Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCBRX (Nuveen Multi-Strategy Core Bond I ) | NA | 2.05% | 8.48% | 6.22% | NA | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 04/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCBRX (Nuveen Multi-Strategy Core Bond I ) | 04/24/2006 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.05 | 8.48 | 6.22 | NA | NA | NA | … | … | 1.42 | 7.61 | 12.88 | 4.07 | 5.89 | 4.34 |
| Sharpe Ratio | NA | 0.39 | 1.74 | 0.82 | NA | NA | NA | … | … | 0.29 | 2.08 | 2.38 | 0.27 | 0.74 | 1.02 |
| Standard Deviation(%) | NA | 5.21 | 4.82 | 6.59 | NA | NA | NA | … | … | 5.15 | 3.62 | 5.38 | 11.61 | 3.87 | 2.90 |
| Draw Down(%) | NA | 5.48 | 5.48 | 9.84 | NA | NA | NA | … | … | 5.48 | 2.94 | 3.22 | 9.84 | 2.04 | 1.37 |
| Yield(%) | 0.00 | 5.78 | 6.04 | 5.52 | 3.06 | 2.04 | 1.53 | … | … | 3.04 | 7.18 | 5.23 | 6.16 | 5.07 | 2.96 |
Data as of 12/09/2011, Common starting date is 04/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCBRX (Nuveen Multi-Strategy Core Bond I ) |
6.35%
May 2006 – May 2009 |
6.20%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCBRX (Nuveen Multi-Strategy Core Bond I ) |
9.99%
Oct 2008 – Oct 2011 |
7.64%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart