Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCIRX (Old Mutual Dwight Interm Fixed Inc C) | NA | 7.78% | 6.59% | 5.60% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 08/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCIRX (Old Mutual Dwight Interm Fixed Inc C) | 08/13/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 7.78 | 6.59 | 5.60 | NA | NA | NA | … | … | 0.82 | 7.66 | 4.75 | 9.04 | 2.25 | 4.30 | 3.42 | 0.97 | 4.12 | 3.70 |
| Sharpe Ratio | NA | 1.94 | 1.96 | 1.30 | NA | NA | NA | … | … | 1.31 | 1.82 | 1.74 | 2.61 | 0.25 | 0.42 | 0.05 | -0.57 | 1.16 | 2.35 |
| Standard Deviation(%) | NA | 4.00 | 3.34 | 3.82 | NA | NA | NA | … | … | 2.20 | 4.19 | 2.69 | 3.43 | 5.37 | 3.02 | 2.47 | 2.12 | 2.72 | 3.94 |
| Draw Down(%) | NA | 1.34 | 2.60 | 4.93 | NA | NA | NA | … | … | 0.81 | 1.34 | 2.60 | 1.30 | 4.93 | 1.98 | 1.60 | 1.96 | 2.77 | 1.16 |
| Yield(%) | 0.00 | 4.53 | 5.29 | 5.14 | 3.86 | 2.57 | 1.93 | … | … | 0.20 | 4.74 | 7.46 | 4.17 | 6.54 | 3.59 | 3.52 | 2.32 | 4.45 | 1.60 |
Data as of 04/13/2012, Common starting date is 08/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCIRX (Old Mutual Dwight Interm Fixed Inc C) |
2.16%
Oct 2005 – Oct 2008 |
2.38%
Oct 2003 – Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCIRX (Old Mutual Dwight Interm Fixed Inc C) |
7.44%
Oct 2008 – Oct 2011 |
5.79%
Jan 2007 – Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart