Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVDEX (DIVERSIFIED EQUITY FUND ADMINISTRATOR CLASS) | NA | -37.90% | -4.16% | 1.15% | 5.90% | 3.79% | 4.88% | … | … |
Data as of 02/16/2022, Common starting date is 12/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVDEX (DIVERSIFIED EQUITY FUND ADMINISTRATOR CLASS) | 12/13/1995 | 02/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -37.90 | -4.16 | 1.15 | 5.90 | 3.79 | 4.88 | … | … | -35.52 | 1.96 | 15.90 | 28.04 | -7.49 | 22.94 | 6.61 | -0.70 | 7.21 | 32.64 | 15.99 | -2.59 | 14.83 | 28.53 | -39.19 | 5.88 | 14.21 | 6.52 | 10.76 | 29.43 | -21.96 | -12.46 | -1.91 | 20.45 | 22.35 | 25.72 | 18.14 | -1.84 |
| Sharpe Ratio | NA | -0.89 | -0.14 | 0.01 | 0.26 | NA | NA | … | … | -0.97 | 0.08 | 0.45 | 2.15 | -0.54 | 3.16 | 0.45 | -0.05 | 0.60 | 2.84 | 1.16 | -0.10 | 0.78 | 1.03 | -1.00 | 0.18 | 1.00 | 0.43 | 0.86 | 1.78 | -0.99 | -0.78 | -0.32 | 1.15 | 1.02 | 1.44 | 1.34 | -2.52 |
| Standard Deviation(%) | NA | 42.75 | 32.65 | 26.64 | 21.07 | NA | NA | … | … | 100.36 | 23.99 | 34.65 | 12.40 | 16.34 | 7.10 | 14.28 | 15.08 | 12.01 | 11.48 | 13.89 | 25.26 | 18.93 | 27.66 | 40.19 | 16.17 | 10.94 | 10.07 | 11.47 | 16.13 | 23.25 | 19.29 | 18.86 | 15.01 | 18.71 | 15.40 | 10.87 | 15.13 |
| Draw Down(%) | NA | 46.85 | 46.85 | 46.85 | 46.85 | NA | NA | … | … | 35.81 | 21.18 | 35.96 | 6.58 | 20.22 | 2.49 | 13.23 | 13.15 | 8.40 | 5.03 | 11.68 | 22.13 | 16.57 | 26.67 | 50.38 | 9.98 | 10.03 | 7.04 | 9.22 | 14.55 | 32.89 | 28.73 | 12.36 | 10.81 | 21.54 | 10.21 | 8.90 | 4.08 |
| Yield(%) | 0.00 | 0.44 | 6.86 | 11.48 | 11.26 | 6.87 | 7.28 | … | … | 0.00 | 0.48 | 9.03 | 11.87 | 18.36 | 26.02 | 7.78 | 12.09 | 10.72 | 12.92 | 7.36 | 6.68 | 0.93 | 2.00 | 6.55 | 15.56 | 10.62 | 12.91 | 9.05 | 1.05 | 0.53 | 1.46 | 9.27 | 6.15 | 3.08 | 8.04 | 1.73 | 0.96 |
Data as of 02/16/2022, Common starting date is 12/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVDEX (DIVERSIFIED EQUITY FUND ADMINISTRATOR CLASS) |
-16.21%
Feb 2006 – Feb 2009 |
-6.98%
Feb 2004 – Feb 2009 |
-2.83%
Feb 1999 – Feb 2009 |
3.39%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVDEX (DIVERSIFIED EQUITY FUND ADMINISTRATOR CLASS) |
24.46%
Feb 2009 – Feb 2012 |
22.05%
Feb 2009 – Feb 2014 |
14.50%
Feb 2009 – Feb 2019 |
9.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart