Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/20/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XJMTX (Nuveen Mortgage Opportunity Term Fund 2) | NA | 1.06% | 2.90% | 1.65% | 3.69% | NA | NA | 4.03% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XJMTX (Nuveen Mortgage Opportunity Term Fund 2) | 02/25/2010 | 05/20/2020 |
The return data shown below all have the same latest date: 05/20/2020.
AR inception is since 02/25/2010.
AR inception is since 02/25/2010.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.06 | 2.90 | 1.65 | 3.69 | NA | NA | 4.03 | 0.00 | 2.56 | -3.58 | 7.61 | -0.58 | -3.97 | 7.66 | 7.07 | 27.34 | -13.74 | 7.99 |
| Sharpe Ratio | NA | 0.08 | 1.39 | 0.49 | 0.68 | NA | NA | 0.74 | 0.00 | 0.86 | -1.46 | 3.66 | -0.30 | -2.10 | 2.93 | 1.79 | 4.64 | -2.56 | 0.76 |
| Standard Deviation(%) | NA | 1.12 | 1.37 | 1.83 | 4.82 | NA | NA | 4.80 | NA | 1.34 | 3.35 | 1.92 | 2.59 | 1.90 | 2.61 | 3.92 | 5.93 | 5.39 | 12.30 |
| Draw Down(%) | NA | 0.85 | 1.65 | 7.89 | 17.00 | NA | NA | 17.00 | 0.00 | 1.37 | 5.64 | 1.17 | 3.91 | 4.78 | 1.48 | 7.00 | 2.76 | 17.00 | 8.58 |
| Yield(%) | 0.00 | 3.01 | 6.86 | 4.10 | 4.78 | 3.29 | 2.47 | 4.94 | 0.00 | 5.07 | 8.21 | 8.66 | 0.00 | 0.50 | 6.23 | 13.78 | 3.18 | 1.33 | 0.70 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XJMTX (Nuveen Mortgage Opportunity Term Fund 2) |
-0.08%
May 2013 - May 2016 |
1.52%
Jan 2015 - Jan 2020 |
3.58%
Apr 2010 - Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XJMTX (Nuveen Mortgage Opportunity Term Fund 2) |
13.65%
Dec 2011 - Dec 2014 |
7.17%
Nov 2011 - Nov 2016 |
3.94%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart