Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBDEX (Old Mutual Analytic US Long/Short Z ) | NA | 7.68% | 16.04% | -1.92% | 3.10% | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 11/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBDEX (Old Mutual Analytic US Long/Short Z ) | 11/11/1998 | 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 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.33 | 7.68 | 16.04 | -1.92 | 3.10 | NA | NA | … | … | 11.32 | 2.76 | 8.85 | 20.47 | -39.43 | 7.48 | 20.71 | 6.18 | 9.25 | 29.03 | -25.46 | -6.21 | -9.32 | 20.12 | 9.30 |
| Sharpe Ratio | NA | 0.31 | 0.76 | -0.09 | 0.08 | NA | NA | … | … | 3.81 | 0.11 | 0.46 | 0.76 | -0.98 | 0.23 | 1.49 | 0.35 | 0.72 | 1.70 | -1.00 | -0.43 | -0.60 | 0.95 | 4.90 |
| Standard Deviation(%) | NA | 24.92 | 20.96 | 27.74 | 22.92 | NA | NA | … | … | 12.15 | 25.04 | 19.15 | 26.81 | 41.03 | 19.53 | 11.74 | 11.36 | 11.53 | 16.62 | 26.62 | 19.98 | 22.23 | 17.71 | 18.43 |
| Draw Down(%) | NA | 18.67 | 18.67 | 56.20 | 56.20 | NA | NA | … | … | 4.43 | 18.67 | 17.13 | 24.97 | 49.21 | 13.08 | 9.47 | 8.14 | 9.41 | 13.56 | 35.57 | 22.96 | 14.48 | 11.75 | 4.82 |
| Yield(%) | 0.00 | 0.47 | 1.88 | 0.74 | 0.79 | 1.15 | 0.86 | … | … | 0.00 | 0.49 | 3.09 | 1.03 | 0.21 | 0.24 | 0.36 | 0.26 | 0.76 | 0.55 | 0.69 | 0.64 | 0.65 | 6.94 | 0.30 |
Data as of 04/13/2012, Common starting date is 11/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBDEX (Old Mutual Analytic US Long/Short Z ) |
-15.41%
Mar 2000 – Mar 2003 |
-5.69%
Feb 2004 – Feb 2009 |
-2.89%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBDEX (Old Mutual Analytic US Long/Short Z ) |
21.38%
Feb 2009 – Feb 2012 |
15.96%
Sep 2002 – Sep 2007 |
3.02%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart