Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFAAX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS A) | NA | 1.93% | 11.32% | 8.51% | NA | NA | NA | … | … |
Data as of 10/21/2019, Common starting date is 08/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFAAX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS A) | 08/17/2010 | 10/21/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.93 | 11.32 | 8.51 | NA | NA | NA | … | … | 14.58 | -9.46 | 19.32 | 15.60 | -1.26 | 7.04 | 42.47 | 12.24 | -0.61 | 16.91 |
| Sharpe Ratio | NA | 0.02 | 0.77 | 0.56 | NA | NA | NA | … | … | 1.48 | -0.61 | 2.10 | 1.09 | -0.08 | 0.56 | 3.49 | 1.00 | -0.03 | 3.51 |
| Standard Deviation(%) | NA | 15.11 | 13.21 | 13.90 | NA | NA | NA | … | … | 11.37 | 17.74 | 8.92 | 14.10 | 15.43 | 12.51 | 12.17 | 12.25 | 23.61 | 14.60 |
| Draw Down(%) | NA | 18.51 | 24.07 | 24.07 | NA | NA | NA | … | … | 8.71 | 24.07 | 4.10 | 10.77 | 12.02 | 9.17 | 6.30 | 8.68 | 22.21 | 4.82 |
| Yield(%) | 0.00 | 20.25 | 21.54 | 15.59 | 14.75 | 9.84 | 7.38 | … | … | 0.85 | 19.81 | 37.55 | 9.10 | 7.96 | 14.91 | 10.49 | 1.49 | 0.74 | 0.43 |
Data as of 10/21/2019, Common starting date is 08/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFAAX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS A) |
4.98%
Oct 2013 – Oct 2016 |
5.71%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFAAX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS A) |
22.85%
Sep 2011 – Sep 2014 |
15.74%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart