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ANDEX: Old Mutual Analytic Z (MUTUAL FUND)
Basic Info
Asset Class: | Long-Short |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/22/1999 |
Last Dividend Date: | 01/26/2012 |
12-Mo. Yield | 0.95% |
Expenses | - |
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Performance Analytics (As of 04/13/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/22/1999 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.7 | 7.4 | 10.4 | -5.2 | 1.8 | 1.8 | 5.1 | 8.2 | 6.4 | 4.8 | -33.8 | -3.4 | 8.7 | 15.4 | 8.3 | 23.1 | -12.2 | -2.0 | -6.4 | 15.7 |
Sharpe Ratio | NA | 0.4 | 0.71 | -0.3 | 0.04 | 0.01 | 2.24 | 0.44 | 0.46 | 0.33 | -1.19 | -0.45 | 0.63 | 1.87 | 0.79 | 2.27 | -0.78 | -0.28 | -0.59 | 1.27 |
Draw Down(%) | NA | 14.0 | 14.0 | 48.8 | 48.8 | 48.8 | 3.0 | 14.0 | 10.7 | 12.4 | 40.2 | 15.1 | 7.1 | 3.2 | 9.0 | 5.9 | 20.5 | 17.1 | 11.6 | 8.1 |
Standard Deviation(%) | NA | 18.5 | 14.5 | 19.1 | 15.6 | 15.5 | 8.7 | 18.5 | 13.7 | 14.1 | 29.2 | 14.5 | 8.6 | 7.1 | 9.3 | 9.9 | 17.1 | 15.6 | 17.6 | 13.4 |
Treynor Ratio | NA | 0.14 | 0.15 | -0.08 | 0.01 | 0.0 | -1.5 | 0.11 | 0.03 | -0.16 | -0.36 | 1.06 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.01 | 0.03 | -0.02 | 0.0 | 0.01 | 0.07 | 0.01 | 0.04 | 0.01 | -0.09 | -0.02 | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.52 | 0.68 | 0.72 | 0.72 | 0.72 | -0.13 | 0.76 | 2.13 | -0.29 | 0.95 | -0.06 | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.01 | 0.03 | 0.04 | 0.03 | 0.02 | 0.0 | 0.03 | 0.23 | 0.01 | 0.08 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 1.0 | 0.4 | 0.4 | 1.4 | N/A | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 1.2 | 0.2 | 5.4 | 3.2 | 0.9 | 0.9 | 1.2 | 2.1 | 19.3 |
Dividend Growth(%) | N/A | N/A | -50.5 | -77.4 | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 466.7 | -95.2 | 80.0 | 337.5 | -11.1 | -30.8 | -48.0 | -89.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/22/1999
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