Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMARX (Old Mutual Copper Rock Emerging Gr A) | NA | -1.74% | 21.36% | 0.08% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 08/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMARX (Old Mutual Copper Rock Emerging Gr A) | 08/04/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.74 | 21.36 | 0.08 | NA | NA | NA | … | … | 13.40 | -4.13 | 26.60 | 29.67 | -48.41 | 16.53 | 11.46 | 7.27 |
| Sharpe Ratio | NA | -0.05 | 0.78 | -0.02 | NA | NA | NA | … | … | 3.42 | -0.12 | 1.17 | 0.98 | -1.26 | 0.70 | 0.45 | 1.14 |
| Standard Deviation(%) | NA | 33.50 | 27.19 | 30.39 | NA | NA | NA | … | … | 16.44 | 33.69 | 22.59 | 30.16 | 38.97 | 19.32 | 18.29 | 14.19 |
| Draw Down(%) | NA | 29.03 | 29.03 | 62.73 | NA | NA | NA | … | … | 5.95 | 29.03 | 19.74 | 23.37 | 57.73 | 13.11 | 20.03 | 7.19 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.19 | 0.76 | 0.51 | 0.38 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.38 | 0.00 | 0.00 |
Data as of 04/13/2012, Common starting date is 08/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMARX (Old Mutual Copper Rock Emerging Gr A) |
-19.72%
Feb 2006 – Feb 2009 |
-1.10%
Dec 2006 – Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMARX (Old Mutual Copper Rock Emerging Gr A) |
27.30%
Feb 2009 – Feb 2012 |
4.08%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart