Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nationwide Life Insurance Co NEA VALUEBUILDER NQ B SHARES Tactical Asset Allocation Moderate | NA | -6.06% | 2.45% | 1.14% | 5.44% | 6.00% | NA | 6.36% |
Data as of 01/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nationwide Life Insurance Co NEA VALUEBUILDER NQ B SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 04/17/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | -6.06 | 2.45 | 1.14 | 5.44 | 6.00 | NA | 6.36 | 6.93 | -6.62 | 7.89 | 4.69 | -5.16 | -0.37 | 10.86 | 4.80 | 5.71 | 9.51 | 21.94 | -1.65 | 13.96 | 12.17 | 5.34 | 8.83 | 12.97 | 5.23 | 4.69 |
| Sharpe Ratio | NA | -0.09 | 0.37 | 0.14 | 0.83 | NA | NA | 0.86 | 1.44 | -0.90 | 1.78 | 1.10 | -0.86 | -0.06 | 1.93 | 1.49 | 0.76 | 0.96 | 3.01 | -0.67 | 1.15 | 1.13 | 0.55 | 1.22 | 2.63 | 0.97 | 0.41 |
| Standard Deviation(%) | NA | 7.15 | 6.19 | 5.93 | 6.59 | NA | NA | 6.42 | 4.47 | 8.88 | 4.08 | 4.08 | 6.00 | 5.96 | 5.61 | 3.18 | 7.47 | 9.86 | 7.27 | 3.84 | 9.52 | 7.82 | 5.77 | 6.48 | 4.66 | 4.25 | 5.84 |
| Draw Down(%) | NA | 12.24 | 12.24 | 12.24 | 12.24 | NA | NA | 12.24 | 0.98 | 12.24 | 1.65 | 2.97 | 8.49 | 5.49 | 3.53 | 3.07 | 4.63 | 9.56 | 4.07 | 5.62 | 7.31 | 10.00 | 5.18 | 6.30 | 3.06 | 2.35 | 4.02 |
| Yield(%) | NA | 5.25 | 2.79 | 3.09 | 3.41 | NA | NA | 3.76 | 0.64 | 4.68 | 0.60 | 2.84 | 3.82 | 3.31 | 3.80 | 3.69 | 3.19 | 4.49 | 3.40 | 0.75 | 6.31 | 4.29 | 4.40 | 3.01 | 2.68 | 4.41 | 7.36 |
Data as of 01/31/2019, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nationwide Life Insurance Co NEA VALUEBUILDER NQ B SHARES Tactical Asset Allocation Moderate |
-0.36%
Dec 2013 - Dec 2016 |
-0.07%
Dec 2013 - Dec 2018 |
5.04%
Dec 2008 - Dec 2018 |
5.88%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nationwide Life Insurance Co NEA VALUEBUILDER NQ B SHARES Tactical Asset Allocation Moderate |
13.16%
Feb 2009 - Feb 2012 |
11.99%
Apr 2005 - Apr 2010 |
9.71%
Apr 2001 - Apr 2011 |
7.46%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart