Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMABX (Old Mutual Asset Allocation Balanced A) | NA | 4.21% | 14.55% | 2.57% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMABX (Old Mutual Asset Allocation Balanced A) | 01/26/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | 4.21 | 14.55 | 2.57 | NA | NA | NA | … | … | 7.00 | 0.77 | 10.32 | 24.38 | -26.29 | 8.56 | 11.70 | 6.99 |
| Sharpe Ratio | NA | 0.30 | 1.19 | 0.13 | NA | NA | NA | … | … | 3.54 | 0.05 | 0.97 | 1.44 | -1.24 | 0.53 | 1.08 | 0.86 |
| Standard Deviation(%) | NA | 14.06 | 12.20 | 15.48 | NA | NA | NA | … | … | 7.65 | 14.01 | 10.58 | 16.90 | 21.96 | 10.42 | 7.80 | 6.14 |
| Draw Down(%) | NA | 12.90 | 12.90 | 39.73 | NA | NA | NA | … | … | 2.90 | 12.90 | 8.93 | 17.36 | 35.46 | 7.57 | 8.08 | 4.52 |
| Yield(%) | 0.00 | 1.46 | 2.89 | 3.82 | 2.68 | 1.79 | 1.34 | … | … | 0.00 | 1.50 | 2.73 | 3.65 | 6.56 | 7.38 | 3.26 | 0.00 |
Data as of 04/13/2012, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMABX (Old Mutual Asset Allocation Balanced A) |
-8.19%
Feb 2006 – Feb 2009 |
1.85%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMABX (Old Mutual Asset Allocation Balanced A) |
18.12%
Feb 2009 – Feb 2012 |
4.73%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart