Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOIFX (Northern Global Fixed Income) | NA | -59.29% | -22.86% | -13.34% | -5.06% | -1.57% | NA | … | … |
Data as of 06/12/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOIFX (Northern Global Fixed Income) | 06/21/1996 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -59.29 | -22.86 | -13.34 | -5.06 | -1.57 | NA | … | … | -51.93 | -15.68 | 6.03 | 4.63 | -0.21 | 10.98 | 9.33 | 4.78 | -7.96 | 9.25 | 14.50 | 11.87 | 2.01 | 0.39 | -8.40 | 17.12 | -2.47 | 7.98 |
| Sharpe Ratio | NA | -0.86 | -0.56 | -0.42 | -0.27 | NA | NA | … | … | -0.81 | -0.90 | 1.11 | 0.38 | -0.04 | 1.07 | 1.10 | 0.21 | -1.49 | 1.03 | 1.79 | 1.38 | -0.04 | -0.46 | -1.28 | 1.66 | -0.77 | 1.44 |
| Standard Deviation(%) | NA | 68.71 | 40.53 | 31.81 | 23.02 | NA | NA | … | … | 99.20 | 17.64 | 5.38 | 12.06 | 8.70 | 9.33 | 5.63 | 6.53 | 6.84 | 8.04 | 7.70 | 7.79 | 10.56 | 8.32 | 9.20 | 8.20 | 7.95 | 8.33 |
| Draw Down(%) | NA | 60.52 | 60.52 | 60.52 | 60.52 | NA | NA | … | … | 51.93 | 17.86 | 3.48 | 7.23 | 7.95 | 9.56 | 4.38 | 4.44 | 9.59 | 7.16 | 7.96 | 4.11 | 7.23 | 9.16 | 12.98 | 4.26 | 7.55 | 5.74 |
| Yield(%) | 0.00 | 15.88 | 9.34 | 7.17 | 5.50 | 5.21 | 4.33 | … | … | 0.00 | 15.81 | 4.40 | 7.87 | 2.62 | 5.30 | 3.13 | 4.37 | 2.07 | 5.03 | 5.46 | 2.23 | 5.23 | 0.89 | 3.70 | 4.30 | 6.68 | 4.49 |
Data as of 06/12/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOIFX (Northern Global Fixed Income) |
-23.13%
Apr 2010 – Apr 2013 |
-14.52%
Mar 2008 – Mar 2013 |
-4.93%
May 2003 – May 2013 |
-1.63%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOIFX (Northern Global Fixed Income) |
12.11%
Jan 2002 – Jan 2005 |
8.45%
Apr 2000 – Apr 2005 |
6.94%
Oct 2000 – Oct 2010 |
5.06%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart