Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGX (Nuveen Massachusetts Amt-Free Municipal Income Fund) | NA | 1.67% | 2.15% | 3.90% | 3.88% | NA | NA | … | … |
Data as of 06/06/2014, Common starting date is 01/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGX (Nuveen Massachusetts Amt-Free Municipal Income Fund) | 01/21/2003 | 06/06/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.37 | 1.67 | 2.15 | 3.90 | 3.88 | NA | NA | … | … | 10.23 | -10.96 | 4.57 | 6.92 | -1.42 | 34.36 | -12.97 | 4.03 | -3.25 | 0.93 | -0.16 | 19.49 |
| Sharpe Ratio | NA | 0.11 | 0.18 | 0.27 | 0.17 | NA | NA | … | … | 2.71 | -0.71 | 0.47 | 0.63 | -0.08 | 1.83 | -0.40 | 0.07 | -0.64 | -0.07 | -0.06 | 1.17 |
| Standard Deviation(%) | NA | 15.33 | 12.06 | 14.20 | 18.20 | NA | NA | … | … | 9.41 | 15.48 | 9.60 | 10.88 | 18.15 | 18.76 | 34.97 | 14.57 | 10.28 | 18.79 | 18.42 | 17.13 |
| Draw Down(%) | NA | 13.55 | 21.86 | 22.53 | 29.89 | NA | NA | … | … | 2.02 | 18.70 | 9.59 | 7.23 | 19.73 | 7.66 | 29.03 | 7.94 | 10.88 | 14.19 | 21.55 | 10.89 |
| Yield(%) | 0.10 | 4.49 | 4.56 | 5.03 | 4.86 | 3.67 | 2.75 | … | … | 2.15 | 4.08 | 4.53 | 5.44 | 5.19 | 6.09 | 4.83 | 4.65 | 4.36 | 4.96 | 5.25 | 5.07 |
Data as of 06/06/2014, Common starting date is 01/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGX (Nuveen Massachusetts Amt-Free Municipal Income Fund) |
-4.77%
Oct 2010 – Oct 2013 |
-2.47%
Dec 2003 – Dec 2008 |
1.53%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGX (Nuveen Massachusetts Amt-Free Municipal Income Fund) |
12.30%
Dec 2008 – Dec 2011 |
6.78%
Oct 2005 – Oct 2010 |
4.48%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart