Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NAHYX (Nicholas-Applegate US High-Yield Bd I) | NA | 26.19% | 6.29% | 7.87% | 6.67% | NA | NA | … | … |
Data as of 05/24/2010, Common starting date is 02/24/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NAHYX (Nicholas-Applegate US High-Yield Bd I) | 02/24/1998 | 05/24/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.19 | 6.29 | 7.87 | 6.67 | NA | NA | … | … | 4.63 | 45.72 | -20.35 | 3.63 | 9.91 | 3.44 | 8.13 | 20.55 | 2.52 | 3.31 | -3.69 | 9.60 | 0.10 |
| Sharpe Ratio | NA | 7.48 | 0.73 | 1.05 | 0.99 | NA | NA | … | … | 4.01 | 7.19 | -2.14 | 0.17 | 3.94 | 0.51 | 2.81 | 6.86 | 0.37 | 0.20 | -1.60 | 2.04 | -0.56 |
| Standard Deviation(%) | NA | 3.53 | 7.36 | 5.83 | 5.02 | NA | NA | … | … | 3.05 | 6.34 | 9.89 | 3.51 | 1.68 | 2.48 | 2.55 | 2.90 | 3.86 | 4.92 | 4.85 | 3.13 | 5.64 |
| Draw Down(%) | NA | 3.02 | 29.11 | 29.11 | 29.11 | NA | NA | … | … | 3.02 | 6.97 | 29.11 | 5.86 | 1.67 | 4.67 | 4.94 | 2.94 | 7.50 | 9.97 | 9.16 | 1.85 | 12.41 |
| Yield(%) | 0.00 | 8.63 | 7.38 | 7.69 | 7.08 | 5.50 | 4.13 | … | … | 2.01 | 10.94 | 8.00 | 7.97 | 7.66 | 7.44 | 8.25 | 8.87 | 7.29 | 9.29 | 10.20 | 9.65 | 8.81 |
Data as of 05/24/2010, Common starting date is 02/24/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAHYX (Nicholas-Applegate US High-Yield Bd I) |
-5.00%
Nov 2005 – Nov 2008 |
-0.58%
Nov 2003 – Nov 2008 |
2.59%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAHYX (Nicholas-Applegate US High-Yield Bd I) |
11.92%
Jul 2002 – Jul 2005 |
10.27%
Oct 2002 – Oct 2007 |
6.60%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart