Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NTRS (Northern Trust Corporation) | 26.68% | 52.90% | 13.15% | 13.98% | 7.78% | 9.37% | 7.38% | 11.88% |
Data as of 07/18/2025, AR inception is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTRS (Northern Trust Corporation) | 03/26/1990 | 07/18/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | 52.90 | 13.15 | 13.98 | 7.78 | 9.37 | 7.38 | 11.88 | 26.68 | 25.63 | -1.02 | -23.82 | 31.65 | -9.29 | 30.59 | -14.68 | 13.04 | 26.11 | 9.08 | 11.11 | 26.11 | 29.87 | -26.51 | 8.11 | 2.68 | -30.76 | 28.18 | 19.11 | 8.58 | 6.77 | 34.45 | -40.91 | -25.41 | 55.09 | 22.51 | 26.64 | 95.15 | 32.19 | 64.16 | -9.52 | -3.90 | 28.49 | 71.93 | -2.80 |
| Sharpe Ratio | NA | 1.55 | 0.33 | 0.36 | 0.21 | NA | NA | 0.30 | 1.44 | 0.94 | -0.14 | -0.73 | 1.23 | -0.18 | 1.26 | -0.66 | 0.65 | 0.96 | 0.38 | 0.66 | 1.45 | 1.55 | -0.81 | 0.29 | 0.04 | -0.43 | 0.92 | 0.86 | 0.35 | 0.29 | 1.27 | -0.99 | -0.78 | 0.95 | 0.60 | 0.58 | 3.05 | 1.38 | 2.94 | -0.65 | -0.28 | 1.63 | 2.91 | -0.27 |
| Standard Deviation(%) | NA | 29.89 | 30.62 | 30.53 | 30.70 | NA | NA | 32.22 | 34.56 | 23.35 | 33.02 | 34.57 | 25.62 | 52.42 | 23.11 | 24.32 | 19.02 | 27.07 | 23.95 | 16.85 | 17.93 | 19.40 | 32.59 | 27.71 | 58.97 | 73.52 | 27.30 | 18.25 | 18.26 | 19.87 | 26.49 | 42.55 | 36.20 | 53.40 | 31.82 | 40.16 | 29.83 | 20.51 | 20.48 | 19.29 | 21.36 | 15.85 | 23.21 | 33.43 |
| Draw Down(%) | NA | 25.21 | 36.65 | 50.03 | 50.03 | NA | NA | 67.67 | 25.21 | 10.53 | 34.76 | 41.01 | 13.12 | 42.55 | 15.20 | 29.99 | 12.18 | 24.40 | 17.05 | 11.99 | 14.62 | 13.42 | 38.69 | 21.93 | 27.21 | 60.45 | 12.27 | 10.91 | 13.96 | 22.46 | 24.07 | 49.91 | 44.11 | 21.14 | 18.02 | 32.01 | 16.64 | 11.59 | 12.84 | 24.42 | 25.57 | 7.01 | 12.14 | 38.72 |
| Yield(%) | 0.00 | 3.48 | 3.07 | 3.76 | 3.11 | 4.18 | 3.63 | 2.22 | 1.46 | 3.53 | 3.34 | 2.40 | 3.03 | 2.60 | 3.09 | 1.95 | 1.78 | 2.10 | 2.09 | 2.13 | 2.37 | 2.90 | 2.00 | 2.13 | 2.10 | 1.51 | 1.68 | 1.80 | 1.81 | 1.69 | 1.92 | 1.14 | 0.79 | 1.11 | 0.95 | 1.21 | 2.16 | 2.35 | 3.05 | 2.31 | 1.83 | 1.99 | 2.26 | 0.95 |
Data as of 07/18/2025, AR inception is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTRS (Northern Trust Corporation) |
-22.40%
Mar 2000 - Mar 2003 |
-9.31%
Sep 2000 - Sep 2005 |
-4.34%
Sep 2000 - Sep 2010 |
0.12%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTRS (Northern Trust Corporation) |
68.14%
Feb 1995 - Feb 1998 |
52.70%
Mar 1995 - Mar 2000 |
40.57%
Sep 1990 - Sep 2000 |
21.47%
Sep 1990 - Sep 2005 |
Annualized Rolling Returns Comparison Chart