Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMMFF (Omni Bridgeway Limited) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 12/06/2004, Common starting date is 06/06/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMMFF (Omni Bridgeway Limited) | 06/06/1997 | 12/06/2004 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 0.00 | -97.50 | -84.62 | 73.33 | 25.00 | 242.86 | 0.00 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.00 | -0.27 | -0.18 | 0.09 | 0.07 | 0.21 | 0.00 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 919.86 | 372.66 | 466.77 | 940.02 | 231.30 | 742.98 | NA |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 90.00 | 98.33 | 91.10 | 99.23 | 30.77 | 64.10 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/06/2004, Common starting date is 06/06/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMMFF (Omni Bridgeway Limited) |
-86.83%
Apr 2001 – Apr 2004 |
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 |
|---|---|---|---|---|
| IMMFF (Omni Bridgeway Limited) |
-10.61%
Mar 1999 – Mar 2002 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart