Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OAFJX (Old Mutual Dwight Interm Fixed Inc A) | NA | 5.09% | 6.20% | 5.68% | 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 |
|---|---|---|
| OAFJX (Old Mutual Dwight Interm Fixed Inc 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 (%) | -0.20 | 5.09 | 6.20 | 5.68 | NA | NA | NA | … | … | 0.93 | 4.98 | 5.57 | 9.69 | 3.14 | 5.12 | 4.27 | 1.88 | 4.92 | 3.96 |
| Sharpe Ratio | NA | 2.09 | 2.18 | 1.39 | NA | NA | NA | … | … | 1.49 | 1.91 | 1.97 | 2.82 | 0.40 | 0.66 | 0.38 | -0.13 | 1.43 | 2.45 |
| Standard Deviation(%) | NA | 2.43 | 2.81 | 3.62 | NA | NA | NA | … | … | 2.21 | 2.59 | 2.78 | 3.41 | 5.47 | 3.17 | 2.53 | 2.22 | 2.79 | 4.08 |
| Draw Down(%) | NA | 1.18 | 2.44 | 4.88 | NA | NA | NA | … | … | 0.91 | 1.18 | 2.44 | 1.34 | 4.88 | 1.92 | 1.34 | 1.83 | 2.71 | 1.26 |
| Yield(%) | 0.00 | 5.21 | 5.98 | 5.85 | 4.51 | 3.01 | 2.25 | … | … | 0.32 | 5.44 | 8.15 | 4.89 | 7.29 | 4.36 | 4.33 | 3.21 | 5.22 | 1.86 |
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 |
|---|---|---|---|---|
| OAFJX (Old Mutual Dwight Interm Fixed Inc A) |
3.09%
Oct 2005 – Oct 2008 |
3.23%
Oct 2003 – Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OAFJX (Old Mutual Dwight Interm Fixed Inc A) |
8.13%
Oct 2008 – Oct 2011 |
6.16%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart