Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NORCX (ISI North American Government Bond C) | NA | -4.65% | -2.45% | 0.61% | 2.72% | NA | NA | … | … |
Data as of 04/15/2015, Common starting date is 05/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORCX (ISI North American Government Bond C) | 05/30/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.65 | -2.45 | 0.61 | 2.72 | NA | NA | … | … | -2.05 | -2.80 | -3.67 | 2.25 | 5.80 | 6.32 | -0.71 | 7.46 | 7.87 | 2.55 | 5.57 | 2.91 | -5.18 |
| Sharpe Ratio | NA | -1.49 | -0.80 | 0.17 | 0.43 | NA | NA | … | … | -2.00 | -0.97 | -1.03 | 0.88 | 1.56 | 1.53 | -0.15 | 1.07 | 1.24 | -0.19 | 0.77 | 0.41 | -1.56 |
| Standard Deviation(%) | NA | 3.13 | 3.11 | 3.43 | 4.16 | NA | NA | … | … | 3.54 | 2.92 | 3.62 | 2.51 | 3.69 | 4.07 | 5.49 | 6.06 | 3.94 | 3.85 | 4.39 | 4.82 | 5.94 |
| Draw Down(%) | NA | 5.93 | 9.60 | 9.60 | 9.60 | NA | NA | … | … | 2.74 | 4.14 | 5.54 | 1.72 | 2.91 | 4.67 | 4.71 | 6.04 | 3.05 | 3.89 | 3.13 | 6.60 | 8.62 |
| Yield(%) | 0.00 | 1.94 | 2.00 | 2.27 | 3.37 | 2.57 | 1.93 | … | … | 0.37 | 2.11 | 2.21 | 1.98 | 2.16 | 3.16 | 5.03 | 4.08 | 4.24 | 4.18 | 4.36 | 5.30 | 2.59 |
Data as of 04/15/2015, Common starting date is 05/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORCX (ISI North American Government Bond C) |
-2.28%
Mar 2012 – Mar 2015 |
0.67%
Mar 2010 – Mar 2015 |
2.83%
Mar 2005 – Mar 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORCX (ISI North American Government Bond C) |
6.70%
Oct 2008 – Oct 2011 |
5.88%
May 2006 – May 2011 |
3.87%
May 2004 – May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart