Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOAMX (ISI North American Government Bond A) | NA | -4.17% | 4.38% | 5.03% | 5.29% | 5.61% | NA | … | … |
Data as of 04/15/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOAMX (ISI North American Government Bond A) | 06/21/1996 | 04/15/2015 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.17 | 4.38 | 5.03 | 5.29 | 5.61 | NA | … | … | -1.94 | -2.30 | -3.11 | 24.03 | 5.76 | 7.54 | 0.03 | 8.13 | 8.56 | 3.22 | 6.24 | 3.56 | 3.42 | 8.23 | 7.67 | 13.25 | -1.62 | 8.46 | 12.03 | 9.33 |
| Sharpe Ratio | NA | -1.35 | 0.45 | 0.67 | 0.73 | NA | NA | … | … | -2.03 | -0.78 | -0.88 | 1.28 | 1.60 | 1.80 | -0.01 | 1.17 | 1.41 | -0.02 | 0.92 | 0.54 | 0.49 | 1.31 | 1.01 | 1.91 | -0.93 | 0.93 | -8.40 | 2.43 |
| Standard Deviation(%) | NA | 3.09 | 9.67 | 7.42 | 6.03 | NA | NA | … | … | 3.32 | 2.97 | 3.58 | 18.97 | 3.58 | 4.15 | 5.59 | 6.12 | 3.93 | 3.94 | 4.41 | 4.86 | 5.52 | 5.43 | 5.39 | 4.83 | 5.18 | 5.52 | 5.12 | 6.16 |
| Draw Down(%) | NA | 5.48 | 8.74 | 8.74 | 8.74 | NA | NA | … | … | 2.63 | 3.82 | 5.47 | 1.67 | 2.69 | 4.73 | 4.60 | 5.85 | 2.85 | 3.62 | 3.08 | 6.46 | 6.93 | 2.58 | 5.62 | 3.59 | 4.03 | 3.99 | 3.72 | 2.63 |
| Yield(%) | 0.00 | 2.37 | 9.24 | 7.13 | 6.17 | 6.32 | 6.38 | … | … | 0.45 | 2.57 | 2.48 | 23.13 | 2.58 | 4.07 | 5.62 | 4.71 | 4.89 | 4.81 | 5.01 | 5.92 | 8.31 | 7.30 | 9.55 | 8.52 | 8.34 | 9.41 | 8.53 | 5.13 |
Data as of 04/15/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOAMX (ISI North American Government Bond A) |
1.42%
May 2003 – May 2006 |
4.13%
Oct 2003 – Oct 2008 |
5.08%
Oct 2001 – Oct 2011 |
5.60%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOAMX (ISI North American Government Bond A) |
12.46%
Aug 2009 – Aug 2012 |
9.82%
Aug 2007 – Aug 2012 |
7.06%
Nov 2002 – Nov 2012 |
7.31%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison Chart