Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMCGX (Old Mutual Asset Allocation Growth C) | NA | 1.07% | 17.42% | -2.04% | 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 |
|---|---|---|
| OMCGX (Old Mutual Asset Allocation Growth 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 (%) | 0.55 | 1.07 | 17.42 | -2.04 | NA | NA | NA | … | … | 9.52 | -2.84 | 12.78 | 29.31 | -42.65 | 6.75 | 16.82 | 12.27 |
| Sharpe Ratio | NA | 0.04 | 0.82 | -0.10 | NA | NA | NA | … | … | 3.09 | -0.12 | 0.70 | 1.05 | -1.09 | 0.21 | 1.12 | 1.14 |
| Standard Deviation(%) | NA | 24.87 | 21.05 | 27.19 | NA | NA | NA | … | … | 12.32 | 24.85 | 18.20 | 27.70 | 39.70 | 17.60 | 12.17 | 9.62 |
| Draw Down(%) | NA | 22.07 | 22.07 | 59.59 | NA | NA | NA | … | … | 4.94 | 22.07 | 14.97 | 26.44 | 52.91 | 12.19 | 12.59 | 6.91 |
| Yield(%) | 0.00 | 0.16 | 0.66 | 2.38 | 1.84 | 1.23 | 0.92 | … | … | 0.00 | 0.16 | 0.00 | 1.62 | 4.77 | 6.80 | 2.03 | 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 |
|---|---|---|---|---|
| OMCGX (Old Mutual Asset Allocation Growth C) |
-17.39%
Feb 2006 – Feb 2009 |
-3.07%
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 |
|---|---|---|---|---|
| OMCGX (Old Mutual Asset Allocation Growth C) |
23.33%
Feb 2009 – Feb 2012 |
2.02%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart