Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMBZX (Old Mutual Asset Allocation Balanced Z ) | NA | 4.50% | 14.77% | 2.81% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 03/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMBZX (Old Mutual Asset Allocation Balanced Z ) | 03/08/2006 | 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 (%) | 1.16 | 4.50 | 14.77 | 2.81 | NA | NA | NA | … | … | 7.09 | 0.88 | 10.71 | 24.66 | -26.10 | 8.85 | 9.79 |
| Sharpe Ratio | NA | 0.31 | 1.20 | 0.14 | NA | NA | NA | … | … | 3.57 | 0.06 | 1.00 | 1.45 | -1.22 | 0.56 | 1.10 |
| Standard Deviation(%) | NA | 14.24 | 12.26 | 15.54 | NA | NA | NA | … | … | 7.69 | 14.19 | 10.58 | 16.95 | 22.01 | 10.41 | 7.98 |
| Draw Down(%) | NA | 12.82 | 12.82 | 39.54 | NA | NA | NA | … | … | 2.81 | 12.82 | 8.86 | 17.34 | 35.32 | 7.56 | 8.15 |
| Yield(%) | 0.00 | 1.65 | 3.16 | 4.00 | 2.59 | 1.73 | 1.29 | … | … | 0.00 | 1.69 | 3.00 | 3.92 | 6.93 | 7.42 | 3.48 |
Data as of 04/13/2012, Common starting date is 03/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMBZX (Old Mutual Asset Allocation Balanced Z ) |
-4.87%
Apr 2006 – Apr 2009 |
2.12%
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 |
|---|---|---|---|---|
| OMBZX (Old Mutual Asset Allocation Balanced Z ) |
18.42%
Feb 2009 – Feb 2012 |
5.00%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart