Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANIEX (Old Mutual Analytic I ) | NA | 7.36% | 10.32% | -5.14% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 12/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANIEX (Old Mutual Analytic I ) | 12/29/2005 | 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 (%) | -1.08 | 7.36 | 10.32 | -5.14 | NA | NA | NA | … | … | 5.14 | 8.05 | 6.51 | 4.66 | -33.69 | -3.38 | 8.69 | 0.16 |
| Sharpe Ratio | NA | 0.40 | 0.71 | -0.30 | NA | NA | NA | … | … | 2.25 | 0.43 | 0.47 | 0.32 | -1.18 | -0.44 | 0.63 | NA |
| Standard Deviation(%) | NA | 18.52 | 14.45 | 19.07 | NA | NA | NA | … | … | 8.62 | 18.47 | 13.56 | 14.09 | 29.25 | 14.53 | 8.62 | 0.00 |
| Draw Down(%) | NA | 14.07 | 14.07 | 48.74 | NA | NA | NA | … | … | 3.00 | 14.07 | 10.55 | 12.42 | 40.17 | 15.07 | 7.14 | 0.00 |
| Yield(%) | 0.00 | 0.97 | 0.41 | 0.36 | 0.23 | 0.16 | 0.12 | … | … | 0.94 | 0.00 | 0.00 | 0.00 | 0.00 | 1.17 | 0.26 | 0.00 |
Data as of 04/13/2012, Common starting date is 12/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANIEX (Old Mutual Analytic I ) |
-17.11%
Jun 2007 – Jun 2010 |
-6.40%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANIEX (Old Mutual Analytic I ) |
11.15%
Mar 2009 – Mar 2012 |
-3.30%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart