Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OAK (Oaktree Capital Group LLC) | NA | 30.58% | 14.86% | 6.65% | NA | NA | NA | … | … |
Data as of 10/08/2019, Common starting date is 04/13/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OAK (Oaktree Capital Group LLC) | 04/13/2012 | 10/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.58 | 14.86 | 6.65 | NA | NA | NA | … | … | 34.70 | 1.45 | 20.30 | -17.28 | -4.22 | -6.42 | 41.22 | 14.97 |
| Sharpe Ratio | NA | 1.55 | 0.83 | 0.31 | NA | NA | NA | … | … | 2.57 | 0.01 | 1.36 | -0.74 | -0.20 | -0.31 | 2.08 | 0.91 |
| Standard Deviation(%) | NA | 18.75 | 16.68 | 19.46 | NA | NA | NA | … | … | 17.79 | 17.30 | 14.50 | 23.68 | 20.92 | 20.77 | 19.76 | 23.78 |
| Draw Down(%) | NA | 6.89 | 15.47 | 28.51 | NA | NA | NA | … | … | 4.77 | 13.82 | 12.62 | 21.37 | 16.68 | 23.44 | 11.10 | 15.22 |
| Yield(%) | 0.00 | 5.99 | 6.96 | 5.22 | 5.32 | 3.55 | 2.66 | … | … | 4.48 | 6.87 | 8.35 | 4.66 | 3.87 | 5.45 | 10.35 | 4.55 |
Data as of 10/08/2019, Common starting date is 04/13/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OAK (Oaktree Capital Group LLC) |
-9.49%
Dec 2013 – Dec 2016 |
-1.98%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OAK (Oaktree Capital Group LLC) |
23.13%
Jul 2012 – Jul 2015 |
12.54%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart