Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OISLX (Old Mutual Analytic U.S. Long/Short Inst) | NA | 7.91% | 16.35% | -1.69% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 12/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OISLX (Old Mutual Analytic U.S. Long/Short Inst) | 12/28/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.34 | 7.91 | 16.35 | -1.69 | NA | NA | NA | … | … | 11.45 | 2.97 | 9.13 | 20.75 | -39.22 | 7.59 | -0.37 |
| Sharpe Ratio | NA | 0.32 | 0.78 | -0.08 | NA | NA | NA | … | … | 3.85 | 0.12 | 0.47 | 0.77 | -0.98 | 0.24 | NA |
| Standard Deviation(%) | NA | 24.88 | 20.92 | 27.72 | NA | NA | NA | … | … | 12.19 | 24.95 | 19.20 | 26.78 | 41.04 | 19.44 | 0.00 |
| Draw Down(%) | NA | 18.67 | 18.67 | 55.99 | NA | NA | NA | … | … | 4.44 | 18.67 | 17.04 | 24.95 | 49.10 | 13.00 | 0.37 |
| Yield(%) | 0.00 | 0.82 | 2.38 | 0.98 | 0.52 | 0.35 | 0.26 | … | … | 0.00 | 0.86 | 3.64 | 1.31 | 0.22 | 0.58 | 0.00 |
Data as of 04/13/2012, Common starting date is 12/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OISLX (Old Mutual Analytic U.S. Long/Short Inst) |
-14.09%
Jun 2007 – Jun 2010 |
-1.97%
Jan 2007 – Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OISLX (Old Mutual Analytic U.S. Long/Short Inst) |
21.66%
Feb 2009 – Feb 2012 |
-0.60%
Mar 2007 – Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart