Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FREBX (Nuveen Real Estate Secs B) | NA | 17.14% | 14.30% | 15.56% | 8.54% | 12.53% | NA | … | … |
Data as of 11/20/2014, Common starting date is 08/19/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FREBX (Nuveen Real Estate Secs B) | 08/19/1997 | 11/20/2014 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.14 | 14.30 | 15.56 | 8.54 | 12.53 | NA | … | … | 17.60 | 0.29 | 17.18 | 6.77 | 29.43 | 29.30 | -35.48 | -16.03 | 38.10 | 14.17 | 31.12 | 36.19 | 6.50 | 8.91 | 30.91 | -4.58 | -16.86 | 9.75 |
| Sharpe Ratio | NA | 2.08 | 1.00 | 0.75 | 0.22 | NA | NA | … | … | 2.63 | 0.02 | 1.29 | 0.23 | 1.09 | 0.46 | -0.52 | -0.76 | 2.41 | 0.82 | 1.78 | 3.22 | 0.39 | 0.46 | 2.57 | -0.81 | -1.50 | 3.05 |
| Standard Deviation(%) | NA | 8.25 | 13.32 | 20.57 | 35.04 | NA | NA | … | … | 7.56 | 15.07 | 13.35 | 29.46 | 26.90 | 62.91 | 69.51 | 25.01 | 14.49 | 14.55 | 16.97 | 11.04 | 13.72 | 14.72 | 10.47 | 9.61 | 13.49 | 8.27 |
| Draw Down(%) | NA | 3.32 | 17.70 | 22.92 | 71.19 | NA | NA | … | … | 2.93 | 17.70 | 8.65 | 22.92 | 16.55 | 39.73 | 60.65 | 27.90 | 8.85 | 9.49 | 18.74 | 6.50 | 15.37 | 11.19 | 6.16 | 19.83 | 23.58 | 6.10 |
| Yield(%) | 0.00 | 6.60 | 5.42 | 5.27 | 7.12 | 11.77 | 7.17 | … | … | 0.40 | 7.69 | 5.05 | 2.47 | 2.13 | 3.47 | 1.44 | 12.44 | 13.35 | 15.30 | 11.40 | 8.09 | 7.71 | 5.18 | 6.63 | 5.39 | 4.33 | 4.20 |
Data as of 11/20/2014, Common starting date is 08/19/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREBX (Nuveen Real Estate Secs B) |
-22.88%
Mar 2006 – Mar 2009 |
-6.69%
Mar 2004 – Mar 2009 |
4.37%
Feb 1999 – Feb 2009 |
9.34%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREBX (Nuveen Real Estate Secs B) |
40.94%
Mar 2009 – Mar 2012 |
27.67%
Feb 2009 – Feb 2014 |
13.14%
Oct 1997 – Oct 2007 |
12.46%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison Chart