Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMGZX (Old Mutual Asset Allocation Growth Z ) | NA | 1.97% | 18.59% | -1.06% | 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 |
|---|---|---|
| OMGZX (Old Mutual Asset Allocation Growth 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 (%) | 0.60 | 1.97 | 18.59 | -1.06 | NA | NA | NA | … | … | 9.90 | -2.06 | 14.05 | 30.51 | -42.06 | 7.87 | 13.58 |
| Sharpe Ratio | NA | 0.08 | 0.88 | -0.06 | NA | NA | NA | … | … | 3.26 | -0.08 | 0.77 | 1.09 | -1.08 | 0.28 | 1.09 |
| Standard Deviation(%) | NA | 24.82 | 21.05 | 27.19 | NA | NA | NA | … | … | 12.19 | 24.88 | 18.08 | 27.84 | 39.68 | 17.54 | 12.33 |
| Draw Down(%) | NA | 21.67 | 21.67 | 59.06 | NA | NA | NA | … | … | 4.93 | 21.67 | 14.84 | 26.31 | 52.53 | 12.07 | 12.51 |
| Yield(%) | 0.00 | 1.31 | 2.04 | 2.67 | 1.77 | 1.18 | 0.88 | … | … | 0.00 | 1.37 | 0.85 | 2.71 | 4.61 | 6.28 | 1.97 |
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 |
|---|---|---|---|---|
| OMGZX (Old Mutual Asset Allocation Growth Z ) |
-12.72%
Apr 2006 – Apr 2009 |
-2.07%
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 |
|---|---|---|---|---|
| OMGZX (Old Mutual Asset Allocation Growth Z ) |
24.45%
Feb 2009 – Feb 2012 |
2.52%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart