Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OTMIX (Old Mutual TS&W Mid-Cap Value I) | NA | 0.71% | 17.46% | NA | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 06/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OTMIX (Old Mutual TS&W Mid-Cap Value I) | 06/06/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | 0.71 | 17.46 | NA | NA | NA | NA | … | … | 5.14 | 4.05 | 14.34 | 24.72 | -34.95 | -2.99 |
| Sharpe Ratio | NA | 0.03 | 0.95 | NA | NA | NA | NA | … | … | 1.96 | 0.18 | 0.84 | 1.08 | -0.99 | -0.46 |
| Standard Deviation(%) | NA | 21.75 | 18.39 | NA | NA | NA | NA | … | … | 9.90 | 21.84 | 16.95 | 22.90 | 35.97 | 17.25 |
| Draw Down(%) | NA | 19.18 | 19.18 | NA | NA | NA | NA | … | … | 4.18 | 19.18 | 12.73 | 21.52 | 47.05 | 12.40 |
| Yield(%) | 0.00 | 6.97 | 4.25 | 1.62 | 0.81 | 0.54 | 0.41 | … | … | 0.00 | 7.51 | 0.72 | 0.70 | 0.37 | 0.06 |
Data as of 04/13/2012, Common starting date is 06/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTMIX (Old Mutual TS&W Mid-Cap Value I) |
-6.82%
Aug 2007 – Aug 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTMIX (Old Mutual TS&W Mid-Cap Value I) |
21.14%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart