Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOMOX (NWM MOMENTUM FUND NWM MOMENTUM FUND) | NA | 2.18% | 0.89% | 5.56% | NA | NA | NA | … | … |
Data as of 10/21/2020, Common starting date is 04/03/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOMOX (NWM MOMENTUM FUND NWM MOMENTUM FUND) | 04/03/2014 | 10/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.18 | 0.89 | 5.56 | NA | NA | NA | … | … | -0.10 | 0.70 | -4.03 | 12.18 | 15.42 | 7.83 | 0.10 |
| Sharpe Ratio | NA | 0.80 | -0.03 | 0.55 | NA | NA | NA | … | … | -3.51 | -0.07 | -0.28 | 1.93 | 1.70 | 0.63 | 0.02 |
| Standard Deviation(%) | NA | 2.20 | 9.36 | 8.79 | NA | NA | NA | … | … | 0.11 | 11.01 | 18.89 | 6.02 | 8.91 | 12.46 | 6.62 |
| Draw Down(%) | NA | 1.49 | 15.72 | 15.72 | NA | NA | NA | … | … | 0.10 | 6.88 | 14.13 | 3.11 | 4.53 | 7.55 | 4.96 |
| Yield(%) | 0.00 | 3.51 | 4.99 | 7.21 | 3.99 | 2.66 | 2.00 | … | … | 0.00 | 3.83 | 3.08 | 9.90 | 13.37 | 9.16 | 1.00 |
Data as of 10/21/2020, Common starting date is 04/03/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOMOX (NWM MOMENTUM FUND NWM MOMENTUM FUND) |
0.86%
Sep 2017 – Sep 2020 |
4.98%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOMOX (NWM MOMENTUM FUND NWM MOMENTUM FUND) |
12.80%
Feb 2015 – Feb 2018 |
7.60%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart