Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OBFVX (Old Mutual Focused Z ) | NA | 5.14% | 17.20% | 2.07% | 5.46% | NA | NA | 5.08% |
Data as of 04/13/2012, AR inception is 02/22/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBFVX (Old Mutual Focused Z ) | 02/22/2000 | 04/13/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.38 | 5.14 | 17.20 | 2.07 | 5.46 | NA | NA | 5.08 | 10.93 | -0.82 | 9.44 | 32.69 | -32.72 | 3.03 | 22.86 | 1.93 | 14.13 | 33.36 | -28.63 | 3.44 | 16.26 |
| Sharpe Ratio | NA | 0.19 | 0.81 | 0.05 | 0.19 | NA | NA | 0.16 | 3.12 | -0.03 | 0.52 | 1.25 | -0.89 | 0.00 | 1.92 | -0.02 | 1.02 | 1.81 | -1.14 | 0.05 | 0.63 |
| Standard Deviation(%) | NA | 26.77 | 21.14 | 26.21 | 21.98 | NA | NA | 21.76 | 14.28 | 26.57 | 17.94 | 26.11 | 37.57 | 14.58 | 10.22 | 10.17 | 12.91 | 18.01 | 26.07 | 21.57 | 23.73 |
| Draw Down(%) | NA | 21.36 | 21.36 | 51.70 | 51.70 | NA | NA | 51.70 | 5.59 | 21.36 | 16.98 | 25.73 | 44.82 | 10.84 | 6.17 | 6.50 | 12.38 | 16.45 | 37.74 | 23.68 | 15.41 |
| Yield(%) | 0.00 | 1.46 | 3.98 | 2.66 | 2.12 | 1.70 | 1.28 | 2.13 | 0.00 | 1.50 | 6.70 | 0.81 | 1.33 | 4.25 | 0.30 | 0.45 | 0.00 | 0.00 | 0.00 | 0.85 | 2.80 |
Data as of 04/13/2012, AR inception is 02/22/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFVX (Old Mutual Focused Z ) |
-12.47%
Mar 2000 - Mar 2003 |
-3.64%
Feb 2004 - Feb 2009 |
1.71%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBFVX (Old Mutual Focused Z ) |
23.90%
Feb 2009 - Feb 2012 |
17.17%
Sep 2002 - Sep 2007 |
5.66%
Mar 2002 - Mar 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart