Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ohio National Oncore Extra Strategic Asset Allocation – Optimal Moderate | NA | -4.27% | 5.55% | 3.75% | 4.53% | 4.43% | 6.58% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ohio National Oncore Extra Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | -4.27 | 5.55 | 3.75 | 4.53 | 4.43 | 6.58 | … | … | -11.12 | 9.33 | 7.71 | 16.76 | -9.48 | 6.96 | 5.02 | 0.32 | 3.74 | 8.02 | 13.04 | -1.04 | 15.01 | 29.69 | -25.69 | 10.13 | 12.99 | 12.02 | 15.99 | 23.94 | 1.91 | 3.07 |
| Sharpe Ratio | NA | -1.19 | 0.20 | 0.16 | 0.41 | NA | NA | … | … | -1.05 | 1.15 | 0.43 | 2.72 | -1.45 | 1.53 | 0.57 | 0.03 | 0.65 | 1.14 | 1.90 | -0.09 | 1.64 | 1.75 | -1.26 | 0.79 | 1.30 | 1.71 | 2.28 | 4.01 | 0.09 | 0.09 |
| Standard Deviation(%) | NA | 9.43 | 12.19 | 10.25 | 8.88 | NA | NA | … | … | 10.79 | 8.07 | 17.42 | 5.65 | 7.46 | 4.13 | 8.40 | 9.16 | 5.70 | 6.98 | 6.82 | 11.81 | 9.10 | 16.87 | 21.12 | 9.00 | 7.51 | 5.76 | 6.60 | 5.80 | 8.54 | 8.06 |
| Draw Down(%) | NA | 13.12 | 24.08 | 24.08 | 24.08 | NA | NA | … | … | 11.51 | 5.32 | 24.08 | 2.81 | 13.79 | 1.98 | 6.54 | 6.93 | 5.22 | 8.32 | 5.47 | 12.11 | 7.40 | 16.64 | 37.37 | 6.63 | 8.32 | 4.12 | 6.82 | 4.04 | 11.79 | 10.15 |
| Yield(%) | NA | 5.89 | 4.95 | 3.99 | 4.16 | NA | NA | … | … | 1.83 | 6.05 | 3.83 | 4.15 | 4.32 | 0.36 | 2.66 | 5.44 | 3.93 | 6.69 | 4.17 | 4.91 | 3.62 | 3.63 | 5.74 | 9.08 | 6.21 | 6.76 | 3.73 | 4.44 | 3.89 | 5.01 |
Data as of 04/29/2022, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ohio National Oncore Extra Strategic Asset Allocation – Optimal Moderate |
-7.20%
Feb 2006 – Feb 2009 |
-0.36%
Mar 2015 – Mar 2020 |
3.31%
Mar 2010 – Mar 2020 |
4.12%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ohio National Oncore Extra Strategic Asset Allocation – Optimal Moderate |
20.68%
Feb 2009 – Feb 2012 |
16.01%
Oct 2002 – Oct 2007 |
10.06%
Mar 2003 – Mar 2013 |
8.32%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart