Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANAEX (Old Mutual Analytic A ) | NA | 7.06% | 10.07% | -5.39% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 03/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANAEX (Old Mutual Analytic A ) | 03/31/2005 | 04/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.09 | 7.06 | 10.07 | -5.39 | NA | NA | NA | … | … | 5.01 | 7.84 | 6.25 | 4.47 | -33.91 | -3.69 | 8.40 | 6.99 |
| Sharpe Ratio | NA | 0.38 | 0.69 | -0.32 | NA | NA | NA | … | … | 2.24 | 0.42 | 0.45 | 0.31 | -1.19 | -0.47 | 0.59 | 0.96 |
| Standard Deviation(%) | NA | 18.45 | 14.44 | 19.02 | NA | NA | NA | … | … | 8.43 | 18.40 | 13.64 | 13.96 | 29.17 | 14.48 | 8.63 | 7.35 |
| Draw Down(%) | NA | 13.99 | 13.99 | 49.00 | NA | NA | NA | … | … | 2.95 | 13.99 | 10.65 | 12.40 | 40.35 | 15.22 | 7.14 | 3.65 |
| Yield(%) | 0.00 | 0.79 | 0.33 | 0.36 | 0.49 | 0.33 | 0.25 | … | … | 0.77 | 0.00 | 0.00 | 0.00 | 0.00 | 1.29 | 0.15 | 2.64 |
Data as of 04/13/2012, Common starting date is 03/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANAEX (Old Mutual Analytic A ) |
-17.35%
Jun 2007 – Jun 2010 |
-7.38%
Jun 2005 – Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANAEX (Old Mutual Analytic A ) |
10.90%
Mar 2009 – Mar 2012 |
-3.57%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart