Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/13/2012.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OBFOX (Old Mutual Barrow Hanley Value Z ) | NA | 5.84% | 19.14% | -0.52% | 1.85% | NA | NA | 5.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBFOX (Old Mutual Barrow Hanley Value Z ) | 12/03/1998 | 04/13/2012 |
The return data shown below all have the same latest date: 04/13/2012.
AR inception is since 12/03/1998.
AR inception is since 12/03/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.00 | 5.84 | 19.14 | -0.52 | 1.85 | NA | NA | 5.14 | 7.45 | 4.46 | 10.07 | 26.33 | -36.32 | 1.42 | 14.66 | -5.21 | 6.83 | 25.46 | -10.46 | 10.66 | 37.68 | -4.16 | -0.08 |
| Sharpe Ratio | NA | 0.26 | 0.94 | -0.04 | 0.03 | NA | NA | 0.17 | 2.54 | 0.19 | 0.54 | 0.96 | -0.97 | -0.10 | 1.19 | -0.67 | 0.53 | 1.40 | -0.49 | 0.64 | 1.71 | -0.46 | -0.22 |
| Standard Deviation(%) | NA | 22.58 | 20.26 | 26.02 | 21.54 | NA | NA | 20.14 | 11.43 | 22.81 | 18.44 | 27.26 | 38.28 | 15.38 | 9.58 | 10.99 | 11.15 | 17.71 | 23.59 | 13.14 | 19.68 | 15.96 | 18.70 |
| Draw Down(%) | NA | 18.97 | 18.97 | 57.48 | 57.48 | NA | NA | 57.48 | 4.72 | 18.97 | 17.13 | 29.40 | 47.39 | 10.99 | 8.12 | 6.63 | 10.70 | 21.11 | 32.19 | 11.80 | 19.43 | 16.56 | 6.18 |
| Yield(%) | 0.00 | 1.77 | 2.45 | 3.95 | 7.19 | 7.87 | 5.90 | 9.08 | 0.00 | 1.86 | 1.70 | 2.05 | 1.67 | 15.30 | 56.74 | 0.47 | 1.73 | 0.59 | 2.53 | 12.60 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFOX (Old Mutual Barrow Hanley Value Z ) |
-17.07%
Feb 2006 - Feb 2009 |
-9.75%
Feb 2004 - Feb 2009 |
0.23%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFOX (Old Mutual Barrow Hanley Value Z ) |
24.93%
Feb 2009 - Feb 2012 |
15.88%
Feb 2000 - Feb 2005 |
6.66%
Feb 2000 - Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart