Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFDAX (O’Shaughnessy Enhanced Dividend A) | NA | -0.04% | 8.29% | NA | NA | NA | NA | … | … |
Data as of 01/09/2015, Common starting date is 08/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFDAX (O’Shaughnessy Enhanced Dividend A) | 08/17/2010 | 01/09/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.04 | 8.29 | NA | NA | NA | NA | … | … | 0.00 | -2.10 | 16.37 | 11.87 | 2.06 | 9.44 |
| Sharpe Ratio | NA | 0.00 | 0.66 | NA | NA | NA | NA | … | … | 0.00 | -0.20 | 1.48 | 0.77 | 0.09 | 2.03 |
| Standard Deviation(%) | NA | 10.65 | 12.45 | NA | NA | NA | NA | … | … | 0.00 | 10.83 | 11.03 | 15.39 | 23.18 | 13.28 |
| Draw Down(%) | NA | 13.45 | 16.03 | NA | NA | NA | NA | … | … | 0.00 | 13.45 | 9.40 | 16.03 | 18.74 | 7.22 |
| Yield(%) | 0.00 | 4.60 | 4.16 | 3.73 | 1.87 | 1.24 | 0.93 | … | … | 0.00 | 4.58 | 3.39 | 3.23 | 4.15 | 0.79 |
Data as of 01/09/2015, Common starting date is 08/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFDAX (O'Shaughnessy Enhanced Dividend A) |
6.90%
Jan 2011 – Jan 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFDAX (O'Shaughnessy Enhanced Dividend A) |
12.84%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart