Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVDBX (DIVERSIFIED EQUITY FUND CLASS B) | NA | 3.39% | 2.87% | 7.29% | 3.12% | 4.15% | 5.33% | … | … |
Data as of 04/12/2017, Common starting date is 12/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVDBX (DIVERSIFIED EQUITY FUND CLASS B) | 12/18/1996 | 04/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.39 | 2.87 | 7.29 | 3.12 | 4.15 | 5.33 | … | … | 0.00 | 1.69 | -1.82 | 6.10 | 31.15 | 14.79 | -3.66 | 13.68 | 27.23 | -39.72 | 4.55 | 13.19 | 5.50 | 9.75 | 28.10 | -22.72 | -13.33 | -2.46 | 19.58 | 21.47 | 24.68 | 0.85 |
| Sharpe Ratio | NA | 0.80 | 0.25 | 0.58 | 0.13 | NA | NA | … | … | -24,305.39 | 0.14 | -0.12 | 0.51 | 2.71 | 1.07 | -0.15 | 0.72 | 0.98 | -1.01 | 0.09 | 0.91 | 0.33 | 0.77 | 1.70 | -1.02 | -0.82 | -0.34 | 1.09 | 0.97 | -1.98 | 2.97 |
| Standard Deviation(%) | NA | 3.88 | 11.98 | 12.40 | 21.18 | NA | NA | … | … | 0.00 | 10.57 | 15.09 | 11.97 | 11.49 | 13.87 | 25.28 | 18.91 | 27.66 | 40.20 | 16.18 | 10.95 | 10.13 | 11.46 | 16.11 | 23.25 | 19.30 | 18.94 | 14.95 | 18.72 | 15.41 | 9.09 |
| Draw Down(%) | NA | 3.14 | 19.65 | 19.65 | 57.40 | NA | NA | … | … | 0.00 | 13.34 | 13.40 | 8.66 | 5.10 | 11.83 | 22.47 | 16.69 | 26.78 | 50.82 | 10.05 | 10.11 | 7.15 | 9.53 | 14.70 | 33.25 | 29.16 | 12.41 | 10.97 | 21.66 | 10.24 | 1.15 |
| Yield(%) | 0.00 | 0.00 | 7.82 | 8.91 | 5.50 | 5.74 | 6.90 | … | … | 0.00 | 0.00 | 12.71 | 10.84 | 12.91 | 6.55 | 6.07 | 0.00 | 0.94 | 5.96 | 15.43 | 10.25 | 12.79 | 8.27 | 0.00 | 0.00 | 0.96 | 9.07 | 5.87 | 2.57 | 7.47 | 0.23 |
Data as of 04/12/2017, Common starting date is 12/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVDBX (DIVERSIFIED EQUITY FUND CLASS B) |
-17.07%
Feb 2006 – Feb 2009 |
-7.90%
Feb 2004 – Feb 2009 |
-3.73%
Feb 1999 – Feb 2009 |
2.36%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVDBX (DIVERSIFIED EQUITY FUND CLASS B) |
23.18%
Feb 2009 – Feb 2012 |
20.77%
Feb 2009 – Feb 2014 |
7.18%
Mar 1997 – Mar 2007 |
4.97%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart