Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMCAX (Old Mutual Asset Allocation Cnsrv A) | NA | 5.23% | 11.35% | 4.46% | 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 |
|---|---|---|
| OMCAX (Old Mutual Asset Allocation Cnsrv 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 (%) | 1.83 | 5.23 | 11.35 | 4.46 | NA | NA | NA | … | … | 5.01 | 2.19 | 8.34 | 18.31 | -13.61 | 7.92 | 7.52 | 4.88 |
| Sharpe Ratio | NA | 0.77 | 1.97 | 0.51 | NA | NA | NA | … | … | 3.72 | 0.33 | 1.73 | 2.33 | -1.30 | 0.95 | 0.91 | 0.84 |
| Standard Deviation(%) | NA | 6.72 | 5.72 | 7.50 | NA | NA | NA | … | … | 5.09 | 6.47 | 4.78 | 7.83 | 11.10 | 5.18 | 4.64 | 3.61 |
| Draw Down(%) | NA | 5.80 | 5.80 | 21.81 | NA | NA | NA | … | … | 1.18 | 5.80 | 3.71 | 8.91 | 21.70 | 3.56 | 4.21 | 2.75 |
| Yield(%) | 0.00 | 2.13 | 3.96 | 4.29 | 2.92 | 1.95 | 1.46 | … | … | 0.00 | 2.17 | 4.27 | 5.02 | 6.79 | 5.37 | 3.04 | 1.83 |
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 |
|---|---|---|---|---|
| OMCAX (Old Mutual Asset Allocation Cnsrv A) |
-2.29%
Feb 2006 – Feb 2009 |
3.91%
Nov 2006 – Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMCAX (Old Mutual Asset Allocation Cnsrv A) |
12.73%
Feb 2009 – Feb 2012 |
5.62%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart