Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTHFX (NORTHEAST INVESTORS GROWTH FUND INC NORTHEAST INVESTORS GROWTH FUND INC) | NA | -29.19% | -8.60% | 0.04% | -0.74% | 2.94% | 2.95% | … | … |
Data as of 06/29/2017, Common starting date is 03/11/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTHFX (NORTHEAST INVESTORS GROWTH FUND INC NORTHEAST INVESTORS GROWTH FUND INC) | 03/11/1981 | 06/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -38.25 | -29.19 | -8.60 | 0.04 | -0.74 | 2.94 | 2.95 | … | … | -33.63 | 4.39 | 4.21 | 5.70 | 26.10 | 12.34 | -7.84 | 16.38 | 29.05 | -41.61 | 13.61 | 9.24 | 11.38 | 8.57 | 28.39 | -22.30 | -17.21 | -15.04 | 29.13 | 33.33 | 37.07 | 17.85 | 32.27 | -1.90 | -8.91 | -4.67 | 34.14 | -0.28 | 30.23 | 9.06 | -7.37 | 19.81 | 34.22 | 0.38 | 8.67 | 9.85 | -1.16 |
| Sharpe Ratio | NA | -0.68 | -0.31 | 0.00 | -0.04 | NA | NA | … | … | -0.93 | 0.30 | 0.25 | 0.38 | 2.10 | 0.92 | -0.32 | 0.80 | 1.00 | -1.05 | 0.60 | 0.44 | 0.78 | 0.61 | 1.51 | -0.84 | -0.83 | -0.64 | 1.11 | 1.27 | -0.99 | 1.05 | 3.08 | -0.45 | -0.71 | -0.55 | 2.00 | -0.33 | 1.95 | 0.28 | -0.44 | 1.15 | 2.93 | -0.39 | 0.27 | 0.14 | -1.09 |
| Standard Deviation(%) | NA | 43.59 | 28.39 | 23.58 | 25.69 | NA | NA | … | … | 61.43 | 13.71 | 16.46 | 14.99 | 12.42 | 13.53 | 24.89 | 20.28 | 28.89 | 40.30 | 17.69 | 13.72 | 11.75 | 12.51 | 18.39 | 27.95 | 23.78 | 29.88 | 23.32 | 23.65 | 18.38 | 13.50 | 9.23 | 10.71 | 15.45 | 12.74 | 15.12 | 16.54 | 12.56 | 15.84 | 26.02 | 13.52 | 9.91 | 16.06 | 9.56 | 16.22 | 10.39 |
| Draw Down(%) | NA | 38.93 | 38.93 | 38.93 | 55.60 | NA | NA | … | … | 38.93 | 11.63 | 12.18 | 10.82 | 6.83 | 10.84 | 23.61 | 16.12 | 23.96 | 51.71 | 10.91 | 11.55 | 7.11 | 9.52 | 14.27 | 33.85 | 32.80 | 25.27 | 15.09 | 26.15 | 11.04 | 9.00 | 5.37 | 7.23 | 14.45 | 11.64 | 6.44 | 16.86 | 6.61 | 9.71 | 34.31 | 12.16 | 6.97 | 14.62 | 4.90 | 13.43 | 9.23 |
| Yield(%) | 0.00 | 5.89 | 8.78 | 11.19 | 5.82 | 6.47 | 2.02 | … | … | 0.00 | 5.86 | 12.22 | 9.56 | 21.57 | 9.55 | 0.00 | 0.20 | 0.00 | 0.25 | 13.13 | 0.00 | 0.00 | 0.31 | 0.24 | 0.59 | 7.45 | 7.86 | 1.59 | 3.75 | 2.28 | 3.23 | 2.09 | 0.92 | 5.37 | 1.91 | 1.31 | 0.82 | 0.51 | 0.50 | 0.22 | 0.29 | 0.15 | 0.35 | 0.67 | 0.73 | 0.38 |
Data as of 06/29/2017, Common starting date is 03/11/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTHFX (NORTHEAST INVESTORS GROWTH FUND INC NORTHEAST INVESTORS GROWTH FUND INC) |
-20.49%
Mar 2000 – Mar 2003 |
-6.74%
Mar 2000 – Mar 2005 |
-4.06%
Mar 1999 – Mar 2009 |
1.30%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTHFX (NORTHEAST INVESTORS GROWTH FUND INC NORTHEAST INVESTORS GROWTH FUND INC) |
34.34%
Mar 1997 – Mar 2000 |
29.76%
Dec 1994 – Dec 1999 |
16.67%
Mar 1990 – Mar 2000 |
15.66%
Dec 1984 – Dec 1999 |
Annualized Rolling Returns Comparison Chart