Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMXZX (Old Mutual International Equity Z ) | NA | -9.83% | 13.05% | -7.18% | 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 |
|---|---|---|
| OMXZX (Old Mutual International Equity Z ) | 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 | -9.83 | 13.05 | -7.18 | NA | NA | NA | … | … | 6.88 | -11.24 | 10.16 | 22.61 | -47.21 | 12.32 | 21.06 |
| Sharpe Ratio | NA | -0.37 | 0.58 | -0.28 | NA | NA | NA | … | … | 1.63 | -0.42 | 0.53 | 0.86 | -1.18 | 0.49 | 1.23 |
| Standard Deviation(%) | NA | 26.63 | 22.30 | 27.94 | NA | NA | NA | … | … | 16.33 | 26.67 | 18.97 | 26.30 | 40.78 | 19.21 | 14.80 |
| Draw Down(%) | NA | 24.97 | 24.97 | 64.66 | NA | NA | NA | … | … | 5.90 | 24.97 | 17.41 | 28.02 | 56.29 | 13.98 | 17.44 |
| Yield(%) | 0.00 | 3.04 | 3.16 | 1.26 | 1.24 | 0.83 | 0.62 | … | … | 0.00 | 3.16 | 1.79 | 1.99 | 1.16 | 0.80 | 4.29 |
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 |
|---|---|---|---|---|
| OMXZX (Old Mutual International Equity Z ) |
-17.67%
Jun 2007 – Jun 2010 |
-6.60%
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 |
|---|---|---|---|---|
| OMXZX (Old Mutual International Equity Z ) |
18.77%
Feb 2009 – Feb 2012 |
0.35%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart