Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OWNUX (Old Westbury Non-US Large Cap ) | NA | -14.10% | 5.82% | -4.76% | 2.96% | 0.45% | NA | … | … |
Data as of 11/15/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OWNUX (Old Westbury Non-US Large Cap ) | 06/21/1996 | 11/15/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.56 | -14.10 | 5.82 | -4.76 | 2.96 | 0.45 | NA | … | … | -17.51 | 15.11 | 18.81 | -35.92 | 3.10 | 19.21 | 14.62 | 13.55 | 37.19 | -15.21 | -25.64 | -10.29 | 29.22 | -3.56 | -7.87 | 8.79 |
| Sharpe Ratio | NA | -0.61 | 0.23 | -0.23 | 0.08 | NA | NA | … | … | -0.84 | 0.67 | 0.80 | -1.09 | 0.01 | 1.21 | 1.20 | 0.95 | 2.53 | -0.82 | -1.61 | -0.90 | 1.89 | -0.35 | -4.02 | 1.72 |
| Standard Deviation(%) | NA | 23.37 | 24.16 | 24.48 | 20.29 | NA | NA | … | … | 23.57 | 22.33 | 23.52 | 33.80 | 15.37 | 13.26 | 10.41 | 13.20 | 14.44 | 19.86 | 17.63 | 15.99 | 13.75 | 19.82 | 15.64 | 8.02 |
| Draw Down(%) | NA | 26.83 | 26.83 | 54.44 | 54.44 | NA | NA | … | … | 26.83 | 18.64 | 24.88 | 44.12 | 11.46 | 15.40 | 7.66 | 11.94 | 15.32 | 26.74 | 32.97 | 17.23 | 7.89 | 29.18 | 24.42 | 5.41 |
| Yield(%) | 0.00 | 0.81 | 0.94 | 4.01 | 3.61 | 2.42 | 1.90 | … | … | 0.00 | 0.88 | 1.61 | 0.00 | 12.99 | 6.02 | 0.78 | 0.00 | 0.00 | 1.76 | 0.02 | 5.27 | 1.51 | 0.00 | 1.54 | 1.37 |
Data as of 11/15/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OWNUX (Old Westbury Non-US Large Cap ) |
-20.66%
Mar 2000 – Mar 2003 |
-11.32%
Sep 1997 – Sep 2002 |
-1.96%
Jun 2000 – Jun 2010 |
0.53%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OWNUX (Old Westbury Non-US Large Cap ) |
28.62%
Mar 2003 – Mar 2006 |
19.39%
Sep 2002 – Sep 2007 |
4.46%
Dec 1997 – Dec 2007 |
2.39%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart