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OFAIX: O'SHAUGHNESSY ALL CAP CORE FUND CLASS I (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 | 46.20% |
Expenses | 1.00% |
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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 | 4.6 | 8.1 | 12.2 | 15.3 | -9.2 | 19.6 | 15.6 | -0.9 | 7.2 | 42.9 | 12.5 | -1.1 | 17.1 |
Sharpe Ratio | NA | 0.07 | 0.81 | 0.59 | 0.79 | 1.57 | -0.59 | 2.14 | 1.09 | -0.06 | 0.58 | 3.51 | 1.02 | -0.05 | 3.56 |
Draw Down(%) | NA | 18.5 | 24.0 | 24.0 | 24.0 | 8.6 | 24.0 | 4.1 | 10.8 | 12.0 | 9.2 | 6.2 | 8.6 | 22.1 | 4.8 |
Standard Deviation(%) | NA | 15.2 | 13.2 | 13.9 | 14.9 | 11.4 | 17.8 | 8.9 | 14.1 | 15.5 | 12.5 | 12.2 | 12.3 | 23.6 | 14.6 |
Treynor Ratio | NA | 0.01 | 0.12 | 0.09 | 0.12 | 0.3 | -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 | 0.03 | -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 | 1.06 | 1.04 | 0.91 | 0.99 | 1.06 |
RSquared | NA | 0.7 | 0.77 | 0.85 | 0.9 | 0.5 | 0.93 | 0.8 | 0.91 | 0.96 | 0.94 | 0.9 | 0.92 | 0.98 | 0.95 |
Yield(%) | N/A | 21.2 | 22.1 | 16.0 | N/A | 1.6 | 20.3 | 38.3 | 9.5 | 8.2 | 15.5 | 10.8 | 1.8 | 0.8 | 0.5 |
Dividend Growth(%) | N/A | -54.5 | 84.3 | N/A | N/A | -94.4 | -56.9 | 337.9 | 3.9 | -51.0 | 82.4 | 576.2 | 133.3 | 80.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/17/2010
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