Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NIGTX (Nicholas-Applegate US Convertible II) | NA | 30.76% | 3.69% | NA | NA | NA | NA | … | … |
Data as of 05/24/2010, Common starting date is 10/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NIGTX (Nicholas-Applegate US Convertible II) | 10/11/2005 | 05/24/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.76 | 3.69 | NA | NA | NA | NA | … | … | 6.16 | 37.98 | -28.80 | 17.23 | 11.99 | 0.04 |
| Sharpe Ratio | NA | 2.70 | 0.17 | NA | NA | NA | NA | … | … | 1.70 | 2.55 | -1.44 | 1.26 | 1.06 | -0.19 |
| Standard Deviation(%) | NA | 12.08 | 16.33 | NA | NA | NA | NA | … | … | 9.72 | 14.88 | 20.51 | 11.30 | 8.24 | 12.75 |
| Draw Down(%) | NA | 7.42 | 38.43 | NA | NA | NA | NA | … | … | 7.42 | 8.62 | 37.01 | 8.17 | 8.47 | 5.30 |
| Yield(%) | 0.00 | 3.32 | 2.53 | 3.93 | 1.96 | 1.31 | 0.98 | … | … | 0.66 | 3.54 | 2.02 | 2.98 | 10.59 | 0.00 |
Data as of 05/24/2010, Common starting date is 10/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIGTX (Nicholas-Applegate US Convertible II) |
-4.59%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIGTX (Nicholas-Applegate US Convertible II) |
4.82%
Dec 2006 – Dec 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart