Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMMAX (Old Mutual Asset Allocation Mod Gr A) | NA | 3.66% | 16.63% | 0.65% | 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 |
|---|---|---|
| OMMAX (Old Mutual Asset Allocation Mod Gr 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 (%) | 0.98 | 3.66 | 16.63 | 0.65 | NA | NA | NA | … | … | 8.94 | -0.36 | 11.92 | 26.39 | -35.01 | 8.50 | 14.80 | 10.75 |
| Sharpe Ratio | NA | 0.19 | 0.98 | 0.00 | NA | NA | NA | … | … | 3.56 | -0.02 | 0.81 | 1.15 | -1.14 | 0.39 | 1.14 | 1.22 |
| Standard Deviation(%) | NA | 19.62 | 16.87 | 21.68 | NA | NA | NA | … | … | 9.97 | 19.66 | 14.56 | 22.96 | 31.32 | 14.14 | 10.09 | 7.68 |
| Draw Down(%) | NA | 17.58 | 17.58 | 51.01 | NA | NA | NA | … | … | 3.83 | 17.58 | 12.10 | 22.68 | 45.06 | 9.97 | 10.33 | 5.53 |
| Yield(%) | 0.00 | 1.36 | 2.33 | 3.25 | 2.45 | 1.63 | 1.23 | … | … | 0.00 | 1.41 | 1.47 | 2.92 | 6.42 | 6.47 | 2.43 | 0.79 |
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 |
|---|---|---|---|---|
| OMMAX (Old Mutual Asset Allocation Mod Gr A) |
-12.70%
Feb 2006 – Feb 2009 |
-0.34%
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 |
|---|---|---|---|---|
| OMMAX (Old Mutual Asset Allocation Mod Gr A) |
21.24%
Feb 2009 – Feb 2012 |
3.67%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart