Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRF (NorthStar Realty Finance Corp) | NA | 25.59% | -7.38% | 22.33% | 4.94% | NA | NA | … | … |
Data as of 01/10/2017, Common starting date is 10/26/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRF (NorthStar Realty Finance Corp) | 10/26/2004 | 01/10/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 25.59 | -7.38 | 22.33 | 4.94 | NA | NA | … | … | 6.76 | 0.16 | -45.82 | 44.59 | 107.73 | 64.34 | 10.88 | 52.58 | 1.91 | -47.66 | -38.78 | 79.48 | -6.06 | 30.86 |
| Sharpe Ratio | NA | -0.26 | -0.84 | 0.02 | -0.29 | NA | NA | … | … | 31.96 | -0.72 | -1.85 | 1.06 | 2.79 | 1.71 | -0.15 | 0.61 | -0.20 | -0.75 | -1.33 | 2.83 | -1.32 | 11.09 |
| Standard Deviation(%) | NA | 46.60 | 36.81 | 34.11 | 53.63 | NA | NA | … | … | 45.62 | 46.97 | 34.70 | 24.61 | 31.95 | 27.14 | 51.37 | 55.33 | 84.10 | 89.61 | 46.05 | 20.30 | 20.52 | 27.81 |
| Draw Down(%) | NA | 42.71 | 75.44 | 75.44 | 90.13 | NA | NA | … | … | 1.93 | 49.68 | 55.29 | 11.03 | 16.70 | 14.34 | 49.70 | 45.47 | 72.10 | 70.72 | 50.71 | 9.01 | 18.43 | 2.74 |
| Yield(%) | 0.27 | 11.34 | 11.74 | 25.66 | 6.58 | 9.43 | 7.07 | … | … | 0.27 | 9.58 | 10.91 | 10.20 | 10.66 | 12.55 | 8.52 | 11.27 | 13.19 | 16.29 | 8.56 | 11.86 | 4.63 | 0.00 |
Data as of 01/10/2017, Common starting date is 10/26/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRF (NorthStar Realty Finance Corp) |
-32.26%
Feb 2006 – Feb 2009 |
-13.58%
Jun 2005 – Jun 2010 |
4.00%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRF (NorthStar Realty Finance Corp) |
93.33%
Sep 2011 – Sep 2014 |
64.96%
Feb 2009 – Feb 2014 |
19.58%
Nov 2004 – Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart