Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NWLCX | NA | 3.66% | 6.03% | 4.18% | 6.93% | NA | NA | … | … |
Data as of 11/15/2019, Common starting date is 09/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NWLCX | 09/05/2007 | 11/15/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.66 | 6.03 | 4.18 | 6.93 | NA | NA | … | … | 10.01 | -8.62 | 15.38 | 8.84 | -2.71 | 3.43 | 22.21 | 14.53 | -4.26 | 13.48 | 31.30 | -39.15 | 0.20 |
| Sharpe Ratio | NA | 0.21 | 0.54 | 0.33 | 0.52 | NA | NA | … | … | 1.11 | -0.83 | 2.64 | 0.71 | -0.23 | 0.36 | 2.15 | 1.21 | -0.20 | 0.77 | 1.26 | -1.11 | -0.10 |
| Standard Deviation(%) | NA | 10.34 | 9.15 | 10.51 | 12.84 | NA | NA | … | … | 8.96 | 11.96 | 5.60 | 12.19 | 12.05 | 9.39 | 10.33 | 12.02 | 21.11 | 17.50 | 24.83 | 35.84 | 17.86 |
| Draw Down(%) | NA | 10.77 | 16.45 | 16.84 | 20.30 | NA | NA | … | … | 5.28 | 16.45 | 1.94 | 9.87 | 11.90 | 8.50 | 7.04 | 10.07 | 20.30 | 13.24 | 25.34 | 47.18 | 8.00 |
| Yield(%) | 0.00 | 8.89 | 8.18 | 6.58 | 6.39 | 3.37 | 2.53 | … | … | 0.40 | 8.66 | 8.87 | 7.44 | 5.08 | 5.64 | 6.05 | 5.22 | 3.40 | 1.68 | 2.44 | 0.00 | 0.00 |
Data as of 11/15/2019, Common starting date is 09/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWLCX (NWLCX) |
-6.91%
Oct 2007 – Oct 2010 |
-2.01%
Oct 2007 – Oct 2012 |
3.46%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWLCX (NWLCX) |
21.36%
Feb 2009 – Feb 2012 |
18.49%
Feb 2009 – Feb 2014 |
11.25%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart