Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NNSRX (Nuveen Moderate Allocation I ) | NA | -0.68% | 14.62% | 3.20% | 4.83% | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 09/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NNSRX (Nuveen Moderate Allocation I ) | 09/01/2000 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.68 | 14.62 | 3.20 | 4.83 | NA | NA | … | … | 2.20 | -0.52 | 14.05 | 29.88 | -25.57 | 6.55 | 12.98 | 6.81 | 7.87 | 18.05 | -13.40 | 0.87 | 4.83 |
| Sharpe Ratio | NA | -0.05 | 1.16 | 0.16 | 0.27 | NA | NA | … | … | 2.32 | -0.04 | 1.20 | 1.72 | -1.06 | 0.38 | 1.53 | 0.74 | 1.01 | 1.92 | -0.98 | -0.14 | 1.10 |
| Standard Deviation(%) | NA | 13.58 | 12.69 | 16.43 | 13.31 | NA | NA | … | … | 3.50 | 14.39 | 11.65 | 17.33 | 24.88 | 9.42 | 6.34 | 6.23 | 6.83 | 9.02 | 14.84 | 10.83 | 10.35 |
| Draw Down(%) | NA | 14.69 | 14.69 | 38.93 | 38.93 | NA | NA | … | … | 0.87 | 14.69 | 8.20 | 16.01 | 37.65 | 5.14 | 4.92 | 3.50 | 5.27 | 5.88 | 20.94 | 13.69 | 3.97 |
| Yield(%) | 0.00 | 3.38 | 3.97 | 4.60 | 5.09 | 3.90 | 2.92 | … | … | 0.00 | 3.45 | 2.65 | 3.62 | 4.75 | 11.61 | 8.88 | 9.98 | 2.69 | 2.41 | 2.28 | 2.15 | 8.14 |
Data as of 04/12/2012, Common starting date is 09/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NNSRX (Nuveen Moderate Allocation I ) |
-8.10%
Feb 2006 – Feb 2009 |
-2.20%
Feb 2004 – Feb 2009 |
4.29%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NNSRX (Nuveen Moderate Allocation I ) |
19.16%
Feb 2009 – Feb 2012 |
11.22%
Sep 2002 – Sep 2007 |
5.14%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart