Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBIEX (Optimum International B) | NA | -4.61% | 6.68% | 4.14% | 3.41% | NA | NA | … | … |
Data as of 11/06/2014, Common starting date is 07/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBIEX (Optimum International 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 (%) | 0.17 | -4.61 | 6.68 | 4.14 | 3.41 | NA | NA | … | … | -6.80 | 20.39 | 11.45 | -10.37 | 6.16 | 27.53 | -43.44 | 7.87 | 28.19 | 10.70 | 16.48 | 19.60 |
| Sharpe Ratio | NA | -0.40 | 0.45 | 0.22 | 0.11 | NA | NA | … | … | -0.66 | 1.67 | 0.71 | -0.40 | 0.30 | 1.00 | -1.02 | 0.27 | 1.79 | 0.86 | 1.18 | 4.40 |
| Standard Deviation(%) | NA | 11.65 | 14.59 | 18.38 | 22.31 | NA | NA | … | … | 11.99 | 12.19 | 16.09 | 26.18 | 20.47 | 27.32 | 43.24 | 18.03 | 13.93 | 9.95 | 13.12 | 11.24 |
| Draw Down(%) | NA | 13.40 | 15.51 | 23.88 | 61.06 | NA | NA | … | … | 13.40 | 9.54 | 15.51 | 23.65 | 18.54 | 27.37 | 54.08 | 12.58 | 14.64 | 6.94 | 10.55 | 3.72 |
| Yield(%) | 0.00 | 0.52 | 1.10 | 0.94 | 3.27 | 2.91 | 2.18 | … | … | 0.32 | 0.64 | 1.98 | 0.64 | 0.92 | 1.80 | 3.22 | 6.94 | 5.49 | 6.61 | 1.26 | 0.07 |
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 |
|---|---|---|---|---|
| OBIEX (Optimum International B) |
-16.37%
Feb 2006 – Feb 2009 |
-8.61%
May 2007 – May 2012 |
3.80%
Oct 2004 – Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBIEX (Optimum International B) |
21.51%
Oct 2004 – Oct 2007 |
15.69%
Feb 2009 – Feb 2014 |
5.89%
Sep 2003 – Sep 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart