Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMRIX (Old Mutual Clay Finlay Emerging Mkt Inst) | NA | -12.43% | -0.94% | NA | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 01/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMRIX (Old Mutual Clay Finlay Emerging Mkt Inst) | 01/06/2006 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.43 | -0.94 | NA | NA | NA | NA | … | … | 30.25 | -54.86 | 31.58 | 35.69 |
| Sharpe Ratio | NA | -0.23 | -0.07 | NA | NA | NA | NA | … | … | 1.52 | -1.10 | 1.24 | 1.95 |
| Standard Deviation(%) | NA | 53.62 | 36.45 | NA | NA | NA | NA | … | … | 30.39 | 50.45 | 23.10 | 17.01 |
| Draw Down(%) | NA | 47.63 | 66.23 | NA | NA | NA | NA | … | … | 19.02 | 64.71 | 19.05 | 22.83 |
| Yield(%) | 0.00 | 2.30 | 3.22 | 2.09 | 1.04 | 0.70 | 0.52 | … | … | 0.00 | 1.56 | 2.71 | 4.26 |
Data as of 09/11/2009, Common starting date is 01/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMRIX (Old Mutual Clay Finlay Emerging Mkt Inst) |
-12.35%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMRIX (Old Mutual Clay Finlay Emerging Mkt Inst) |
0.98%
May 2006 – May 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart