Find A Portfolio/Ticker
Comparison Box
OFAAX: O'SHAUGHNESSY ALL CAP CORE FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/17/2010 |
Last Dividend Date: | 07/24/2019 |
12-Mo. Yield | 45.01% |
Expenses | 1.25% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 08/17/2010 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 4.3 | 7.9 | 11.9 | 14.6 | -9.5 | 19.3 | 15.6 | -1.3 | 7.0 | 42.5 | 12.2 | -0.6 | 16.9 |
Sharpe Ratio | NA | 0.03 | 0.78 | 0.56 | 0.78 | 1.49 | -0.61 | 2.1 | 1.09 | -0.08 | 0.56 | 3.49 | 1.0 | -0.03 | 3.51 |
Draw Down(%) | NA | 18.5 | 24.1 | 24.1 | 24.1 | 8.7 | 24.1 | 4.1 | 10.8 | 12.0 | 9.2 | 6.3 | 8.7 | 22.2 | 4.8 |
Standard Deviation(%) | NA | 15.1 | 13.2 | 13.9 | 14.9 | 11.4 | 17.7 | 8.9 | 14.1 | 15.4 | 12.5 | 12.2 | 12.3 | 23.6 | 14.6 |
Treynor Ratio | NA | 0.01 | 0.11 | 0.08 | 0.12 | 0.29 | -0.11 | 0.16 | 0.15 | -0.01 | 0.07 | 0.41 | 0.14 | -0.01 | 0.49 |
Alpha | NA | -0.02 | 0.0 | -0.01 | 0.0 | 0.01 | -0.02 | -0.02 | 0.01 | -0.01 | -0.02 | 0.02 | -0.01 | -0.01 | 0.0 |
Beta | NA | 0.77 | 0.9 | 0.94 | 0.97 | 0.59 | 1.0 | 1.19 | 1.02 | 0.98 | 1.05 | 1.04 | 0.91 | 0.99 | 1.05 |
RSquared | NA | 0.7 | 0.77 | 0.85 | 0.9 | 0.49 | 0.93 | 0.8 | 0.91 | 0.96 | 0.94 | 0.9 | 0.92 | 0.98 | 0.95 |
Yield(%) | N/A | 20.3 | 21.5 | 15.6 | N/A | 0.9 | 19.8 | 37.5 | 9.1 | 7.9 | 14.9 | 10.5 | 1.5 | 0.8 | 0.4 |
Dividend Growth(%) | N/A | -55.5 | 85.9 | N/A | N/A | -96.7 | -56.9 | 349.6 | 2.4 | -50.4 | 81.2 | 666.7 | 100.0 | 125.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/17/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE BLEND Asset Class Trend Rankings |
Top Rated Funds in LARGE BLEND
Best Mutual Funds
- LLPFX (LONGLEAF PARTNERS FUND LONGLEAF PARTNERS FUND) (100%)
- LMVTX (CLEARBRIDGE VALUE TRUST CLASS C) (100%)
- MPGFX (MAIRS & POWER GROWTH FUND INVESTOR CLASS) (100%)
- YACKX (AMG YACKTMAN FUND CLASS I) (99%)
- FMIHX (LARGE CAP FUND LARGE CAP FUND INVESTOR CLASS) (99%)
- FDGFX (FIDELITY DIVIDEND GROWTH FUND FIDELITY DIVIDEND GROWTH FUND) (99%)
- THPGX (THOMPSON LARGECAP FUND THOMPSON LARGECAP FUND) (99%)
- WVALX (VALUE FUND VALUE FUND - INVESTOR CLASS) (99%)
- OAKMX (OAKMARK FUND INVESTOR CLASS) (99%)
- SWANX (SCHWAB CORE EQUITY FUND INVESTOR SHARES) (99%)
Best ETFs
- SPY (SPDR S&P 500 ETF Trust) (100%)
- XLG (Invesco S&P 500® Top 50 ETF) (100%)
- IWB (iShares Russell 1000 ETF) (97%)
- IYY (iShares Dow Jones U.S. ETF) (96%)
- VTI (Vanguard Total Stock Market Index Fund ETF Shares) (96%)
- IWV (iShares Russell 3000 ETF) (96%)
- RSP (Invesco S&P 500® Equal Weight ETF) (96%)
- DSI (iShares MSCI KLD 400 Social ETF) (94%)
- EPS (WisdomTree U.S. Earnings 500 Fund) (94%)
- FEX (First Trust Large Cap Core AlphaDEX® Fund) (93%)
Best Closed End Funds
- ADX (Adams Diversified Equity Closed Fund) (95%)
- CLM (Cornerstone Strategic Value Fund Inc) (95%)
- CRF (Cornerstone Strategic Return Fund) (95%)
- ETB (Eaton Vance Tax Managed Buy Write Income Closed Fund) (95%)
- ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) (95%)
- FFA (First Trust Enhanced Equity Income Closed Fund) (94%)
- GAB (Gabelli Equity Trust Closed Fund) (94%)
- GGT (Gabelli MultiMedia Mutual Fund) (94%)
- USA (Liberty All Star Equity Closed Fund) (94%)
- GRF (Eagle Capital Growth Fund Inc) (94%)