Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMXAX (Old Mutual International Equity A) | NA | -6.89% | 14.11% | -6.76% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 01/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMXAX (Old Mutual International Equity A) | 01/06/2006 | 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 (%) | -0.85 | -6.89 | 14.11 | -6.76 | NA | NA | NA | … | … | 6.77 | -8.23 | 9.81 | 22.27 | -47.29 | 12.02 | 20.76 |
| Sharpe Ratio | NA | -0.26 | 0.63 | -0.26 | NA | NA | NA | … | … | 1.61 | -0.31 | 0.51 | 0.85 | -1.18 | 0.47 | 1.21 |
| Standard Deviation(%) | NA | 26.88 | 22.39 | 27.95 | NA | NA | NA | … | … | 16.22 | 27.01 | 19.00 | 26.22 | 40.62 | 19.20 | 14.76 |
| Draw Down(%) | NA | 25.08 | 25.08 | 64.75 | NA | NA | NA | … | … | 5.80 | 25.08 | 17.38 | 28.06 | 56.37 | 14.04 | 17.45 |
| Yield(%) | 0.00 | 2.83 | 2.85 | 1.12 | 1.15 | 0.77 | 0.58 | … | … | 0.00 | 2.94 | 1.54 | 1.77 | 0.80 | 0.88 | 4.39 |
Data as of 04/13/2012, Common starting date is 01/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMXAX (Old Mutual International Equity A) |
-17.88%
Jun 2007 – Jun 2010 |
-6.16%
Dec 2006 – Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMXAX (Old Mutual International Equity A) |
19.83%
Feb 2009 – Feb 2012 |
0.12%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart