Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OACVX (Old Mutual TS&W Small Cap Value A) | NA | 6.76% | 17.86% | 0.18% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 08/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OACVX (Old Mutual TS&W Small Cap Value A) | 08/13/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.45 | 6.76 | 17.86 | 0.18 | NA | NA | NA | … | … | 7.59 | 3.77 | 16.21 | 20.40 | -32.93 | 1.23 | 19.29 | 8.07 | 30.25 | 22.14 |
| Sharpe Ratio | NA | 0.22 | 0.68 | -0.02 | NA | NA | NA | … | … | 1.85 | 0.12 | 0.69 | 0.66 | -0.82 | -0.09 | 0.96 | 0.36 | 1.95 | 4.72 |
| Standard Deviation(%) | NA | 31.22 | 26.25 | 30.51 | NA | NA | NA | … | … | 15.97 | 31.15 | 23.21 | 30.89 | 40.92 | 19.39 | 16.79 | 16.30 | 15.01 | 14.29 |
| Draw Down(%) | NA | 27.53 | 27.53 | 54.98 | NA | NA | NA | … | … | 6.19 | 27.53 | 20.75 | 28.88 | 46.71 | 13.95 | 12.81 | 11.40 | 9.53 | 4.62 |
| Yield(%) | 0.00 | 5.17 | 2.65 | 4.97 | 8.56 | 5.71 | 4.28 | … | … | 0.00 | 5.30 | 0.00 | 0.02 | 8.13 | 15.53 | 16.79 | 10.07 | 2.12 | 1.02 |
Data as of 04/13/2012, Common starting date is 08/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OACVX (Old Mutual TS&W Small Cap Value A) |
-14.62%
Mar 2006 – Mar 2009 |
-2.60%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OACVX (Old Mutual TS&W Small Cap Value A) |
24.04%
Feb 2009 – Feb 2012 |
12.39%
Sep 2003 – Sep 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart