Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLCTX (Nicholas Applegate US Sys Lg Cap Gr II) | NA | -28.66% | -6.65% | NA | NA | NA | NA | … | … |
Data as of 08/21/2009, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLCTX (Nicholas Applegate US Sys Lg Cap Gr II) | 10/12/2005 | 08/21/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -28.66 | -6.65 | NA | NA | NA | NA | … | … | 7.18 | -41.21 | 18.12 | 15.30 | 6.77 |
| Sharpe Ratio | NA | -0.69 | -0.30 | NA | NA | NA | NA | … | … | 0.45 | -1.05 | 0.90 | 1.06 | 2.71 |
| Standard Deviation(%) | NA | 42.14 | 28.24 | NA | NA | NA | NA | … | … | 25.03 | 39.92 | 16.86 | 11.35 | 11.95 |
| Draw Down(%) | NA | 45.00 | 53.00 | NA | NA | NA | NA | … | … | 18.92 | 50.93 | 9.35 | 9.15 | 2.46 |
| Yield(%) | 0.00 | 0.00 | 0.06 | 0.04 | 0.02 | 0.01 | 0.01 | … | … | 0.00 | 0.00 | 0.15 | 0.02 | 0.00 |
Data as of 08/21/2009, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLCTX (Nicholas Applegate US Sys Lg Cap Gr II) |
-11.75%
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 |
|---|---|---|---|---|
| NLCTX (Nicholas Applegate US Sys Lg Cap Gr II) |
-5.82%
Jul 2006 – Jul 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart