Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OSMVX (Old Mutual TS&W Small Cap Value Z ) | NA | 6.81% | 18.08% | 0.40% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 08/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OSMVX (Old Mutual TS&W Small Cap Value Z ) | 08/07/2003 | 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 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.44 | 6.81 | 18.08 | 0.40 | NA | NA | NA | … | … | 7.67 | 3.84 | 16.50 | 20.82 | -32.81 | 1.49 | 19.55 | -1.28 | 30.63 | 24.97 |
| Sharpe Ratio | NA | 0.22 | 0.69 | -0.01 | NA | NA | NA | … | … | 1.89 | 0.12 | 0.71 | 0.67 | -0.82 | -0.09 | 0.96 | -0.18 | 1.98 | 5.18 |
| Standard Deviation(%) | NA | 30.81 | 25.97 | 30.03 | NA | NA | NA | … | … | 15.89 | 31.14 | 23.25 | 30.83 | 40.87 | 19.39 | 16.82 | 19.13 | 14.99 | 14.23 |
| Draw Down(%) | NA | 27.43 | 27.43 | 54.75 | NA | NA | NA | … | … | 6.12 | 27.43 | 20.66 | 28.74 | 46.65 | 13.96 | 12.81 | 11.44 | 9.47 | 4.61 |
| Yield(%) | 0.00 | 5.04 | 2.66 | 4.93 | 7.21 | 4.80 | 3.60 | … | … | 0.00 | 5.18 | 0.00 | 0.22 | 8.01 | 15.35 | 16.67 | 0.00 | 2.11 | 1.04 |
Data as of 04/13/2012, Common starting date is 08/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSMVX (Old Mutual TS&W Small Cap Value Z ) |
-14.39%
Mar 2006 – Mar 2009 |
-3.97%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSMVX (Old Mutual TS&W Small Cap Value Z ) |
24.32%
Feb 2009 – Feb 2012 |
10.59%
Sep 2003 – Sep 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart