Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMBCX (Old Mutual Asset Allocation Balanced C) | NA | 3.60% | 13.81% | 1.88% | 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 |
|---|---|---|
| OMBCX (Old Mutual Asset Allocation Balanced C) | 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 (%) | 1.07 | 3.60 | 13.81 | 1.88 | NA | NA | NA | … | … | 6.91 | 0.18 | 9.64 | 23.36 | -26.84 | 7.73 | 10.88 | 7.00 |
| Sharpe Ratio | NA | 0.25 | 1.12 | 0.08 | NA | NA | NA | … | … | 3.48 | 0.01 | 0.91 | 1.38 | -1.26 | 0.45 | 0.97 | 0.87 |
| Standard Deviation(%) | NA | 14.23 | 12.25 | 15.48 | NA | NA | NA | … | … | 7.67 | 14.19 | 10.53 | 16.82 | 21.92 | 10.40 | 7.88 | 6.14 |
| Draw Down(%) | NA | 13.10 | 13.10 | 40.35 | NA | NA | NA | … | … | 2.90 | 13.10 | 9.12 | 17.50 | 35.89 | 7.59 | 8.18 | 4.52 |
| Yield(%) | 0.00 | 0.90 | 2.10 | 3.27 | 2.25 | 1.50 | 1.13 | … | … | 0.00 | 0.92 | 1.98 | 2.84 | 5.48 | 7.15 | 2.57 | 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 |
|---|---|---|---|---|
| OMBCX (Old Mutual Asset Allocation Balanced C) |
-8.87%
Feb 2006 – Feb 2009 |
1.14%
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 |
|---|---|---|---|---|
| OMBCX (Old Mutual Asset Allocation Balanced C) |
17.31%
Feb 2009 – Feb 2012 |
3.99%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart