Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMGIX (Old Mutual Asset Allocation Growth Inst ) | NA | 1.75% | 18.54% | -1.12% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 02/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMGIX (Old Mutual Asset Allocation Growth Inst ) | 02/04/2005 | 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 (%) | 0.56 | 1.75 | 18.54 | -1.12 | NA | NA | NA | … | … | 9.85 | -2.14 | 14.00 | 30.55 | -42.14 | 7.88 | 21.51 | 6.72 |
| Sharpe Ratio | NA | 0.07 | 0.88 | -0.06 | NA | NA | NA | … | … | 3.24 | -0.09 | 0.77 | 1.10 | -1.08 | 0.28 | 0.91 | 0.98 |
| Standard Deviation(%) | NA | 24.76 | 21.00 | 27.12 | NA | NA | NA | … | … | 12.21 | 24.74 | 18.14 | 27.71 | 39.59 | 17.52 | 14.79 | 8.97 |
| Draw Down(%) | NA | 21.85 | 21.85 | 59.03 | NA | NA | NA | … | … | 4.95 | 21.85 | 14.85 | 26.21 | 52.53 | 12.07 | 12.50 | 6.80 |
| Yield(%) | 0.00 | 7.57 | 5.38 | 3.65 | 2.68 | 1.79 | 1.34 | … | … | 0.00 | 7.89 | 0.89 | 2.71 | 4.61 | 6.28 | 1.95 | 0.00 |
Data as of 04/13/2012, Common starting date is 02/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMGIX (Old Mutual Asset Allocation Growth Inst ) |
-16.60%
Feb 2006 – Feb 2009 |
-2.12%
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 |
|---|---|---|---|---|
| OMGIX (Old Mutual Asset Allocation Growth Inst ) |
24.43%
Feb 2009 – Feb 2012 |
2.88%
Jan 2006 – Jan 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart