Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OLCPX (Old Mutual Large Cap Gr Z ) | NA | 7.72% | 19.72% | 1.79% | 4.26% | 8.40% | NA | … | … |
Data as of 04/13/2012, Common starting date is 12/11/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLCPX (Old Mutual Large Cap Gr Z ) | 12/11/1996 | 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 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.92 | 7.72 | 19.72 | 1.79 | 4.26 | 8.40 | NA | … | … | 14.09 | -2.61 | 18.75 | 36.31 | -48.33 | 22.17 | 7.68 | 15.86 | 7.41 | 32.95 | -31.43 | -35.36 | -22.55 | 103.06 | 69.77 | 32.96 | -2.08 |
| Sharpe Ratio | NA | 0.30 | 0.94 | 0.04 | 0.13 | NA | NA | … | … | 4.58 | -0.10 | 0.99 | 1.41 | -1.18 | 1.06 | 0.28 | 0.79 | 0.35 | 1.63 | -1.50 | -1.21 | -0.50 | 3.43 | 2.14 | 1.21 | -2.45 |
| Standard Deviation(%) | NA | 25.42 | 20.89 | 27.39 | 23.37 | NA | NA | … | … | 13.01 | 25.78 | 18.77 | 25.60 | 41.80 | 18.04 | 15.26 | 17.13 | 18.15 | 19.73 | 21.66 | 31.75 | 53.10 | 29.05 | 30.95 | 24.13 | 15.18 |
| Draw Down(%) | NA | 20.39 | 20.39 | 57.46 | 57.46 | NA | NA | … | … | 4.00 | 20.39 | 15.80 | 18.81 | 56.15 | 9.35 | 14.68 | 15.80 | 16.12 | 10.12 | 32.35 | 49.91 | 45.16 | 14.71 | 30.11 | 14.77 | 3.68 |
| Yield(%) | 0.00 | 0.11 | 0.31 | 0.12 | 1.12 | 8.75 | 6.10 | … | … | 0.00 | 0.11 | 0.23 | 0.46 | 0.00 | 0.00 | 0.00 | 9.79 | 0.00 | 0.00 | 0.00 | 0.00 | 11.60 | 27.03 | 3.35 | 0.00 | 0.11 |
Data as of 04/13/2012, Common starting date is 12/11/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLCPX (Old Mutual Large Cap Gr Z ) |
-33.95%
Feb 2000 – Feb 2003 |
-18.41%
Mar 2000 – Mar 2005 |
-8.93%
Aug 2000 – Aug 2010 |
7.15%
Jan 1997 – Jan 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLCPX (Old Mutual Large Cap Gr Z ) |
79.78%
Mar 1997 – Mar 2000 |
17.80%
Mar 1997 – Mar 2002 |
11.65%
Mar 1997 – Mar 2007 |
8.61%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart