Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLCRX (Nicholas-Applegate US Sys Lg Cp Gr R) | NA | 31.92% | -5.40% | 3.06% | -8.70% | NA | NA | … | … |
Data as of 04/20/2010, Common starting date is 07/13/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLCRX (Nicholas-Applegate US Sys Lg Cp Gr R) | 07/13/1999 | 04/20/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 31.92 | -5.40 | 3.06 | -8.70 | NA | NA | … | … | 1.86 | 29.31 | -41.49 | 17.65 | 14.85 | 3.46 | 5.24 | 20.82 | -33.95 | -41.38 | -24.21 | 45.39 |
| Sharpe Ratio | NA | 2.09 | -0.22 | 0.05 | -0.42 | NA | NA | … | … | 0.47 | 1.30 | -1.06 | 0.87 | 1.02 | 0.11 | 0.33 | 1.08 | -1.30 | -1.33 | -0.72 | 5.57 |
| Standard Deviation(%) | NA | 15.20 | 28.61 | 23.50 | 25.06 | NA | NA | … | … | 13.51 | 22.52 | 39.95 | 16.87 | 11.37 | 11.52 | 13.17 | 18.56 | 26.91 | 33.23 | 39.17 | 20.86 |
| Draw Down(%) | NA | 8.07 | 53.21 | 53.21 | 78.44 | NA | NA | … | … | 8.07 | 18.99 | 51.13 | 9.40 | 9.23 | 8.06 | 13.54 | 10.38 | 37.25 | 54.44 | 42.04 | 8.91 |
| Yield(%) | 0.00 | 1.03 | 0.22 | 0.18 | 0.27 | 0.26 | 0.19 | … | … | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.35 | 0.00 |
Data as of 04/20/2010, Common starting date is 07/13/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLCRX (Nicholas-Applegate US Sys Lg Cp Gr R) |
-36.08%
Mar 2000 – Mar 2003 |
-20.38%
Aug 2000 – Aug 2005 |
-9.85%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLCRX (Nicholas-Applegate US Sys Lg Cp Gr R) |
16.62%
Oct 2004 – Oct 2007 |
12.19%
Dec 2002 – Dec 2007 |
-5.93%
Sep 1999 – Sep 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart