Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NST (Nstar) | NA | 16.62% | 18.53% | 12.25% | 12.10% | 11.78% | 10.12% | … | … |
Data as of 08/09/2012, Common starting date is 09/10/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NST (Nstar) | 09/10/1984 | 08/09/2012 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.62 | 18.53 | 12.25 | 12.10 | 11.78 | 10.12 | … | … | 2.46 | 15.63 | 19.75 | 5.63 | 5.20 | 9.49 | 24.74 | 9.03 | 14.50 | 11.95 | 1.45 | 7.30 | 8.54 | 0.76 | 11.31 | 45.83 | -5.45 | 27.47 | -16.54 | 11.34 | 14.91 | 28.75 | 4.21 | 27.87 | -5.72 | -25.13 | 14.80 | 32.49 | 21.00 |
| Sharpe Ratio | NA | 0.87 | 1.06 | 0.51 | 0.55 | NA | NA | … | … | 0.38 | 0.69 | 1.23 | 0.27 | 0.11 | 0.37 | 1.54 | 0.42 | 1.16 | 0.78 | 0.01 | 0.24 | 0.17 | -0.12 | 0.48 | -0.59 | -0.56 | 1.61 | -1.06 | 0.62 | 0.86 | 1.64 | -0.06 | 1.12 | -0.45 | -1.07 | 0.60 | 1.71 | 5.00 |
| Standard Deviation(%) | NA | 19.07 | 17.37 | 23.16 | 19.85 | NA | NA | … | … | 10.50 | 22.72 | 16.01 | 20.22 | 37.36 | 17.44 | 14.02 | 16.48 | 11.71 | 14.45 | 23.61 | 21.44 | 25.84 | 20.93 | 16.77 | 15.98 | 15.74 | 14.71 | 18.31 | 14.90 | 14.48 | 15.20 | 19.01 | 19.79 | 22.99 | 27.07 | 17.54 | 15.98 | 15.78 |
| Draw Down(%) | NA | 9.71 | 16.21 | 24.55 | 24.55 | NA | NA | … | … | 7.96 | 16.21 | 9.99 | 24.07 | 24.55 | 15.93 | 9.79 | 18.93 | 12.07 | 14.69 | 27.02 | 16.80 | 16.55 | 16.53 | 10.97 | 9.21 | 24.93 | 8.45 | 25.24 | 14.00 | 8.32 | 7.81 | 15.05 | 14.10 | 32.39 | 34.45 | 15.08 | 15.70 | 4.43 |
| Yield(%) | 0.00 | 2.10 | 4.33 | 4.31 | 2.98 | 4.13 | 4.24 | … | … | 0.96 | 4.02 | 4.36 | 4.13 | 3.94 | 3.72 | 4.16 | 2.15 | 2.27 | 2.43 | 2.33 | 2.47 | 2.52 | 2.40 | 2.49 | 3.50 | 3.17 | 3.83 | 3.00 | 3.15 | 3.36 | 3.95 | 3.82 | 5.52 | 6.15 | 2.54 | 1.92 | 0.00 | 0.00 |
Data as of 08/09/2012, Common starting date is 09/10/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NST (Nstar) |
-10.65%
Feb 1986 – Feb 1989 |
-0.70%
Jun 1986 – Jun 1991 |
2.33%
Aug 1986 – Aug 1996 |
6.47%
Mar 1986 – Mar 2001 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NST (Nstar) |
27.33%
Sep 1990 – Sep 1993 |
21.97%
May 1988 – May 1993 |
15.99%
May 1988 – May 1998 |
13.43%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison Chart