Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBFIX (Optimum Fixed Income B) | NA | 3.64% | 2.28% | 4.48% | 4.44% | NA | NA | … | … |
Data as of 11/06/2014, Common starting date is 07/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBFIX (Optimum Fixed Income B) | 07/24/2003 | 11/06/2014 |
| 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 (%) | -0.10 | 3.64 | 2.28 | 4.48 | 4.44 | NA | NA | … | … | 4.23 | -3.43 | 5.89 | 6.06 | 8.60 | 24.78 | -9.50 | 5.07 | 4.78 | 0.00 | 5.17 | 4.06 |
| Sharpe Ratio | NA | 1.64 | 0.85 | 1.49 | 0.98 | NA | NA | … | … | 2.33 | -1.06 | 2.36 | 1.86 | 2.49 | 5.81 | -1.81 | 0.65 | 0.53 | -0.76 | 1.14 | 0.67 |
| Standard Deviation(%) | NA | 2.20 | 2.73 | 2.97 | 3.52 | NA | NA | … | … | 2.13 | 3.26 | 2.49 | 3.24 | 3.42 | 4.25 | 5.75 | 3.15 | 2.83 | 2.87 | 3.70 | 13.11 |
| Draw Down(%) | NA | 1.13 | 6.77 | 6.77 | 12.96 | NA | NA | … | … | 1.13 | 6.77 | 1.30 | 2.52 | 3.48 | 3.56 | 12.96 | 2.08 | 2.13 | 3.01 | 4.35 | 6.42 |
| Yield(%) | 0.00 | 1.39 | 2.77 | 3.57 | 3.64 | 2.71 | 2.03 | … | … | 0.70 | 1.36 | 3.36 | 4.33 | 3.51 | 7.64 | 4.78 | 4.44 | 3.26 | 2.33 | 2.84 | 0.53 |
Data as of 11/06/2014, Common starting date is 07/24/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFIX (Optimum Fixed Income B) |
-0.39%
Feb 2006 – Feb 2009 |
0.62%
Feb 2004 – Feb 2009 |
4.37%
Mar 2004 – Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFIX (Optimum Fixed Income B) |
13.45%
Feb 2009 – Feb 2012 |
8.47%
Feb 2009 – Feb 2014 |
4.86%
May 2004 – May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart