Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NAMCX (Nicholas-Applegate US Micro Cap I) | NA | 40.88% | -6.54% | 3.67% | 2.49% | NA | NA | … | … |
Data as of 05/24/2010, Common starting date is 07/01/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NAMCX (Nicholas-Applegate US Micro Cap I) | 07/01/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 40.88 | -6.54 | 3.67 | 2.49 | NA | NA | … | … | 10.38 | 28.80 | -38.87 | 1.25 | 12.94 | 10.41 | 6.08 | 83.91 | -29.92 | -3.42 | -23.40 | 85.72 | 8.41 | 30.42 | -1.10 |
| Sharpe Ratio | NA | 1.97 | -0.22 | 0.07 | 0.03 | NA | NA | … | … | 1.60 | 0.84 | -0.99 | -0.08 | 0.52 | 0.52 | 0.25 | 3.83 | -1.34 | -0.20 | -0.60 | 3.39 | 0.20 | -1.32 | -0.31 |
| Standard Deviation(%) | NA | 24.15 | 33.57 | 28.43 | 27.22 | NA | NA | … | … | 17.97 | 34.03 | 40.15 | 22.81 | 18.63 | 15.81 | 20.93 | 21.71 | 23.20 | 28.67 | 45.36 | 24.36 | 25.08 | 18.68 | 18.06 |
| Draw Down(%) | NA | 13.74 | 61.64 | 61.64 | 61.64 | NA | NA | … | … | 13.74 | 26.20 | 51.75 | 20.71 | 19.22 | 13.33 | 27.32 | 12.85 | 36.83 | 30.34 | 54.49 | 17.39 | 43.44 | 19.17 | 18.25 |
| Yield(%) | 0.00 | 0.00 | 2.17 | 5.01 | 6.67 | 10.17 | 7.63 | … | … | 0.00 | 0.00 | 0.02 | 7.05 | 11.81 | 2.53 | 4.94 | 0.00 | 0.00 | 0.00 | 46.51 | 24.55 | 6.22 | 9.43 | 3.08 |
Data as of 05/24/2010, Common starting date is 07/01/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAMCX (Nicholas-Applegate US Micro Cap I) |
-29.32%
Feb 2000 – Feb 2003 |
-9.32%
Feb 2004 – Feb 2009 |
-3.50%
Feb 2000 – Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAMCX (Nicholas-Applegate US Micro Cap I) |
55.77%
Feb 1997 – Feb 2000 |
23.29%
Oct 2002 – Oct 2007 |
15.04%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart