Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTRSO (Northern Trust Corporation) | -1.88% | 3.91% | 2.03% | -2.38% | NA | NA | NA | … | … |
Data as of 06/17/2026, Common starting date is 10/31/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTRSO (Northern Trust Corporation) | 10/31/2019 | 06/17/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 3.91 | 2.03 | -2.38 | NA | NA | NA | … | … | -1.88 | 1.87 | 0.25 | 13.19 | -22.97 | 1.91 | 12.00 | 4.02 |
| Sharpe Ratio | NA | -0.10 | -0.09 | -0.32 | NA | NA | NA | … | … | -1.21 | -0.09 | -0.20 | 0.50 | -1.35 | 0.23 | 0.39 | 3.02 |
| Standard Deviation(%) | NA | 8.20 | 14.64 | 15.34 | NA | NA | NA | … | … | 7.41 | 11.21 | 17.16 | 19.40 | 18.09 | 8.35 | 29.65 | 8.70 |
| Draw Down(%) | NA | 8.70 | 17.99 | 26.68 | NA | NA | NA | … | … | 5.79 | 7.57 | 16.94 | 18.15 | 24.59 | 7.13 | 30.44 | 1.79 |
| Yield(%) | 1.59 | 6.23 | 5.69 | 4.29 | 3.12 | 2.08 | 1.56 | … | … | 2.99 | 5.68 | 5.54 | 5.87 | 4.36 | 4.28 | 5.22 | 0.00 |
Data as of 06/17/2026, Common starting date is 10/31/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTRSO (Northern Trust Corporation) |
-5.22%
Oct 2020 – Oct 2023 |
-2.03%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTRSO (Northern Trust Corporation) |
5.67%
Oct 2022 – Oct 2025 |
1.71%
Nov 2019 – Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart