Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLBTX (Nicholas Liberty) | NA | -26.91% | -10.23% | -3.80% | NA | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 12/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLBTX (Nicholas Liberty) | 12/12/2001 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.91 | -10.23 | -3.80 | NA | NA | NA | … | … | -3.13 | -33.49 | -2.47 | 18.10 | -3.96 | 10.55 | 39.56 | -21.82 | -0.70 |
| Sharpe Ratio | NA | -0.82 | -0.50 | -0.30 | NA | NA | NA | … | … | -0.35 | -1.03 | -0.30 | 1.22 | -0.59 | 0.92 | 2.86 | -1.09 | -0.93 |
| Standard Deviation(%) | NA | 33.35 | 24.05 | 19.64 | NA | NA | NA | … | … | 16.07 | 33.44 | 19.08 | 12.05 | 10.62 | 10.41 | 13.57 | 21.03 | 16.06 |
| Draw Down(%) | NA | 42.58 | 53.71 | 53.71 | NA | NA | NA | … | … | 10.15 | 45.43 | 15.16 | 7.45 | 8.46 | 14.31 | 11.58 | 30.83 | 3.58 |
| Yield(%) | 0.00 | 0.00 | 1.54 | 1.63 | 0.84 | 0.56 | 0.42 | … | … | 0.00 | 0.00 | 0.88 | 3.72 | 2.63 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2009, Common starting date is 12/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLBTX (Nicholas Liberty) |
-12.26%
Nov 2005 – Nov 2008 |
-5.64%
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 |
|---|---|---|---|---|
| NLBTX (Nicholas Liberty) |
18.37%
Sep 2002 – Sep 2005 |
15.21%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart