Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANDEX (Old Mutual Analytic Z ) | NA | 7.35% | 10.37% | -5.15% | 1.90% | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 03/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANDEX (Old Mutual Analytic Z ) | 03/22/1999 | 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 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 7.35 | 10.37 | -5.15 | 1.90 | NA | NA | … | … | 5.12 | 8.17 | 6.41 | 4.78 | -33.79 | -3.44 | 8.69 | 15.37 | 8.26 | 23.14 | -12.21 | -1.97 | -6.40 | 15.66 |
| Sharpe Ratio | NA | 0.40 | 0.72 | -0.31 | 0.04 | NA | NA | … | … | 2.24 | 0.44 | 0.46 | 0.33 | -1.19 | -0.46 | 0.62 | 1.86 | 0.78 | 2.27 | -0.78 | -0.29 | -0.60 | 1.26 |
| Standard Deviation(%) | NA | 18.34 | 14.35 | 18.86 | 15.40 | NA | NA | … | … | 8.65 | 18.49 | 13.73 | 14.14 | 29.17 | 14.52 | 8.59 | 7.06 | 9.30 | 9.88 | 17.09 | 15.64 | 17.59 | 13.42 |
| Draw Down(%) | NA | 13.99 | 13.99 | 48.80 | 48.80 | NA | NA | … | … | 3.00 | 13.99 | 10.66 | 12.43 | 40.20 | 15.14 | 7.14 | 3.25 | 9.04 | 5.89 | 20.50 | 17.15 | 11.59 | 8.14 |
| Yield(%) | 0.00 | 0.95 | 0.40 | 0.36 | 1.40 | 2.28 | 1.71 | … | … | 0.93 | 0.00 | 0.00 | 0.00 | 0.00 | 1.18 | 0.26 | 5.40 | 3.17 | 0.92 | 0.91 | 1.16 | 2.18 | 19.30 |
Data as of 04/13/2012, Common starting date is 03/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANDEX (Old Mutual Analytic Z ) |
-17.13%
Jun 2007 – Jun 2010 |
-6.79%
Jun 2005 – Jun 2010 |
-1.64%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANDEX (Old Mutual Analytic Z ) |
16.45%
Sep 2002 – Sep 2005 |
11.97%
Jun 2002 – Jun 2007 |
1.91%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart