Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OSSCX (Old Mutual Strategic Small Company Z ) | NA | -4.03% | 18.83% | 0.22% | 3.79% | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 09/10/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OSSCX (Old Mutual Strategic Small Company Z ) | 09/10/1997 | 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.72 | -4.03 | 18.83 | 0.22 | 3.79 | NA | NA | … | … | 11.19 | -7.35 | 23.58 | 26.94 | -40.62 | 12.34 | 11.68 | 6.29 | 11.21 | 47.21 | -33.31 | -9.97 | 11.37 | 51.71 | 2.05 | -1.79 |
| Sharpe Ratio | NA | -0.16 | 0.80 | -0.01 | 0.11 | NA | NA | … | … | 2.67 | -0.28 | 1.04 | 0.95 | -1.07 | 0.53 | 0.54 | 0.28 | 0.55 | 2.30 | -1.37 | -0.44 | 0.18 | 2.50 | -0.05 | -0.38 |
| Standard Deviation(%) | NA | 25.93 | 23.46 | 28.06 | 24.14 | NA | NA | … | … | 17.11 | 26.16 | 22.59 | 28.30 | 38.75 | 17.72 | 15.71 | 14.97 | 18.80 | 20.23 | 25.12 | 28.33 | 40.29 | 19.43 | 23.42 | 24.05 |
| Draw Down(%) | NA | 23.64 | 23.64 | 57.95 | 57.95 | NA | NA | … | … | 5.42 | 23.64 | 18.99 | 26.03 | 52.48 | 10.99 | 16.29 | 9.01 | 22.41 | 14.73 | 41.67 | 34.12 | 33.23 | 15.93 | 44.59 | 14.38 |
| Yield(%) | 0.00 | 1.77 | 1.22 | 4.26 | 5.44 | 6.46 | 4.84 | … | … | 0.00 | 1.86 | 0.20 | 0.29 | 0.00 | 20.83 | 26.13 | 0.50 | 0.00 | 0.00 | 0.00 | 0.00 | 16.54 | 11.08 | 3.96 | 6.83 |
Data as of 04/13/2012, Common starting date is 09/10/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSSCX (Old Mutual Strategic Small Company Z ) |
-21.05%
Feb 2000 – Feb 2003 |
-6.30%
Feb 2004 – Feb 2009 |
-2.82%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OSSCX (Old Mutual Strategic Small Company Z ) |
26.16%
Mar 2003 – Mar 2006 |
18.26%
Sep 2002 – Sep 2007 |
9.13%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart