Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANGZX (Old Mutual Analytic Global Z) | NA | 8.18% | -13.52% | NA | NA | NA | NA | -9.83% |
Data as of 12/04/2009, AR inception is 06/13/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANGZX (Old Mutual Analytic Global Z) | 06/13/2006 | 12/04/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.18 | -13.52 | NA | NA | NA | NA | -9.83 | 1.10 | -36.43 | -1.39 | 15.66 |
| Sharpe Ratio | NA | 0.51 | -0.70 | NA | NA | NA | NA | -0.51 | 0.07 | -1.24 | -0.32 | 3.25 |
| Standard Deviation(%) | NA | 15.90 | 21.28 | NA | NA | NA | NA | 19.94 | 15.77 | 30.05 | 14.03 | 8.23 |
| Draw Down(%) | NA | 16.12 | 51.36 | NA | NA | NA | NA | 51.36 | 16.12 | 41.88 | 15.16 | 3.88 |
| Yield(%) | 0.00 | 2.17 | 1.90 | 1.29 | 0.65 | 0.43 | 0.32 | 2.16 | 0.00 | 1.29 | 4.22 | 0.17 |
Data as of 12/04/2009, AR inception is 06/13/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANGZX (Old Mutual Analytic Global Z) |
-13.31%
Nov 2006 - Nov 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANGZX (Old Mutual Analytic Global Z) |
-12.33%
Sep 2006 - Sep 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart