Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBFJX (Old Mutual Dwight Interm Fixed Inc Z ) | NA | 5.33% | 6.34% | 5.83% | 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 |
|---|---|---|
| OBFJX (Old Mutual Dwight Interm Fixed Inc Z ) | 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 | 5.33 | 6.34 | 5.83 | NA | NA | NA | … | … | 0.98 | 4.90 | 5.72 | 10.05 | 3.26 | 5.31 | 4.46 | 1.48 | 5.20 | 4.06 |
| Sharpe Ratio | NA | 2.08 | 2.16 | 1.42 | NA | NA | NA | … | … | 1.59 | 1.79 | 2.04 | 2.83 | 0.43 | 0.73 | 0.45 | -0.31 | 1.49 | 2.50 |
| Standard Deviation(%) | NA | 2.56 | 2.90 | 3.65 | NA | NA | NA | … | … | 2.19 | 2.73 | 2.76 | 3.52 | 5.44 | 3.14 | 2.59 | 2.23 | 2.85 | 4.10 |
| Draw Down(%) | NA | 1.26 | 2.52 | 4.85 | NA | NA | NA | … | … | 0.81 | 1.26 | 2.52 | 1.22 | 4.85 | 2.00 | 1.29 | 1.80 | 2.69 | 1.26 |
| Yield(%) | 0.00 | 5.45 | 6.22 | 6.06 | 4.64 | 3.09 | 2.32 | … | … | 0.37 | 5.66 | 8.39 | 5.12 | 7.50 | 4.54 | 4.50 | 2.82 | 5.49 | 1.95 |
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 |
|---|---|---|---|---|
| OBFJX (Old Mutual Dwight Interm Fixed Inc Z ) |
3.06%
Oct 2005 – Oct 2008 |
3.31%
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 |
|---|---|---|---|---|
| OBFJX (Old Mutual Dwight Interm Fixed Inc Z ) |
8.31%
Oct 2008 – Oct 2011 |
6.29%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart