Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMCZX (Old Mutual Asset Allocation Cnsrv Z ) | NA | 5.36% | 11.59% | 4.71% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 03/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMCZX (Old Mutual Asset Allocation Cnsrv Z ) | 03/07/2006 | 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 (%) | 1.74 | 5.36 | 11.59 | 4.71 | NA | NA | NA | … | … | 4.91 | 2.51 | 8.50 | 18.75 | -13.43 | 8.15 | 6.85 |
| Sharpe Ratio | NA | 0.80 | 2.01 | 0.54 | NA | NA | NA | … | … | 3.72 | 0.39 | 1.72 | 2.40 | -1.29 | 0.99 | 1.06 |
| Standard Deviation(%) | NA | 6.66 | 5.73 | 7.48 | NA | NA | NA | … | … | 4.98 | 6.44 | 4.89 | 7.77 | 11.08 | 5.20 | 4.75 |
| Draw Down(%) | NA | 5.80 | 5.80 | 21.63 | NA | NA | NA | … | … | 1.18 | 5.80 | 3.61 | 8.58 | 21.60 | 3.47 | 4.12 |
| Yield(%) | 0.00 | 2.34 | 4.10 | 4.51 | 2.77 | 1.85 | 1.39 | … | … | 0.00 | 2.38 | 4.52 | 5.29 | 7.13 | 5.50 | 3.27 |
Data as of 04/13/2012, Common starting date is 03/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMCZX (Old Mutual Asset Allocation Cnsrv Z ) |
-0.20%
Apr 2006 – Apr 2009 |
4.17%
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 |
|---|---|---|---|---|
| OMCZX (Old Mutual Asset Allocation Cnsrv Z ) |
13.00%
Feb 2009 – Feb 2012 |
5.89%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart