Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMZRX (Old Mutual Copper Rock Emerging Gr Z ) | NA | -1.55% | 21.64% | 0.32% | 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 |
|---|---|---|
| OMZRX (Old Mutual Copper Rock Emerging 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 (%) | -0.08 | -1.55 | 21.64 | 0.32 | NA | NA | NA | … | … | 13.37 | -3.98 | 26.98 | 30.00 | -48.22 | 16.73 | 1.91 |
| Sharpe Ratio | NA | -0.05 | 0.81 | -0.01 | NA | NA | NA | … | … | 3.44 | -0.12 | 1.19 | 1.00 | -1.26 | 0.70 | -0.06 |
| Standard Deviation(%) | NA | 32.89 | 26.69 | 29.82 | NA | NA | NA | … | … | 16.31 | 33.69 | 22.63 | 30.04 | 38.85 | 19.36 | 18.82 |
| Draw Down(%) | NA | 28.99 | 28.99 | 62.59 | NA | NA | NA | … | … | 5.86 | 28.99 | 19.70 | 23.31 | 57.57 | 13.11 | 19.98 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.18 | 0.64 | 0.43 | 0.32 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.35 | 0.00 |
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 |
|---|---|---|---|---|
| OMZRX (Old Mutual Copper Rock Emerging Gr Z ) |
-15.17%
Apr 2006 – Apr 2009 |
-0.85%
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 |
|---|---|---|---|---|
| OMZRX (Old Mutual Copper Rock Emerging Gr Z ) |
27.61%
Feb 2009 – Feb 2012 |
4.34%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart