Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMMZX (Old Mutual Asset Allocation Mod Gr Z ) | NA | 3.93% | 16.91% | 0.89% | 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 |
|---|---|---|
| OMMZX (Old Mutual Asset Allocation Mod Gr 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 (%) | 0.97 | 3.93 | 16.91 | 0.89 | NA | NA | NA | … | … | 9.06 | -0.16 | 12.24 | 26.58 | -34.77 | 8.72 | 12.08 |
| Sharpe Ratio | NA | 0.20 | 1.00 | 0.01 | NA | NA | NA | … | … | 3.65 | -0.01 | 0.84 | 1.15 | -1.14 | 0.41 | 1.13 |
| Standard Deviation(%) | NA | 19.66 | 16.83 | 21.64 | NA | NA | NA | … | … | 9.88 | 19.67 | 14.50 | 22.97 | 31.25 | 14.08 | 10.23 |
| Draw Down(%) | NA | 17.50 | 17.50 | 50.82 | NA | NA | NA | … | … | 3.88 | 17.50 | 12.09 | 22.64 | 44.91 | 9.85 | 10.29 |
| Yield(%) | 0.00 | 1.63 | 2.63 | 3.36 | 2.20 | 1.46 | 1.10 | … | … | 0.00 | 1.69 | 1.65 | 3.17 | 6.60 | 6.40 | 2.62 |
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 |
|---|---|---|---|---|
| OMMZX (Old Mutual Asset Allocation Mod Gr Z ) |
-8.99%
Apr 2006 – Apr 2009 |
-0.08%
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 |
|---|---|---|---|---|
| OMMZX (Old Mutual Asset Allocation Mod Gr Z ) |
21.55%
Feb 2009 – Feb 2012 |
3.71%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart