Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPZ (Nuveen Equity Premium Income) | NA | 10.62% | 14.32% | 9.21% | 4.95% | NA | NA | … | … |
Data as of 12/19/2014, Common starting date is 10/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPZ (Nuveen Equity Premium Income) | 10/27/2004 | 12/19/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 10.62 | 14.32 | 9.21 | 4.95 | NA | NA | … | … | 8.42 | 15.70 | 15.69 | -3.29 | 7.70 | 36.41 | -26.86 | -6.06 | 21.35 | -6.54 | 1.66 |
| Sharpe Ratio | NA | 1.10 | 1.39 | 0.66 | 0.20 | NA | NA | … | … | 0.90 | 1.58 | 1.42 | -0.18 | 0.41 | 1.20 | -0.72 | -0.62 | 1.74 | -0.86 | 2.03 |
| Standard Deviation(%) | NA | 9.64 | 10.24 | 14.22 | 19.66 | NA | NA | … | … | 9.64 | 9.90 | 11.08 | 17.95 | 18.67 | 30.34 | 38.27 | 14.63 | 10.39 | 10.12 | 4.05 |
| Draw Down(%) | NA | 8.85 | 10.57 | 18.14 | 49.50 | NA | NA | … | … | 8.85 | 6.32 | 10.57 | 18.14 | 13.53 | 30.51 | 42.23 | 14.52 | 7.35 | 17.00 | 1.24 |
| Yield(%) | 0.00 | 8.10 | 9.71 | 8.81 | 6.73 | 4.54 | 3.40 | … | … | 8.04 | 8.95 | 9.62 | 8.99 | 9.51 | 11.44 | 9.37 | 8.83 | 9.58 | 8.49 | 0.71 |
Data as of 12/19/2014, Common starting date is 10/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPZ (Nuveen Equity Premium Income) |
-12.69%
Feb 2006 – Feb 2009 |
-0.98%
Sep 2006 – Sep 2011 |
5.25%
Nov 2004 – Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPZ (Nuveen Equity Premium Income) |
20.70%
Feb 2009 – Feb 2012 |
17.11%
Feb 2009 – Feb 2014 |
5.25%
Nov 2004 – Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart