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OBDEX: Old Mutual Analytic US Long/Short Z (MUTUAL FUND)
Basic Info
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/11/1998 |
Last Dividend Date: | 12/08/2011 |
12-Mo. Yield | 0.47% |
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 11/11/1998 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.4 | 7.7 | 16.0 | -1.9 | 3.0 | 2.9 | 11.3 | 2.8 | 8.9 | 20.5 | -39.4 | 7.5 | 20.7 | 6.2 | 9.2 | 29.0 | -25.5 | -6.2 | -9.3 | 20.1 | 9.3 |
Sharpe Ratio | NA | 0.31 | 0.76 | -0.09 | 0.08 | 0.06 | 3.81 | 0.11 | 0.46 | 0.76 | -0.98 | 0.23 | 1.49 | 0.35 | 0.72 | 1.7 | -1.0 | -0.43 | -0.6 | 0.95 | 4.9 |
Draw Down(%) | NA | 18.7 | 18.7 | 56.2 | 56.2 | 56.2 | 4.4 | 18.7 | 17.1 | 25.0 | 49.2 | 13.1 | 9.5 | 8.1 | 9.4 | 13.6 | 35.6 | 23.0 | 14.5 | 11.8 | 4.8 |
Standard Deviation(%) | NA | 24.9 | 21.0 | 27.7 | 22.9 | 22.0 | 12.1 | 25.0 | 19.1 | 26.8 | 41.0 | 19.5 | 11.7 | 11.4 | 11.5 | 16.6 | 26.6 | 20.0 | 22.2 | 17.7 | 18.4 |
Treynor Ratio | NA | 0.07 | 0.16 | -0.03 | 0.02 | 0.01 | 0.45 | 0.03 | 0.09 | 0.21 | -0.4 | 0.04 | 0.16 | 0.04 | 0.08 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.02 | -0.03 | -0.05 | -0.03 | -0.01 | 0.01 | 0.01 | -0.02 | -0.02 | -0.02 | 0.01 | 0.01 | 0.0 | 0.0 | NA | NA | NA | NA | NA | NA |
Beta | NA | 1.04 | 1.01 | 1.0 | 1.01 | 1.0 | 1.03 | 1.03 | 0.99 | 0.97 | 0.99 | 1.01 | 1.1 | 1.08 | 1.01 | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.97 | 0.94 | 0.93 | 0.77 | 0.61 | 0.88 | 0.96 | 0.89 | 0.97 | 0.98 | 0.66 | 0.91 | 0.95 | 0.86 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.5 | 1.9 | 0.7 | 0.8 | N/A | 0.0 | 0.5 | 3.1 | 1.0 | 0.2 | 0.2 | 0.3 | 0.3 | 0.7 | 0.5 | 0.7 | 0.7 | 0.6 | 6.9 | 0.3 |
Dividend Growth(%) | N/A | -83.2 | 357.7 | 111.4 | N/A | N/A | -100.0 | -81.8 | 266.7 | 200.0 | 0.0 | -25.0 | 33.3 | -57.1 | 75.0 | -42.9 | -12.5 | 14.3 | -90.7 | 2400.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/11/1998
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