Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OIRCX (Old Mutual Dwight S/T Fixed Income C) | NA | 1.33% | 2.38% | 2.47% | 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 |
|---|---|---|
| OIRCX (Old Mutual Dwight S/T Fixed Income 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 (%) | 0.00 | 1.33 | 2.38 | 2.47 | NA | NA | NA | … | … | 0.55 | 0.86 | 1.69 | 5.94 | -0.44 | 4.89 | 3.54 | 0.95 | 1.13 | 0.83 |
| Sharpe Ratio | NA | 1.27 | 1.59 | 0.83 | NA | NA | NA | … | … | 2.13 | 0.70 | 1.20 | 2.70 | -0.37 | 1.07 | 0.18 | -0.96 | 0.21 | 2.35 |
| Standard Deviation(%) | NA | 1.03 | 1.46 | 2.22 | NA | NA | NA | … | … | 0.90 | 1.19 | 1.34 | 2.17 | 3.72 | 1.74 | 1.39 | 1.27 | 0.87 | 0.66 |
| Draw Down(%) | NA | 0.52 | 0.91 | 5.04 | NA | NA | NA | … | … | 0.40 | 0.52 | 0.91 | 1.12 | 5.04 | 0.60 | 0.51 | 0.96 | 0.75 | 0.00 |
| Yield(%) | 0.00 | 1.03 | 1.35 | 2.07 | 1.87 | 1.24 | 0.93 | … | … | 0.15 | 1.06 | 1.19 | 2.26 | 3.06 | 3.37 | 2.86 | 1.75 | 2.32 | 0.83 |
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 |
|---|---|---|---|---|
| OIRCX (Old Mutual Dwight S/T Fixed Income C) |
1.79%
Sep 2003 – Sep 2006 |
1.65%
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 |
|---|---|---|---|---|
| OIRCX (Old Mutual Dwight S/T Fixed Income C) |
3.68%
Nov 2006 – Nov 2009 |
3.27%
Sep 2005 – Sep 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart