Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OIRAX (Old Mutual Dwight S/T Fixed Income A) | NA | 1.91% | 2.84% | 2.97% | 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 |
|---|---|---|
| OIRAX (Old Mutual Dwight S/T Fixed Income A) | 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 (%) | 0.10 | 1.91 | 2.84 | 2.97 | NA | NA | NA | … | … | 0.63 | 1.41 | 2.06 | 6.48 | -0.07 | 5.63 | 4.06 | 1.43 | 1.64 | 1.00 |
| Sharpe Ratio | NA | 1.63 | 1.77 | 1.02 | NA | NA | NA | … | … | 2.06 | 1.12 | 1.37 | 2.72 | -0.27 | 1.46 | 0.52 | -0.56 | 0.72 | 2.51 |
| Standard Deviation(%) | NA | 1.16 | 1.57 | 2.29 | NA | NA | NA | … | … | 1.07 | 1.23 | 1.44 | 2.34 | 3.74 | 1.80 | 1.48 | 1.34 | 0.96 | 0.79 |
| Draw Down(%) | NA | 0.52 | 0.96 | 4.96 | NA | NA | NA | … | … | 0.30 | 0.52 | 0.96 | 1.12 | 4.96 | 0.51 | 0.51 | 0.92 | 0.66 | 0.00 |
| Yield(%) | 0.00 | 1.48 | 1.81 | 2.54 | 2.27 | 1.52 | 1.14 | … | … | 0.23 | 1.51 | 1.65 | 2.78 | 3.62 | 3.78 | 3.36 | 2.22 | 2.82 | 0.99 |
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 |
|---|---|---|---|---|
| OIRAX (Old Mutual Dwight S/T Fixed Income A) |
2.28%
Sep 2003 – Sep 2006 |
2.17%
Nov 2003 – Nov 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OIRAX (Old Mutual Dwight S/T Fixed Income A) |
4.22%
Nov 2006 – Nov 2009 |
3.82%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart