Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMBLX (Old Mutual Asset Allocation Balanced I ) | NA | 5.56% | 15.13% | 2.99% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMBLX (Old Mutual Asset Allocation Balanced I ) | 01/26/2005 | 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 (%) | 1.17 | 5.56 | 15.13 | 2.99 | NA | NA | NA | … | … | 7.02 | 1.98 | 10.66 | 24.45 | -26.02 | 8.79 | 11.95 | 7.08 |
| Sharpe Ratio | NA | 0.39 | 1.23 | 0.15 | NA | NA | NA | … | … | 3.51 | 0.14 | 1.01 | 1.45 | -1.22 | 0.56 | 1.11 | 0.88 |
| Standard Deviation(%) | NA | 14.16 | 12.21 | 15.48 | NA | NA | NA | … | … | 7.76 | 14.16 | 10.52 | 16.80 | 21.97 | 10.41 | 7.81 | 6.16 |
| Draw Down(%) | NA | 12.88 | 12.88 | 39.53 | NA | NA | NA | … | … | 2.82 | 12.88 | 8.89 | 17.28 | 35.28 | 7.48 | 8.06 | 4.51 |
| Yield(%) | 0.00 | 1.66 | 3.17 | 4.05 | 2.86 | 1.90 | 1.43 | … | … | 0.00 | 1.70 | 3.02 | 3.91 | 6.94 | 7.69 | 3.50 | 0.00 |
Data as of 04/13/2012, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMBLX (Old Mutual Asset Allocation Balanced I ) |
-8.01%
Feb 2006 – Feb 2009 |
2.08%
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 |
|---|---|---|---|---|
| OMBLX (Old Mutual Asset Allocation Balanced I ) |
18.80%
Feb 2009 – Feb 2012 |
4.95%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart