Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMMIX (Old Mutual Asset Allocation Mod Gr Instl ) | NA | 3.93% | 16.94% | 0.91% | 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 |
|---|---|---|
| OMMIX (Old Mutual Asset Allocation Mod Gr Instl ) | 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 (%) | 0.98 | 3.93 | 16.94 | 0.91 | NA | NA | NA | … | … | 9.01 | -0.18 | 12.38 | 26.60 | -34.72 | 8.70 | 15.08 | 10.14 |
| Sharpe Ratio | NA | 0.20 | 1.00 | 0.01 | NA | NA | NA | … | … | 3.64 | -0.01 | 0.84 | 1.16 | -1.14 | 0.41 | 1.18 | 1.11 |
| Standard Deviation(%) | NA | 19.75 | 16.92 | 21.68 | NA | NA | NA | … | … | 9.83 | 19.81 | 14.57 | 22.93 | 31.28 | 14.06 | 10.04 | 7.81 |
| Draw Down(%) | NA | 17.52 | 17.52 | 50.87 | NA | NA | NA | … | … | 3.82 | 17.52 | 12.09 | 22.67 | 44.94 | 9.92 | 10.37 | 5.52 |
| Yield(%) | 0.00 | 1.62 | 2.90 | 3.45 | 2.54 | 1.69 | 1.27 | … | … | 0.00 | 1.68 | 2.30 | 3.19 | 6.60 | 6.38 | 2.65 | 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 |
|---|---|---|---|---|
| OMMIX (Old Mutual Asset Allocation Mod Gr Instl ) |
-12.47%
Feb 2006 – Feb 2009 |
-0.06%
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 |
|---|---|---|---|---|
| OMMIX (Old Mutual Asset Allocation Mod Gr Instl ) |
21.58%
Feb 2009 – Feb 2012 |
3.79%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart