Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCAPX (New Century Opportunistic) | NA | 6.57% | 8.16% | 2.09% | 8.39% | NA | NA | … | … |
Data as of 03/05/2013, Common starting date is 11/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCAPX (New Century Opportunistic) | 11/17/2000 | 03/05/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | 6.57 | 8.16 | 2.09 | 8.39 | NA | NA | … | … | 5.01 | 12.17 | -2.93 | 10.80 | 29.13 | -40.70 | 19.24 | 7.62 | 15.31 | 9.93 | 33.76 | -32.84 | -15.41 | -2.05 |
| Sharpe Ratio | NA | 0.48 | 0.43 | 0.08 | 0.36 | NA | NA | … | … | 4.27 | 0.88 | -0.13 | 0.56 | 1.27 | -1.19 | 0.95 | 0.28 | 0.96 | 0.59 | 1.74 | -1.29 | -0.69 | -0.53 |
| Standard Deviation(%) | NA | 13.66 | 18.82 | 23.74 | 20.45 | NA | NA | … | … | 7.77 | 13.82 | 23.19 | 19.07 | 22.79 | 34.95 | 17.18 | 15.46 | 13.64 | 15.10 | 18.96 | 26.38 | 25.98 | 39.67 |
| Draw Down(%) | NA | 10.97 | 21.42 | 49.28 | 50.79 | NA | NA | … | … | 2.05 | 10.97 | 21.42 | 18.60 | 20.54 | 48.95 | 11.15 | 15.11 | 9.57 | 16.43 | 13.72 | 41.03 | 32.61 | 12.77 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.02 | 0.79 | 0.28 | 0.21 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.13 | 0.00 | 3.99 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2013, Common starting date is 11/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCAPX (New Century Opportunistic) |
-13.63%
Feb 2006 – Feb 2009 |
-3.85%
Feb 2004 – Feb 2009 |
0.45%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCAPX (New Century Opportunistic) |
23.31%
Feb 2003 – Feb 2006 |
17.03%
Sep 2002 – Sep 2007 |
8.24%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart