Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBLVX (Optimum Large Cap Value B) | NA | 9.93% | 15.63% | 12.88% | 6.23% | NA | NA | … | … |
Data as of 11/06/2014, Common starting date is 07/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBLVX (Optimum Large Cap Value 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 (%) | 0.70 | 9.93 | 15.63 | 12.88 | 6.23 | NA | NA | … | … | 4.57 | 31.43 | 15.14 | -1.13 | 11.82 | 25.61 | -37.92 | 3.53 | 17.95 | 4.78 | 12.97 | 13.96 |
| Sharpe Ratio | NA | 0.92 | 1.24 | 0.80 | 0.25 | NA | NA | … | … | 0.49 | 2.85 | 1.16 | -0.05 | 0.66 | 0.91 | -0.95 | 0.03 | 1.51 | 0.28 | 1.23 | 3.69 |
| Standard Deviation(%) | NA | 10.73 | 12.73 | 16.04 | 20.52 | NA | NA | … | … | 10.88 | 11.03 | 13.11 | 23.20 | 17.81 | 28.13 | 40.73 | 15.45 | 9.74 | 9.36 | 9.76 | 9.19 |
| Draw Down(%) | NA | 7.97 | 11.36 | 20.09 | 57.24 | NA | NA | … | … | 7.97 | 5.70 | 11.36 | 20.09 | 16.20 | 28.59 | 49.46 | 10.74 | 7.76 | 5.59 | 6.24 | 4.06 |
| Yield(%) | 0.00 | 0.67 | 0.82 | 0.76 | 2.04 | 1.72 | 1.29 | … | … | 0.47 | 0.22 | 1.55 | 0.14 | 0.68 | 1.56 | 1.27 | 5.48 | 2.36 | 4.63 | 1.41 | 0.19 |
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 |
|---|---|---|---|---|
| OBLVX (Optimum Large Cap Value B) |
-15.85%
Feb 2006 – Feb 2009 |
-6.79%
Feb 2004 – Feb 2009 |
5.92%
Jan 2004 – Jan 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBLVX (Optimum Large Cap Value B) |
23.93%
Feb 2009 – Feb 2012 |
20.94%
Feb 2009 – Feb 2014 |
7.00%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart