Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OBCPX (Old Mutual Dwight S/T Fixed Income Z ) | NA | 2.04% | 3.03% | 3.15% | NA | NA | NA | … | … |
Data as of 04/13/2012, Common starting date is 04/04/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBCPX (Old Mutual Dwight S/T Fixed Income Z ) | 04/04/2003 | 04/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 2.04 | 3.03 | 3.15 | NA | NA | NA | … | … | 0.67 | 1.51 | 2.29 | 6.80 | 0.20 | 5.62 | 4.32 | 1.94 | 1.91 | 2.55 |
| Sharpe Ratio | NA | 1.64 | 1.82 | 1.08 | NA | NA | NA | … | … | 2.02 | 1.15 | 1.51 | 2.78 | -0.21 | 1.37 | 0.60 | -0.23 | 0.90 | 2.91 |
| Standard Deviation(%) | NA | 1.22 | 1.63 | 2.31 | NA | NA | NA | … | … | 1.16 | 1.28 | 1.45 | 2.41 | 3.74 | 1.81 | 1.51 | 1.38 | 1.03 | 0.95 |
| Draw Down(%) | NA | 0.44 | 0.94 | 5.02 | NA | NA | NA | … | … | 0.30 | 0.44 | 0.94 | 1.14 | 5.02 | 0.60 | 0.51 | 0.91 | 0.62 | 0.00 |
| Yield(%) | 0.00 | 1.72 | 2.05 | 2.75 | 2.63 | 1.76 | 1.32 | … | … | 0.27 | 1.76 | 1.88 | 2.99 | 3.78 | 3.97 | 3.61 | 2.71 | 3.09 | 2.51 |
Data as of 04/13/2012, Common starting date is 04/04/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBCPX (Old Mutual Dwight S/T Fixed Income Z ) |
2.26%
Jun 2003 – Jun 2006 |
2.45%
Nov 2003 – Nov 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBCPX (Old Mutual Dwight S/T Fixed Income Z ) |
4.46%
Nov 2006 – Nov 2009 |
4.10%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart