Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FQCAX (Nuveen Quantitative Enhanced Core Eq A) | NA | -4.77% | 3.91% | 12.52% | NA | NA | NA | … | … |
Data as of 04/14/2014, Common starting date is 08/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FQCAX (Nuveen Quantitative Enhanced Core Eq A) | 08/02/2007 | 04/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.77 | 3.91 | 12.52 | NA | NA | NA | … | … | 0.00 | 4.39 | 12.88 | 0.49 | 14.47 | 23.81 | -37.28 | 2.51 |
| Sharpe Ratio | NA | -0.33 | 0.19 | 0.63 | NA | NA | NA | … | … | 0.00 | 0.23 | 1.01 | 0.02 | 0.81 | 0.92 | -0.99 | 0.18 |
| Standard Deviation(%) | NA | 20.66 | 20.40 | 19.94 | NA | NA | NA | … | … | NA | 18.90 | 12.79 | 24.10 | 17.71 | 25.78 | 38.28 | 19.89 |
| Draw Down(%) | NA | 15.52 | 20.34 | 20.34 | NA | NA | NA | … | … | 0.00 | 15.52 | 10.44 | 20.34 | 15.58 | 26.98 | 47.64 | 9.56 |
| Yield(%) | 0.00 | 0.00 | 4.04 | 4.61 | 1.63 | 1.09 | 0.82 | … | … | 0.00 | 0.00 | 9.62 | 3.27 | 1.86 | 1.49 | 1.40 | 1.61 |
Data as of 04/14/2014, Common starting date is 08/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FQCAX (Nuveen Quantitative Enhanced Core Eq A) |
-7.84%
Sep 2007 – Sep 2010 |
-0.89%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FQCAX (Nuveen Quantitative Enhanced Core Eq A) |
23.71%
Feb 2009 – Feb 2012 |
15.46%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart