Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OBRTX (Old Mutual Heitman REIT Z) | NA | 9.74% | 11.67% | 13.55% | 4.85% | 8.31% | 8.86% | 7.64% |
Data as of 11/20/2014, AR inception is 10/11/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OBRTX (Old Mutual Heitman REIT Z) | 10/11/1993 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.74 | 11.67 | 13.55 | 4.85 | 8.31 | 8.86 | 7.64 | 9.46 | 0.45 | 16.65 | 10.27 | 24.89 | 26.51 | -39.73 | -17.95 | 31.91 | 2.17 | 35.04 | 36.21 | 0.77 | -6.13 | 23.26 | -1.23 | -15.11 | 20.20 | 38.20 | 10.93 | 2.97 | -7.59 |
| Sharpe Ratio | NA | 1.30 | 0.77 | 0.64 | 0.11 | NA | NA | 0.14 | 1.62 | 0.03 | 1.21 | 0.34 | 0.89 | 0.41 | -0.56 | -0.79 | 1.92 | 0.00 | 2.04 | 3.11 | -0.02 | -0.46 | 1.86 | -0.47 | -1.50 | -3.99 | 6.13 | 1.05 | 0.00 | -3.33 |
| Standard Deviation(%) | NA | 7.49 | 13.68 | 21.18 | 36.73 | NA | NA | 26.42 | 6.55 | 15.65 | 13.84 | 30.33 | 27.93 | 64.85 | 73.01 | 26.73 | 14.97 | 17.86 | 16.70 | 11.41 | 15.07 | 18.83 | 10.35 | 9.49 | 12.30 | 8.75 | 5.61 | 6.76 | 8.27 | 9.47 |
| Draw Down(%) | NA | 3.25 | 17.53 | 23.20 | 74.33 | NA | NA | 74.33 | 3.24 | 17.53 | 9.24 | 23.20 | 17.35 | 40.93 | 63.01 | 29.73 | 9.46 | 10.77 | 17.79 | 5.87 | 22.99 | 18.03 | 7.91 | 16.44 | 25.29 | 8.46 | 2.56 | 6.74 | 15.42 | 11.67 |
| Yield(%) | 0.00 | 11.02 | 5.68 | 5.08 | 6.54 | 8.92 | 9.62 | 7.49 | 2.76 | 9.53 | 1.53 | 0.80 | 1.75 | 2.89 | 1.77 | 23.08 | 12.66 | 3.35 | 11.55 | 6.36 | 9.11 | 2.19 | 4.04 | 5.43 | 2.91 | 23.99 | 10.16 | 6.18 | 14.33 | 6.98 |
Data as of 11/20/2014, AR inception is 10/11/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBRTX (Old Mutual Heitman REIT Z) |
-26.40%
Feb 2006 - Feb 2009 |
-11.16%
Mar 2004 - Mar 2009 |
-0.13%
Feb 1999 - Feb 2009 |
2.30%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OBRTX (Old Mutual Heitman REIT Z) |
40.77%
Mar 2009 - Mar 2012 |
27.33%
Feb 2009 - Feb 2014 |
13.87%
Jul 1995 - Jul 2005 |
8.63%
Apr 1996 - Apr 2011 |
Annualized Rolling Returns Comparison Chart