Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NECSX (American Indep NestEgg I) | NA | -14.09% | -1.01% | -1.79% | NA | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NECSX (American Indep NestEgg I) | 07/15/2003 | 03/26/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.47 | -14.09 | -1.01 | -1.79 | NA | NA | NA | … | … | -9.47 | -3.17 | 3.39 | 8.56 | 5.78 | -12.41 | -0.10 | 0.10 | -3.73 | 1.06 | 3.81 |
| Sharpe Ratio | NA | -1.08 | -0.12 | -0.22 | NA | NA | NA | … | … | -1.69 | -0.49 | 0.68 | 1.89 | 0.74 | -1.51 | -0.64 | -0.60 | -0.90 | 0.02 | 1.57 |
| Standard Deviation(%) | NA | 13.11 | 8.82 | 8.81 | NA | NA | NA | … | … | 20.55 | 6.71 | 4.96 | 4.49 | 7.72 | 8.79 | 4.93 | 5.31 | 6.57 | 5.65 | 4.89 |
| Draw Down(%) | NA | 15.02 | 15.02 | 21.72 | NA | NA | NA | … | … | 9.47 | 6.13 | 3.39 | 2.36 | 9.60 | 18.59 | 4.48 | 4.36 | 5.18 | 5.62 | 2.61 |
| Yield(%) | 0.00 | 0.27 | 3.36 | 1.92 | 0.97 | 0.65 | 0.48 | … | … | 0.00 | 0.31 | 5.29 | 4.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2013, Common starting date is 07/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECSX (American Indep NestEgg I) |
-7.35%
Feb 2006 – Feb 2009 |
-5.16%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECSX (American Indep NestEgg I) |
9.66%
Feb 2009 – Feb 2012 |
1.30%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart