Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLC (Nalco Holding CO) | NA | -37.18% | -19.62% | -9.12% | -2.28% | NA | NA | … | … |
Data as of 03/24/2015, Common starting date is 11/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLC (Nalco Holding CO) | 11/17/2004 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.65 | -37.18 | -19.62 | -9.12 | -2.28 | NA | NA | … | … | -4.68 | -42.92 | 4.64 | 11.10 | 21.92 | 25.77 | 122.96 | -51.91 | 18.84 | 15.53 | -9.27 | 19.75 |
| Sharpe Ratio | NA | -0.81 | -0.54 | -0.21 | -0.07 | NA | NA | … | … | -0.36 | -1.08 | 0.17 | 0.38 | 0.65 | 0.84 | 2.36 | -0.74 | 0.44 | 0.47 | -0.37 | 10.39 |
| Standard Deviation(%) | NA | 46.17 | 35.92 | 43.07 | 48.66 | NA | NA | … | … | 54.44 | 39.81 | 26.64 | 29.49 | 37.17 | 30.67 | 52.16 | 71.35 | 35.75 | 25.94 | 30.65 | 33.98 |
| Draw Down(%) | NA | 51.79 | 61.24 | 67.26 | 72.23 | NA | NA | … | … | 24.82 | 53.78 | 18.35 | 25.70 | 21.32 | 23.31 | 22.64 | 67.49 | 29.29 | 16.88 | 30.96 | 5.41 |
| Yield(%) | 0.00 | 6.70 | 3.38 | 2.58 | 1.85 | 1.46 | 1.09 | … | … | 2.70 | 5.71 | 2.95 | 1.13 | 0.34 | 0.53 | 1.17 | 0.59 | 0.68 | 0.00 | 0.00 | 0.00 |
Data as of 03/24/2015, Common starting date is 11/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLC (Nalco Holding CO) |
-23.32%
Nov 2011 – Nov 2014 |
-9.29%
Dec 2009 – Dec 2014 |
-2.03%
Jan 2005 – Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLC (Nalco Holding CO) |
51.31%
Nov 2008 – Nov 2011 |
20.73%
Nov 2008 – Nov 2013 |
-1.35%
Feb 2005 – Feb 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart