Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMGAX (Old Mutual Asset Allocation Growth A) | NA | 1.64% | 18.24% | -1.33% | 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 |
|---|---|---|
| OMGAX (Old Mutual Asset Allocation Growth A) | 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 (%) | 0.52 | 1.64 | 18.24 | -1.33 | NA | NA | NA | … | … | 9.72 | -2.24 | 13.66 | 30.19 | -42.21 | 7.58 | 17.59 | 12.89 |
| Sharpe Ratio | NA | 0.07 | 0.86 | -0.07 | NA | NA | NA | … | … | 3.23 | -0.09 | 0.75 | 1.08 | -1.08 | 0.26 | 1.18 | 1.21 |
| Standard Deviation(%) | NA | 24.78 | 21.02 | 27.19 | NA | NA | NA | … | … | 12.05 | 24.84 | 18.08 | 27.82 | 39.75 | 17.54 | 12.13 | 9.63 |
| Draw Down(%) | NA | 21.81 | 21.81 | 59.18 | NA | NA | NA | … | … | 4.91 | 21.81 | 14.85 | 26.36 | 52.62 | 12.14 | 12.54 | 6.80 |
| Yield(%) | 0.00 | 0.93 | 1.64 | 2.58 | 2.00 | 1.34 | 1.00 | … | … | 0.00 | 0.97 | 0.62 | 2.46 | 4.65 | 6.40 | 2.01 | 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 |
|---|---|---|---|---|
| OMGAX (Old Mutual Asset Allocation Growth A) |
-16.78%
Feb 2006 – Feb 2009 |
-2.33%
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 |
|---|---|---|---|---|
| OMGAX (Old Mutual Asset Allocation Growth A) |
24.13%
Feb 2009 – Feb 2012 |
2.76%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart