Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NUPRX (N Berman US Equity Index PutWrite Strat) | NA | 12.05% | 5.83% | 8.14% | NA | NA | NA | … | … |
Data as of 02/05/2024, Common starting date is 09/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NUPRX (N Berman US Equity Index PutWrite Strat) | 09/19/2016 | 02/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.05 | 5.83 | 8.14 | NA | NA | NA | … | … | 0.36 | 15.53 | -11.01 | 18.44 | 8.53 | 16.23 | -5.78 | 11.48 | 3.79 |
| Sharpe Ratio | NA | 1.06 | 0.38 | 0.51 | NA | NA | NA | … | … | 0.06 | 1.56 | -0.89 | 2.17 | 0.38 | 2.06 | -0.65 | 3.05 | 2.85 |
| Standard Deviation(%) | NA | 7.08 | 10.19 | 12.99 | NA | NA | NA | … | … | 3.59 | 7.28 | 14.01 | 8.48 | 21.73 | 7.19 | 10.92 | 3.57 | 4.80 |
| Draw Down(%) | NA | 5.04 | 16.73 | 25.11 | NA | NA | NA | … | … | 0.91 | 5.04 | 16.73 | 3.36 | 25.11 | 4.40 | 13.66 | 1.25 | 2.06 |
| Yield(%) | 0.00 | 5.75 | 9.00 | 7.73 | 4.90 | 3.27 | 2.45 | … | … | 0.00 | 5.96 | 3.55 | 19.44 | 1.20 | 6.13 | 1.32 | 6.22 | 0.40 |
Data as of 02/05/2024, Common starting date is 09/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUPRX (N Berman US Equity Index PutWrite Strat) |
-0.28%
Mar 2017 – Mar 2020 |
3.72%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUPRX (N Berman US Equity Index PutWrite Strat) |
14.32%
Dec 2018 – Dec 2021 |
9.66%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart