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ISIN
US6651624750
CUSIP
665162475
Inception Date
Nov 18, 2008
Category
REIT
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

NMMGX Performance Chart

Northern Multi-Manager Global Real Estate Fund (NMMGX) is up 4.2% since the beginning of the year. NMMGX is currently trading at $11 per share. Investors who bought $1,000 worth of NMMGX shares 5 years ago would now be looking at an investment worth $979.


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S&P 500 Index

Returns By Period

Northern Multi-Manager Global Real Estate Fund (NMMGX) has returned 4.18% so far this year and 6.40% over the past 12 months. Over the last ten years, NMMGX has returned 3.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Northern Multi-Manager Global Real Estate Fund

1D
-2.75%
1M
-4.02%
YTD
4.18%
6M
4.47%
1Y
6.40%
3Y*
5.68%
5Y*
-0.43%
10Y*
3.45%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMMGX Monthly Returns History

Based on dividend-adjusted daily data since Dec 15, 2008, NMMGX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +19.5%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NMMGX closed higher 52% of trading days. The best single day was Mar 23, 2009 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -14.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.85%6.19%-8.00%8.32%-1.57%-2.75%4.18%
20251.17%1.25%-2.78%0.78%2.62%0.93%-0.75%2.85%0.07%-1.30%1.60%-0.83%5.59%
2024-4.05%0.59%3.28%-7.20%4.29%0.01%6.01%4.83%2.73%-5.22%2.20%-7.09%-0.87%
20239.37%-4.79%-2.14%2.10%-4.59%3.01%3.00%-2.62%-6.57%-4.83%11.16%8.37%9.85%
2022-6.99%-2.77%3.41%-3.85%-4.74%-8.25%7.98%-6.70%-12.57%2.36%7.43%-3.13%-26.25%
2021-0.83%3.06%2.45%6.60%1.98%1.52%4.72%1.53%-5.38%5.34%-1.89%7.17%28.77%

Benchmark Metrics

Northern Multi-Manager Global Real Estate Fund has an annualized alpha of -2.88%, beta of 0.84, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since December 16, 2008.

  • This fund participated in 99.92% of S&P 500 Index downside but only 76.83% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.88% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.88%
Beta
0.84
0.62
Upside Capture
76.83%
Downside Capture
99.92%

Expense Ratio

NMMGX has an expense ratio of 0.92%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NMMGX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


NMMGX Risk / Return Rank: 77
Overall Rank
NMMGX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NMMGX Sortino Ratio Rank: 66
Sortino Ratio Rank
NMMGX Omega Ratio Rank: 77
Omega Ratio Rank
NMMGX Calmar Ratio Rank: 77
Calmar Ratio Rank
NMMGX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Northern Multi-Manager Global Real Estate Fund (NMMGX) and compare them to S&P 500 Index.


NMMGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.50

2.39

-1.88

Sortino ratio

Return per unit of downside risk

0.80

3.25

-2.46

Omega ratio

Gain probability vs. loss probability

1.11

1.43

-0.33

Calmar ratio

Return relative to maximum drawdown

0.71

3.11

-2.41

Martin ratio

Return relative to average drawdown

2.52

14.38

-11.86

Dividends

Dividend History

Northern Multi-Manager Global Real Estate Fund provided a 2.68% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.29$0.32$0.25$0.27$0.10$0.37$0.19$0.53$0.59$0.60$1.62$4.27

Dividend yield

2.68%3.05%2.39%2.58%1.04%2.69%1.77%4.57%6.04%5.53%15.47%36.84%

Monthly Dividends

The table displays the monthly dividend distributions for Northern Multi-Manager Global Real Estate Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.18$0.32
2024$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.07$0.25
2023$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.07$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.01$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.28$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Northern Multi-Manager Global Real Estate Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Northern Multi-Manager Global Real Estate Fund was 40.28%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current Northern Multi-Manager Global Real Estate Fund drawdown is 11.65%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-40.28%Mar 2020
1mo 4d1y 23d
1y 1moFeb 2020 - Apr 2021
Financial crisis2007–2009
-36.54%Mar 2009
2mo 1d2mo 21d
4mo 22dJan 2009 - May 2009
2023 bear market2023
-34.26%Oct 2023
1y 9mo
4y 5moJan 2022 - now
2011 bear market2011
-23.53%Oct 2011
2mo 10d9mo 18d
11mo 28dJul 2011 - Jul 2012
2016 correction2016
-16.70%Feb 2016
1y 5d5mo 1d
1y 5moFeb 2015 - Jul 2016

Drawdown Indicators


NMMGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

-56.78%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-9.10%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-20.09%

-18.90%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-25.43%

-8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

-33.92%

-6.36%

Current Drawdown

Current decline from peak

-11.65%

0.00%

-11.65%

Average Drawdown

Average peak-to-trough decline

-8.77%

-10.72%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.97%

+0.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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