Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NORIX (ISI North American Government Bond I) | NA | -3.78% | -1.62% | NA | NA | NA | NA | … | … |
Data as of 04/15/2015, Common starting date is 09/20/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORIX (ISI North American Government Bond I) | 09/20/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.78 | -1.62 | NA | NA | NA | NA | … | … | -1.76 | -2.13 | -2.83 | 3.26 | 5.19 | -2.05 |
| Sharpe Ratio | NA | -1.22 | -0.53 | NA | NA | NA | NA | … | … | -1.68 | -0.73 | -0.78 | 1.29 | 1.43 | -1.26 |
| Standard Deviation(%) | NA | 3.12 | 3.14 | NA | NA | NA | NA | … | … | 3.64 | 2.94 | 3.65 | 2.50 | 3.61 | 5.61 |
| Draw Down(%) | NA | 5.40 | 8.49 | NA | NA | NA | NA | … | … | 2.60 | 3.67 | 5.23 | 1.52 | 2.64 | 4.89 |
| Yield(%) | 0.00 | 2.69 | 2.99 | 2.34 | 1.17 | 0.78 | 0.58 | … | … | 0.51 | 2.91 | 3.76 | 2.73 | 1.92 | 0.00 |
Data as of 04/15/2015, Common starting date is 09/20/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORIX (ISI North American Government Bond I) |
-1.45%
Mar 2012 – Mar 2015 |
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 |
|---|---|---|---|---|
| NORIX (ISI North American Government Bond I) |
1.82%
Dec 2010 – Dec 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart