Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLMK | NA | 15.16% | 9.96% | 13.48% | 13.15% | 9.26% | NA | … | … |
Data as of 11/22/2021, Common starting date is 04/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLMK | 04/18/2006 | 11/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.94 | 15.16 | 9.96 | 13.48 | 13.15 | 9.26 | NA | … | … | 4.96 | 45.31 | -8.46 | 6.64 | 28.04 | 83.67 | -6.27 | 21.04 | -9.84 | -2.55 | -56.55 | 57.38 | 204.61 | -69.70 | 56.83 | 0.40 |
| Sharpe Ratio | NA | 0.52 | 0.36 | 0.46 | 0.42 | NA | NA | … | … | 0.20 | 1.43 | -0.43 | 0.19 | 1.03 | 2.53 | -0.19 | 0.64 | -0.32 | -0.07 | -1.17 | 1.38 | 2.85 | -0.68 | 1.45 | -0.06 |
| Standard Deviation(%) | NA | 27.93 | 27.48 | 27.76 | 30.59 | NA | NA | … | … | 27.82 | 31.40 | 23.15 | 28.86 | 26.62 | 32.87 | 32.69 | 33.07 | 31.03 | 35.52 | 48.08 | 41.68 | 71.66 | 102.70 | 37.50 | 49.72 |
| Draw Down(%) | NA | 26.49 | 44.81 | 45.05 | 49.89 | NA | NA | … | … | 26.49 | 32.69 | 32.63 | 17.95 | 18.12 | 17.95 | 36.64 | 29.55 | 39.83 | 37.26 | 58.58 | 29.40 | 30.74 | 87.55 | 18.23 | 26.40 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/22/2021, Common starting date is 04/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLMK (NLMK) |
-29.40%
Mar 2011 – Mar 2014 |
-20.04%
Jun 2008 – Jun 2013 |
1.38%
Jun 2008 – Jun 2018 |
9.42%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLMK (NLMK) |
49.49%
Nov 2008 – Nov 2011 |
33.05%
Apr 2014 – Apr 2019 |
21.82%
Nov 2008 – Nov 2018 |
10.78%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart