Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NU (Nu Holdings Ltd.) | NA | 21.01% | 17.49% | 19.05% | 14.50% | 10.51% | 8.82% | 17.01% |
Data as of 02/18/2015, AR inception is 08/30/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NU (Nu Holdings Ltd.) | 08/30/1984 | 02/18/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.44 | 21.01 | 17.49 | 19.05 | 14.50 | 10.51 | 8.82 | 17.01 | -1.83 | 30.59 | 12.41 | 12.29 | 16.77 | 28.26 | 11.77 | -20.63 | 14.10 | 47.77 | 7.31 | -3.39 | 37.63 | -11.33 | -25.58 | 20.76 | 29.80 | 35.50 | -6.26 | -35.09 | 32.11 | 8.17 | 4.80 | 33.03 | 45.39 | 12.80 | 43.31 | 28.17 | 6.36 | 73.78 | 73.97 | 30.80 |
| Sharpe Ratio | NA | 1.24 | 1.13 | 1.12 | 0.65 | NA | NA | 0.56 | -0.56 | 1.99 | 0.83 | 0.86 | 0.81 | 1.62 | 0.51 | -0.55 | 0.53 | 3.55 | 0.32 | -0.24 | 1.83 | -0.41 | -1.10 | 0.60 | 1.21 | 1.26 | -1.50 | -1.15 | 1.66 | 0.25 | 0.17 | 2.09 | 2.65 | 0.42 | 2.54 | 1.28 | 0.08 | 2.74 | 3.16 | 5.32 |
| Standard Deviation(%) | NA | 16.99 | 15.39 | 16.93 | 20.85 | NA | NA | 22.84 | 24.09 | 15.39 | 14.91 | 14.39 | 20.65 | 17.41 | 22.84 | 39.02 | 20.98 | 12.58 | 16.22 | 18.09 | 20.21 | 30.32 | 25.81 | 27.81 | 21.94 | 25.58 | 40.72 | 33.37 | 17.08 | 20.71 | 15.65 | 14.55 | 15.61 | 17.75 | 14.79 | 18.21 | 30.63 | 25.28 | 21.75 | 22.09 |
| Draw Down(%) | NA | 11.06 | 11.85 | 15.45 | 40.40 | NA | NA | 61.28 | 9.54 | 11.06 | 11.85 | 8.12 | 15.45 | 9.50 | 21.52 | 37.41 | 19.19 | 5.59 | 18.46 | 13.63 | 16.25 | 34.93 | 30.39 | 22.51 | 15.41 | 13.66 | 42.85 | 55.12 | 8.20 | 14.08 | 15.93 | 5.75 | 4.94 | 9.21 | 4.53 | 12.34 | 19.21 | 14.67 | 14.41 | 4.52 |
| Yield(%) | 0.00 | 3.50 | 4.04 | 4.96 | 5.43 | 4.55 | 4.27 | 26.22 | 0.00 | 3.77 | 3.69 | 3.71 | 3.44 | 3.97 | 3.92 | 2.68 | 2.73 | 3.67 | 2.77 | 3.11 | 3.72 | 2.92 | 1.91 | 1.94 | 0.62 | 0.00 | 1.96 | 6.37 | 9.82 | 9.77 | 9.26 | 11.02 | 14.34 | 13.86 | 17.25 | 17.96 | 15.93 | 23.24 | 29.92 | 8.55 |
Data as of 02/18/2015, AR inception is 08/30/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NU (Nu Holdings Ltd.) |
-17.73%
Apr 1994 - Apr 1997 |
-5.01%
Mar 1992 - Mar 1997 |
0.90%
Mar 1993 - Mar 2003 |
4.31%
Apr 1994 - Apr 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NU (Nu Holdings Ltd.) |
57.38%
Sep 1984 - Sep 1987 |
43.92%
Sep 1984 - Sep 1989 |
32.68%
Oct 1984 - Oct 1994 |
23.39%
Oct 1984 - Oct 1999 |
Annualized Rolling Returns Comparison Chart