Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FQCYX (Nuveen Quantitative Enhanced Core Eq I) | NA | -4.80% | 4.05% | 12.79% | NA | NA | NA | … | … |
Data as of 04/14/2014, Common starting date is 08/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FQCYX (Nuveen Quantitative Enhanced Core Eq I) | 08/02/2007 | 04/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.80 | 4.05 | 12.79 | NA | NA | NA | … | … | 0.00 | 4.44 | 13.15 | 0.70 | 13.92 | 25.37 | -37.16 | 2.64 |
| Sharpe Ratio | NA | -0.34 | 0.20 | 0.64 | NA | NA | NA | … | … | 0.00 | 0.23 | 1.04 | 0.03 | 0.79 | 0.98 | -0.99 | 0.20 |
| Standard Deviation(%) | NA | 20.60 | 20.38 | 19.89 | NA | NA | NA | … | … | NA | 18.89 | 12.72 | 24.16 | 17.61 | 25.75 | 38.24 | 19.90 |
| Draw Down(%) | NA | 15.64 | 20.26 | 20.26 | NA | NA | NA | … | … | 0.00 | 15.64 | 10.42 | 20.26 | 15.40 | 26.98 | 47.54 | 9.49 |
| Yield(%) | 0.00 | 0.00 | 4.20 | 4.94 | 1.76 | 1.17 | 0.88 | … | … | 0.00 | 0.00 | 9.88 | 3.53 | 2.37 | 1.67 | 1.59 | 1.70 |
Data as of 04/14/2014, Common starting date is 08/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FQCYX (Nuveen Quantitative Enhanced Core Eq I) |
-7.55%
Sep 2007 – Sep 2010 |
-0.59%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FQCYX (Nuveen Quantitative Enhanced Core Eq I) |
24.12%
Feb 2009 – Feb 2012 |
15.74%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart