Performance analysis of Northern Trust (NTRSO)
Annual Return
Over the past 3 years, NTRSO has had an average annual return of +1.42%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, NTRSO has had an average annual return of -2.06%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Oct 30, 2019, NTRSO has had an average annual return of +0.73%, underperforming the benchmark SPY, which returned +16% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -1.35% | +2.40% | +0.28% | +13.12% | -22.96% | +1.91% | +12.20% | +4.02% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.29% | +0.56% | -4.00% | +2.20% | -1.26% | +1.06% | -1.06% | -1.35% | |||||
| 2025 | +2.28% | +0.15% | -2.71% | -0.20% | -1.37% | +2.13% | +3.28% | +0.30% | +1.66% | -1.68% | -2.05% | +0.80% | +2.40% |
| 2024 | +4.63% | +5.01% | -1.77% | -7.84% | +2.07% | -1.86% | -0.05% | +6.14% | +6.69% | -3.48% | -1.08% | -6.86% | +0.28% |
| 2023 | +15.41% | -6.35% | +9.06% | -2.22% | -8.17% | +2.20% | +7.36% | -7.52% | +3.23% | -7.75% | +16.43% | -5.00% | +13.12% |
| 2022 | -6.68% | -2.53% | +1.58% | -8.24% | +1.01% | -4.30% | +10.59% | -9.11% | -1.59% | -5.22% | +5.41% | -4.88% | -22.96% |
| 2021 | -3.53% | -2.72% | +3.93% | +1.15% | +1.07% | +2.34% | -1.55% | +1.50% | +0.08% | -0.76% | -3.78% | +4.59% | +1.91% |
| 2020 | +0.42% | -3.25% | -3.80% | +4.76% | +0.27% | +1.95% | +6.99% | +1.33% | -0.54% | -1.96% | +2.64% | +3.29% | +12.20% |
| 2019 | +0% | +2.39% | +1.59% | +4.02% |
Drawdown analysis of Northern Trust (NTRSO)
The maximum drawdown for the NTRSO was -30.33%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.
The current NTRSO drawdown is -14.03%.
Since Oct 30, 2019 NTRSO has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.33% | Feb 18, 2020 | 24 | Mar 23, 2020 | 75 | Jul 9, 2020 | 99 |
| -26.72% | Sep 16, 2021 | 526 | Oct 19, 2023 | 248 | Oct 15, 2024 | 774 |
| -17.97% | Oct 15, 2024 | 166 | Jun 16, 2025 | Ongoing | Ongoing | Ongoing |
| -7.96% | Dec 21, 2020 | 44 | Feb 25, 2021 | 76 | Jun 15, 2021 | 120 |
| -4.47% | Oct 13, 2020 | 15 | Nov 3, 2020 | 17 | Nov 27, 2020 | 32 |
| -2.98% | Jun 23, 2021 | 23 | Jul 27, 2021 | 26 | Sep 1, 2021 | 49 |
| -1.79% | Nov 29, 2019 | 4 | Dec 5, 2019 | 11 | Dec 20, 2019 | 15 |
| -1.56% | Aug 24, 2020 | 10 | Sep 8, 2020 | 6 | Sep 16, 2020 | 16 |
| -1.52% | Sep 16, 2020 | 6 | Sep 24, 2020 | 12 | Oct 12, 2020 | 18 |
| -1.34% | Nov 27, 2020 | 1 | Nov 30, 2020 | 4 | Dec 4, 2020 | 5 |
| -1.29% | Aug 5, 2020 | 1 | Aug 6, 2020 | 2 | Aug 10, 2020 | 3 |
| -1.26% | Dec 26, 2019 | 1 | Dec 27, 2019 | 22 | Jan 30, 2020 | 23 |
| -0.96% | Nov 6, 2019 | 2 | Nov 8, 2019 | 5 | Nov 15, 2019 | 7 |
| -0.91% | Nov 15, 2019 | 3 | Nov 20, 2019 | 6 | Nov 29, 2019 | 9 |
| -0.82% | Sep 2, 2021 | 3 | Sep 8, 2021 | 4 | Sep 14, 2021 | 7 |
| -0.68% | Dec 9, 2020 | 1 | Dec 10, 2020 | 4 | Dec 16, 2020 | 5 |
| -0.66% | Jul 9, 2020 | 3 | Jul 14, 2020 | 1 | Jul 15, 2020 | 4 |
| -0.59% | Feb 11, 2020 | 1 | Feb 12, 2020 | 2 | Feb 14, 2020 | 3 |
| -0.42% | Aug 18, 2020 | 1 | Aug 19, 2020 | 1 | Aug 20, 2020 | 2 |
| -0.28% | Aug 10, 2020 | 1 | Aug 11, 2020 | 1 | Aug 12, 2020 | 2 |
| -0.27% | Feb 4, 2020 | 1 | Feb 5, 2020 | 3 | Feb 10, 2020 | 4 |
| -0.23% | Jul 21, 2020 | 1 | Jul 22, 2020 | 1 | Jul 23, 2020 | 2 |
| -0.20% | Aug 20, 2020 | 1 | Aug 21, 2020 | 1 | Aug 24, 2020 | 2 |
| -0.18% | Aug 12, 2020 | 1 | Aug 13, 2020 | 1 | Aug 14, 2020 | 2 |
| -0.15% | Jan 31, 2020 | 1 | Feb 3, 2020 | 1 | Feb 4, 2020 | 2 |