Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEGBX (HARRIS ASSOCIATES LARGE CAP VALUE FUND CLASS B) | NA | -10.12% | 8.14% | 7.95% | 4.31% | 2.78% | NA | … | … |
Data as of 01/11/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEGBX (HARRIS ASSOCIATES LARGE CAP VALUE FUND CLASS B) | 06/21/1996 | 01/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.59 | -10.12 | 8.14 | 7.95 | 4.31 | 2.78 | NA | … | … | -7.82 | -8.47 | -6.44 | 31.96 | 16.22 | -2.37 | 12.19 | 42.77 | -40.96 | -3.96 | 15.40 | -1.19 | 8.42 | 29.05 | -20.67 | -15.15 | -10.84 | -8.19 | 7.13 | 10.17 | -6.20 |
| Sharpe Ratio | NA | -0.85 | 0.01 | 0.16 | 0.04 | NA | NA | … | … | -5.67 | -0.52 | -0.36 | 2.41 | 1.06 | -0.09 | 0.62 | 1.17 | -0.89 | -0.43 | 1.10 | -0.35 | 0.79 | 1.79 | -0.92 | -0.91 | -0.70 | -0.50 | 0.16 | -1.88 | -0.65 |
| Standard Deviation(%) | NA | 16.49 | 16.60 | 19.09 | 25.09 | NA | NA | … | … | 17.07 | 16.25 | 17.68 | 13.25 | 15.40 | 26.39 | 19.41 | 36.61 | 47.13 | 16.48 | 11.01 | 9.73 | 9.41 | 15.86 | 23.62 | 19.52 | 21.23 | 22.72 | 23.79 | 23.85 | 22.79 |
| Draw Down(%) | NA | 17.95 | 26.88 | 26.88 | 62.84 | NA | NA | … | … | 7.82 | 14.13 | 13.35 | 5.79 | 13.21 | 22.03 | 19.88 | 33.22 | 52.17 | 13.80 | 8.83 | 7.13 | 8.07 | 15.07 | 34.28 | 28.81 | 15.43 | 21.80 | 31.53 | 20.05 | 14.50 |
| Yield(%) | 0.00 | 3.52 | 9.64 | 6.71 | 3.57 | 2.37 | 1.73 | … | … | 0.00 | 3.44 | 16.04 | 4.63 | 0.00 | 0.03 | 0.52 | 0.07 | 0.08 | 0.31 | 0.26 | 0.34 | 0.00 | 0.00 | 0.00 | 0.00 | 3.08 | 0.00 | 0.00 | 0.00 | 0.04 |
Data as of 01/11/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGBX (HARRIS ASSOCIATES LARGE CAP VALUE FUND CLASS B) |
-19.63%
Feb 2006 – Feb 2009 |
-12.68%
Mar 1998 – Mar 2003 |
-8.46%
Feb 1999 – Feb 2009 |
-1.27%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGBX (HARRIS ASSOCIATES LARGE CAP VALUE FUND CLASS B) |
30.37%
Feb 2009 – Feb 2012 |
25.61%
Feb 2009 – Feb 2014 |
6.78%
Aug 2004 – Aug 2014 |
3.71%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart