Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OARTX (Old Mutual Heitman REIT A) | NA | 9.62% | 11.41% | 13.25% | 5.57% | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 10/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OARTX (Old Mutual Heitman REIT A) | 10/13/2003 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.62 | 11.41 | 13.25 | 5.57 | NA | NA | … | … | 9.44 | 0.05 | 16.33 | 9.94 | 24.49 | 25.95 | -39.73 | -18.17 | 31.53 | 12.00 | 34.70 | 3.74 |
| Sharpe Ratio | NA | 1.28 | 0.75 | 0.62 | 0.13 | NA | NA | … | … | 1.62 | 0.00 | 1.19 | 0.33 | 0.87 | 0.40 | -0.55 | -0.80 | 1.90 | 0.65 | 2.02 | 2.00 |
| Standard Deviation(%) | NA | 7.51 | 13.67 | 21.18 | 36.61 | NA | NA | … | … | 6.54 | 15.69 | 13.81 | 30.23 | 27.98 | 64.85 | 73.11 | 26.71 | 14.96 | 15.21 | 16.67 | 8.83 |
| Draw Down(%) | NA | 3.27 | 17.62 | 23.18 | 74.39 | NA | NA | … | … | 3.16 | 17.62 | 9.38 | 23.18 | 17.49 | 40.90 | 63.00 | 29.86 | 9.53 | 10.90 | 17.86 | 3.88 |
| Yield(%) | 0.00 | 10.93 | 5.38 | 4.72 | 7.36 | 6.40 | 4.80 | … | … | 2.69 | 9.28 | 1.14 | 0.56 | 1.42 | 2.55 | 1.59 | 23.16 | 12.41 | 13.02 | 11.27 | 2.66 |
Data as of 11/20/2014, Common starting date is 10/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OARTX (Old Mutual Heitman REIT A) |
-26.61%
Mar 2006 – Mar 2009 |
-9.71%
Mar 2004 – Mar 2009 |
5.80%
Oct 2004 – Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OARTX (Old Mutual Heitman REIT A) |
40.42%
Mar 2009 – Mar 2012 |
26.95%
Feb 2009 – Feb 2014 |
8.29%
Apr 2004 – Apr 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart