Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFACX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS C) | NA | 1.76% | 10.88% | 7.89% | 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 |
|---|---|---|
| OFACX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS C) | 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 | 1.76 | 10.88 | 7.89 | NA | NA | NA | … | … | 14.60 | -9.76 | 18.44 | 14.53 | -1.95 | 6.18 | 41.41 | 11.34 | -1.93 | 16.61 |
| Sharpe Ratio | NA | 0.02 | 0.74 | 0.52 | NA | NA | NA | … | … | 1.50 | -0.62 | 2.01 | 1.01 | -0.13 | 0.49 | 3.39 | 0.93 | -0.08 | 3.44 |
| Standard Deviation(%) | NA | 15.13 | 13.23 | 13.91 | NA | NA | NA | … | … | 11.31 | 17.80 | 8.90 | 14.13 | 15.45 | 12.50 | 12.19 | 12.26 | 23.65 | 14.63 |
| Draw Down(%) | NA | 18.58 | 24.25 | 24.25 | NA | NA | NA | … | … | 8.70 | 24.25 | 4.20 | 10.84 | 12.32 | 9.27 | 6.35 | 8.75 | 22.45 | 4.92 |
| Yield(%) | 0.00 | 21.01 | 21.68 | 15.45 | 14.11 | 9.41 | 7.06 | … | … | 0.88 | 20.53 | 37.87 | 8.67 | 7.65 | 14.94 | 9.92 | 0.79 | 0.53 | 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 |
|---|---|---|---|---|
| OFACX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS C) |
4.14%
Oct 2013 – Oct 2016 |
4.97%
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 |
|---|---|---|---|---|
| OFACX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS C) |
21.92%
Sep 2011 – Sep 2014 |
14.84%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart