Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSKIX (Nuveen Large Cap Value I) | NA | 2.96% | 6.34% | -1.02% | 6.23% | 2.33% | NA | … | … |
Data as of 02/27/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSKIX (Nuveen Large Cap Value I) | 06/21/1996 | 02/27/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.96 | 6.34 | -1.02 | 6.23 | 2.33 | NA | … | … | 0.00 | 11.51 | -3.60 | 11.53 | 18.05 | -35.65 | 4.57 | 18.60 | 7.27 | 13.45 | 25.84 | -20.80 | -7.71 | 0.46 | 8.20 | 9.86 | 22.62 | 17.32 |
| Sharpe Ratio | NA | 0.24 | 0.32 | -0.04 | 0.24 | NA | NA | … | … | 0.00 | 0.90 | -0.13 | 0.56 | 0.62 | -0.90 | 0.08 | 1.49 | 0.47 | 1.13 | 1.56 | -0.87 | -0.54 | -0.19 | 0.30 | 0.24 | 0.73 | 1.98 |
| Standard Deviation(%) | NA | 12.24 | 20.54 | 27.33 | 21.53 | NA | NA | … | … | NA | 12.85 | 27.07 | 20.50 | 28.94 | 40.71 | 17.10 | 10.23 | 10.77 | 11.06 | 16.07 | 25.15 | 19.24 | 20.02 | 16.05 | 26.76 | 25.88 | 16.01 |
| Draw Down(%) | NA | 12.25 | 25.39 | 52.14 | 55.89 | NA | NA | … | … | 0.00 | 12.25 | 25.39 | 18.37 | 28.84 | 45.92 | 12.13 | 8.53 | 7.24 | 7.62 | 14.69 | 33.24 | 25.45 | 13.88 | 14.58 | 22.02 | 19.06 | 8.48 |
| Yield(%) | 0.00 | 0.00 | 0.84 | 0.92 | 5.52 | 4.35 | 5.36 | … | … | 0.00 | 0.00 | 0.64 | 1.76 | 1.71 | 1.61 | 14.23 | 9.85 | 5.00 | 1.13 | 1.48 | 1.09 | 1.00 | 10.45 | 13.24 | 16.63 | 17.97 | 9.47 |
Data as of 02/27/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSKIX (Nuveen Large Cap Value I) |
-15.07%
Feb 2006 – Feb 2009 |
-5.85%
Mar 1998 – Mar 2003 |
-2.46%
Feb 1999 – Feb 2009 |
2.43%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSKIX (Nuveen Large Cap Value I) |
22.03%
Jul 1996 – Jul 1999 |
15.76%
Sep 2002 – Sep 2007 |
7.82%
Jul 1996 – Jul 2006 |
5.02%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart