Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NWLI (National Western Life Insurance Co) | NA | 22.11% | 31.86% | 14.08% | 7.21% | 10.43% | 6.14% | … | … |
Data as of 07/08/2024, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NWLI (National Western Life Insurance Co) | 03/26/1990 | 07/08/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.63 | 22.11 | 31.86 | 14.08 | 7.21 | 10.43 | 6.14 | … | … | 3.51 | 72.02 | 31.28 | 4.04 | -28.89 | -3.15 | -9.04 | 6.62 | 23.78 | -6.30 | 20.61 | 41.96 | 16.15 | -18.13 | -3.76 | 2.83 | -18.28 | -9.75 | 11.40 | 24.48 | 7.57 | 61.23 | -13.67 | 7.90 | 50.18 | -41.60 | 15.76 | 16.67 | 55.36 | 61.15 | -21.91 | -5.32 | 69.37 | 382.61 | -36.11 |
| Sharpe Ratio | NA | 0.75 | 0.78 | 0.29 | 0.18 | NA | NA | … | … | 1.19 | 1.40 | 0.86 | 0.12 | -0.45 | -0.21 | -0.48 | 0.32 | 0.88 | -0.30 | 0.92 | 1.98 | 0.91 | -0.61 | -0.10 | 0.04 | -0.22 | -0.47 | 0.35 | 0.83 | 0.27 | 2.56 | -0.47 | 0.16 | 1.47 | -2.08 | 0.31 | 0.46 | 1.54 | 1.40 | -0.45 | -0.16 | 1.19 | 6.07 | -0.99 |
| Standard Deviation(%) | NA | 19.56 | 37.41 | 42.99 | 34.14 | NA | NA | … | … | 2.78 | 48.76 | 35.04 | 33.65 | 65.08 | 21.49 | 21.53 | 19.04 | 26.71 | 21.43 | 22.43 | 21.13 | 17.84 | 29.74 | 37.52 | 77.55 | 88.25 | 27.09 | 23.05 | 26.73 | 24.92 | 23.61 | 31.40 | 35.34 | 31.26 | 21.56 | 39.92 | 28.31 | 33.37 | 40.94 | 55.14 | 45.10 | 55.62 | 61.91 | 49.63 |
| Draw Down(%) | NA | 9.94 | 29.71 | 58.50 | 66.42 | NA | NA | … | … | 1.20 | 21.53 | 24.14 | 23.84 | 57.71 | 22.24 | 21.35 | 10.07 | 25.47 | 18.31 | 11.50 | 9.77 | 18.79 | 26.04 | 34.11 | 65.54 | 59.54 | 26.42 | 10.20 | 15.79 | 14.10 | 9.62 | 31.96 | 29.21 | 16.98 | 44.43 | 30.84 | 12.79 | 11.08 | 16.10 | 36.46 | 35.00 | 30.72 | 21.57 | 45.57 |
| Yield(%) | 0.00 | 0.09 | 0.16 | 0.14 | 0.16 | 0.33 | 0.23 | … | … | 0.00 | 0.13 | 0.16 | 0.18 | 0.13 | 0.12 | 0.11 | 0.11 | 0.29 | 0.14 | 0.16 | 0.22 | 0.26 | 0.21 | 0.20 | 0.22 | 0.17 | 0.16 | 0.17 | 0.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2024, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWLI (National Western Life Insurance Co) |
-22.92%
Feb 2006 – Feb 2009 |
-13.19%
Sep 2017 – Sep 2022 |
-1.84%
Jun 2006 – Jun 2016 |
-2.48%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWLI (National Western Life Insurance Co) |
111.63%
Oct 1990 – Oct 1993 |
57.65%
Dec 1990 – Dec 1995 |
33.46%
Dec 1990 – Dec 2000 |
27.00%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart