Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANCEX (Old Mutual Analytic C ) | NA | 6.32% | 9.26% | -6.11% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 03/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANCEX (Old Mutual Analytic C ) | 03/31/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.05 | 6.32 | 9.26 | -6.11 | NA | NA | NA | … | … | 4.82 | 7.12 | 5.34 | 3.65 | -34.39 | -4.53 | 7.58 | 6.76 |
| Sharpe Ratio | NA | 0.34 | 0.64 | -0.35 | NA | NA | NA | … | … | 2.10 | 0.38 | 0.38 | 0.26 | -1.20 | -0.52 | 0.50 | 0.92 |
| Standard Deviation(%) | NA | 18.54 | 14.47 | 19.02 | NA | NA | NA | … | … | 8.64 | 18.46 | 13.65 | 13.81 | 29.22 | 14.46 | 8.60 | 7.30 |
| Draw Down(%) | NA | 14.07 | 14.07 | 49.70 | NA | NA | NA | … | … | 3.00 | 14.07 | 10.75 | 12.43 | 40.73 | 15.49 | 7.25 | 3.73 |
| Yield(%) | 0.00 | 0.48 | 0.20 | 0.37 | 0.48 | 0.32 | 0.24 | … | … | 0.47 | 0.00 | 0.00 | 0.00 | 0.00 | 1.59 | 0.01 | 2.64 |
Data as of 04/13/2012, Common starting date is 03/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANCEX (Old Mutual Analytic C ) |
-17.99%
Jun 2007 – Jun 2010 |
-8.06%
Jun 2005 – Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANCEX (Old Mutual Analytic C ) |
10.05%
Mar 2009 – Mar 2012 |
-4.31%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart