 9.80 | 4.29 | 2.56 | 10.01 | 0.39 | 2.89 | 7.43 | 4.29 | 1.01 | 6.36 | 10.51 |
| Yield(%) | 0.00 | 5.14 | 4.78 | 4.97 | 4.26 | 4.87 | 4.56 | 6.82 | 2.19 | 4.28 | 5.25 | 5.14 | 5.61 | 5.38 | 5.37 | 4.65 | 6.32 | 7.03 | 6.74 | 7.59 | 5.99 | 7.14 | 6.76 | 8.01 | 9.20 | 7.66 | 7.46 | 7.13 | 7.81 | 7.55 | 8.50 | 6.33 | 10.66 | 10.88 | 10.17 | 10.09 | 8.65 | 9.78 | 10.36 | 9.49 | 10.86 | 12.56 | 15.97 | 13.40 | 12.52 | 12.98 | 10.65 | 11.51 | 12.80 | 12.71 | 12.45 | 14.53 | 13.25 | 11.44 |
Data as of 07/25/2025, AR inception is 02/27/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTHEX (NORTHEAST INVESTORS TRUST NORTHEAST INVESTORS TRUST) |
-14.14%
Feb 2006 - Feb 2009 |
-5.94%
Feb 2004 - Feb 2009 |
-1.50%
Mar 1999 - Mar 2009 |
1.21%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTHEX (NORTHEAST INVESTORS TRUST NORTHEAST INVESTORS TRUST) |
25.69%
Feb 2009 - Feb 2012 |
22.15%
Sep 1981 - Sep 1986 |
13.33%
Oct 1981 - Oct 1991 |
13.95%
Oct 1981 - Oct 1996 |
Annualized Rolling Returns Comparison Chart