Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XJROX (Nuveen Floating Rate Income Opportunity Fund) | NA | 8.61% | 5.83% | 2.28% | 1.80% | 5.09% | NA | … | … |
Data as of 10/16/2023, Common starting date is 08/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XJROX (Nuveen Floating Rate Income Opportunity Fund) | 08/27/2004 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.61 | 5.83 | 2.28 | 1.80 | 5.09 | NA | … | … | 0.90 | -10.31 | 10.63 | -2.51 | 11.50 | -2.18 | -0.03 | 8.33 | -10.57 | 1.50 | 11.08 | 10.03 | -3.48 | 9.07 | 98.12 | -56.61 | -7.74 | 0.29 | 1.37 | -1.26 |
| Sharpe Ratio | NA | -0.73 | 0.14 | -0.12 | -0.01 | NA | NA | … | … | -0.74 | -1.75 | 4.00 | -0.15 | 2.81 | -1.28 | -0.28 | 2.12 | -3.02 | 0.55 | 5.78 | 3.41 | -0.62 | 2.32 | 10.32 | -3.97 | -2.88 | -1.24 | -0.39 | -1.68 |
| Standard Deviation(%) | NA | 4.22 | 4.97 | 9.09 | 6.76 | NA | NA | … | … | 4.25 | 6.70 | 2.65 | 18.09 | 3.60 | 2.74 | 2.35 | 3.84 | 3.50 | 2.70 | 1.91 | 2.95 | 5.64 | 3.88 | 9.50 | 14.45 | 3.74 | 2.42 | 2.03 | 2.92 |
| Draw Down(%) | NA | 5.17 | 12.53 | 33.77 | 33.77 | NA | NA | … | … | 5.17 | 11.44 | 1.72 | 33.77 | 2.29 | 7.98 | 3.19 | 5.55 | 13.83 | 4.41 | 2.53 | 3.34 | 12.51 | 6.23 | 9.00 | 58.74 | 8.92 | 1.77 | 2.40 | 1.88 |
| Yield(%) | 0.00 | 7.46 | 7.26 | 6.04 | 4.26 | 5.51 | 2.41 | … | … | 5.78 | 7.34 | 6.78 | 5.68 | 7.13 | 6.53 | 2.42 | 0.00 | 0.52 | 6.02 | 6.06 | 1.52 | 2.32 | 0.56 | 0.89 | 0.00 | 0.75 | 0.00 | 2.21 | 0.00 |
Data as of 10/16/2023, Common starting date is 08/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XJROX (Nuveen Floating Rate Income Opportunity Fund) |
-26.23%
Dec 2005 – Dec 2008 |
-5.11%
Sep 2004 – Sep 2009 |
-1.22%
Feb 2006 – Feb 2016 |
-0.97%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XJROX (Nuveen Floating Rate Income Opportunity Fund) |
27.76%
Dec 2008 – Dec 2011 |
20.58%
Dec 2008 – Dec 2013 |
9.38%
Dec 2008 – Dec 2018 |
3.20%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison Chart