Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYM (Nymagic Inc) | NA | 50.18% | 8.29% | 0.41% | 5.08% | 4.70% | 2.38% | … | … |
Data as of 11/23/2010, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYM (Nymagic Inc) | 03/27/1990 | 11/23/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 50.18 | 8.29 | 0.41 | 5.08 | 4.70 | 2.38 | … | … | 56.48 | -11.74 | -16.40 | -36.16 | 49.05 | -1.04 | -6.81 | 42.50 | 20.88 | -13.27 | 46.91 | -34.60 | -23.50 | 55.83 | 8.21 | -5.24 | -26.38 | -8.00 | -24.93 | 36.37 | 13.00 |
| Sharpe Ratio | NA | 1.08 | 0.11 | -0.02 | 0.07 | NA | NA | … | … | 1.45 | -0.14 | -0.22 | -0.95 | 1.61 | -0.14 | -0.32 | 1.36 | 0.71 | -0.66 | 1.45 | -0.95 | -1.09 | 0.03 | 0.25 | -0.47 | -1.39 | -0.49 | -0.72 | 0.74 | 0.36 |
| Standard Deviation(%) | NA | 46.21 | 74.43 | 63.89 | 51.68 | NA | NA | … | … | 44.66 | 86.04 | 79.55 | 41.24 | 28.54 | 23.61 | 24.22 | 30.69 | 27.80 | 24.07 | 29.56 | 39.80 | 24.69 | 16.73 | 18.60 | 19.46 | 21.08 | 20.30 | 37.88 | 43.94 | 34.07 |
| Draw Down(%) | NA | 22.51 | 68.35 | 79.62 | 79.62 | NA | NA | … | … | 22.14 | 53.18 | 55.61 | 54.25 | 12.22 | 19.44 | 29.19 | 15.91 | 37.07 | 29.14 | 16.45 | 40.83 | 40.91 | 13.56 | 20.89 | 16.71 | 36.92 | 33.68 | 40.74 | 35.94 | 37.70 |
| Yield(%) | 0.00 | 2.07 | 1.42 | 1.12 | 1.46 | 1.89 | 1.49 | … | … | 1.79 | 1.08 | 1.44 | 0.87 | 1.21 | 0.99 | 0.85 | 1.23 | 0.00 | 1.59 | 3.06 | 1.94 | 1.44 | 2.19 | 2.37 | 2.16 | 1.57 | 1.44 | 1.13 | 1.43 | 0.00 |
Data as of 11/23/2010, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYM (Nymagic Inc) |
-26.28%
Jan 2007 – Jan 2010 |
-13.54%
Feb 2004 – Feb 2009 |
-6.37%
Dec 1991 – Dec 2001 |
-2.03%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYM (Nymagic Inc) |
26.70%
Apr 1995 – Apr 1998 |
22.47%
Jun 2002 – Jun 2007 |
9.88%
Jan 1997 – Jan 2007 |
4.73%
Oct 1995 – Oct 2010 |
Annualized Rolling Returns Comparison Chart