Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OBHGX (Old Mutual Growth Z) | NA | 58.82% | -1.39% | 4.49% | -6.11% | 3.99% | NA | 4.41% |
Data as of 02/02/2010, AR inception is 11/23/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBHGX (Old Mutual Growth Z) | 11/23/1993 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 58.82 | -1.39 | 4.49 | -6.11 | 3.99 | NA | 4.41 | 0.00 | 50.19 | -46.12 | 23.94 | 7.36 | 11.21 | 7.69 | 25.60 | -30.35 | -34.53 | -23.49 | 92.51 | 0.59 | -3.35 | 9.82 | 50.35 | 4.75 | 9.02 |
| Sharpe Ratio | NA | 2.08 | -0.08 | 0.10 | -0.26 | NA | NA | 0.07 | 0.00 | 1.63 | -1.08 | 1.14 | 0.25 | 0.65 | 0.37 | 1.29 | -1.14 | -0.98 | -0.47 | 3.15 | -0.09 | -0.31 | 0.29 | 2.49 | 0.10 | 12.88 |
| Standard Deviation(%) | NA | 28.26 | 32.49 | 26.85 | 31.03 | NA | NA | 28.57 | NA | 30.68 | 43.26 | 18.48 | 16.16 | 13.89 | 18.26 | 19.26 | 27.57 | 38.21 | 58.09 | 28.36 | 28.91 | 21.89 | 21.54 | 18.64 | 18.85 | 10.00 |
| Draw Down(%) | NA | 12.22 | 58.42 | 58.42 | 81.12 | NA | NA | 81.12 | 0.00 | 15.19 | 56.91 | 12.38 | 16.04 | 9.59 | 21.29 | 10.32 | 35.75 | 50.18 | 56.52 | 15.93 | 46.57 | 27.50 | 19.08 | 12.88 | 23.74 | 2.01 |
| Yield(%) | 0.00 | 10.45 | 2.13 | 1.66 | 1.55 | 4.05 | 3.39 | 4.24 | 0.00 | 9.63 | 0.00 | 0.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 13.11 | 6.33 | 0.00 | 0.00 | 0.00 | 0.00 | 0.07 | 1.37 |
Data as of 02/02/2010, AR inception is 11/23/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBHGX (Old Mutual Growth Z) |
-37.07%
Feb 2000 - Feb 2003 |
-19.50%
Feb 2000 - Feb 2005 |
-5.55%
Dec 1999 - Dec 2009 |
0.65%
Jan 1994 - Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBHGX (Old Mutual Growth Z) |
42.50%
Mar 1997 - Mar 2000 |
33.09%
Feb 1995 - Feb 2000 |
5.65%
Jun 1994 - Jun 2004 |
4.21%
Jul 1994 - Jul 2009 |
Annualized Rolling Returns Comparison Chart