Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMXIX (Old Mutual International Equity Inst ) | NA | -9.68% | 13.31% | -6.96% | 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 |
|---|---|---|
| OMXIX (Old Mutual International Equity Inst ) | 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 (%) | -0.84 | -9.68 | 13.31 | -6.96 | NA | NA | NA | … | … | 6.89 | -11.01 | 10.36 | 22.97 | -47.08 | 12.63 | 21.40 |
| Sharpe Ratio | NA | -0.36 | 0.60 | -0.27 | NA | NA | NA | … | … | 1.63 | -0.42 | 0.54 | 0.87 | -1.17 | 0.50 | 1.26 |
| Standard Deviation(%) | NA | 26.63 | 22.23 | 27.90 | NA | NA | NA | … | … | 16.31 | 26.59 | 18.86 | 26.16 | 40.78 | 19.32 | 14.79 |
| Draw Down(%) | NA | 24.82 | 24.82 | 64.50 | NA | NA | NA | … | … | 5.90 | 24.82 | 17.37 | 27.94 | 56.26 | 14.01 | 17.42 |
| Yield(%) | 0.00 | 3.43 | 3.66 | 1.44 | 1.37 | 0.92 | 0.69 | … | … | 0.00 | 3.57 | 2.11 | 2.40 | 1.37 | 0.80 | 4.43 |
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 |
|---|---|---|---|---|
| OMXIX (Old Mutual International Equity Inst ) |
-17.45%
Jun 2007 – Jun 2010 |
-6.37%
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 |
|---|---|---|---|---|
| OMXIX (Old Mutual International Equity Inst ) |
19.03%
Feb 2009 – Feb 2012 |
0.60%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart