This map displays the building-block strategies available to build your portfolio. The horizontal axis indicates the largest historical Drawdown experienced by each strategy, while the vertical axis represents annualized returns since inception net of all fees and trading costs. Larger bubbles represent strategies with higher Sharpe Ratios , in other words strategies that have generated higher returns per 'unit' of risk.

To zoom in, click and drag on the chart. Right click to zoom out.

Performance presented is back-tested and does not indicate actual or future performance. Back-tested performance results do not reflect actual trading and have certain inherent limitations. Please visit the Disclosures Page and refer to the Back-Tested Performance Disclosures section to see important disclosures regarding hypothetical back-tested performance.
For NTAM Strategies presented, modeled performance calculated by the Emotomy platform may differ from the live performance calculated by Northern Trust Asset Management's performance systems. Please click the "Disclosures" link below and refer to the NTAM Strategies Disclosures section regarding such performance calculation.
Performance presented herein has been adjusted for the Manager's fees as specified on the Performance Analysis Overview Page.