Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCL (Northann Corp.) | NA | -89.52% | -18.90% | -6.92% | -2.37% | 1.61% | NA | … | … |
Data as of 11/11/2014, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCL (Northann Corp.) | 08/18/1995 | 11/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -86.93 | -89.52 | -18.90 | -6.92 | -2.37 | 1.61 | NA | … | … | -90.79 | 95.05 | 180.62 | 30.49 | 8.46 | 46.95 | -25.02 | -4.05 | 5.61 | -1.43 | 3.31 | 9.68 | 10.23 | 11.19 | 27.60 | -13.12 | 22.21 | 23.00 | 16.58 | 10.45 |
| Sharpe Ratio | NA | -0.43 | -0.04 | -0.02 | -0.01 | NA | NA | … | … | -0.41 | 0.14 | 0.31 | 2.51 | 0.61 | 2.15 | -0.64 | -0.67 | 0.24 | -0.40 | 0.22 | 0.97 | 0.78 | 0.83 | 1.78 | -1.02 | 1.23 | 1.28 | 0.92 | 1.83 |
| Standard Deviation(%) | NA | 210.42 | 533.35 | 415.51 | 295.65 | NA | NA | … | … | 226.21 | 684.29 | 582.80 | 12.15 | 13.62 | 21.78 | 40.19 | 10.77 | 9.09 | 9.19 | 10.63 | 9.26 | 11.67 | 10.73 | 13.12 | 16.13 | 15.23 | 15.09 | 13.94 | 15.03 |
| Draw Down(%) | NA | 91.66 | 96.89 | 96.89 | 96.89 | NA | NA | … | … | 91.66 | 96.89 | 92.62 | 8.29 | 15.05 | 10.72 | 41.21 | 11.49 | 8.95 | 9.46 | 17.11 | 12.56 | 10.52 | 7.56 | 6.29 | 18.91 | 7.51 | 6.18 | 5.73 | 3.15 |
| Yield(%) | 0.00 | 2.06 | 12.60 | 11.37 | 7.26 | 8.04 | 10.20 | … | … | 1.72 | 5.26 | 16.89 | 6.96 | 6.84 | 7.60 | 6.02 | 4.65 | 4.99 | 5.51 | 5.85 | 5.94 | 5.89 | 5.24 | 6.77 | 5.70 | 6.10 | 6.99 | 7.56 | 2.80 |
Data as of 11/11/2014, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCL (Northann Corp.) |
-8.75%
Dec 2005 – Dec 2008 |
-5.00%
Dec 2003 – Dec 2008 |
1.43%
Dec 1998 – Dec 2008 |
7.45%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCL (Northann Corp.) |
99.67%
Jan 2011 – Jan 2014 |
62.65%
Dec 2008 – Dec 2013 |
25.16%
Jan 2004 – Jan 2014 |
19.41%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison Chart