Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OADEX (Old Mutual Analytic US Long/Short A) | NA | 7.37% | 15.74% | -2.18% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 08/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OADEX (Old Mutual Analytic US Long/Short A) | 08/13/2003 | 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.35 | 7.37 | 15.74 | -2.18 | NA | NA | NA | … | … | 11.26 | 2.50 | 8.52 | 20.23 | -39.57 | 7.12 | 20.37 | 6.48 | 8.96 | 14.39 |
| Sharpe Ratio | NA | 0.29 | 0.75 | -0.10 | NA | NA | NA | … | … | 3.79 | 0.10 | 0.44 | 0.75 | -0.98 | 0.21 | 1.45 | 0.38 | 0.70 | 3.43 |
| Standard Deviation(%) | NA | 24.92 | 20.94 | 27.76 | NA | NA | NA | … | … | 12.15 | 24.96 | 19.15 | 26.87 | 41.09 | 19.53 | 11.79 | 11.41 | 11.47 | 12.02 |
| Draw Down(%) | NA | 18.72 | 18.72 | 56.36 | NA | NA | NA | … | … | 4.48 | 18.72 | 17.19 | 24.97 | 49.34 | 13.28 | 9.49 | 8.16 | 9.42 | 3.30 |
| Yield(%) | 0.00 | 0.28 | 1.63 | 0.67 | 0.77 | 0.51 | 0.38 | … | … | 0.00 | 0.30 | 3.00 | 0.63 | 0.20 | 0.38 | 0.18 | 0.56 | 0.57 | 0.42 |
Data as of 04/13/2012, Common starting date is 08/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OADEX (Old Mutual Analytic US Long/Short A) |
-14.53%
Jun 2007 – Jun 2010 |
-5.84%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OADEX (Old Mutual Analytic US Long/Short A) |
21.07%
Feb 2009 – Feb 2012 |
5.42%
Sep 2003 – Sep 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart