Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFAIX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS I) | NA | 2.67% | 11.75% | 8.85% | 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 |
|---|---|---|
| OFAIX (O’SHAUGHNESSY ALL CAP CORE FUND CLASS I) | 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 | 2.67 | 11.75 | 8.85 | NA | NA | NA | … | … | 15.32 | -9.21 | 19.57 | 15.64 | -0.93 | 7.25 | 42.94 | 12.48 | -1.08 | 17.14 |
| Sharpe Ratio | NA | 0.07 | 0.81 | 0.59 | NA | NA | NA | … | … | 1.57 | -0.59 | 2.14 | 1.09 | -0.06 | 0.58 | 3.51 | 1.02 | -0.05 | 3.56 |
| Standard Deviation(%) | NA | 15.19 | 13.25 | 13.92 | NA | NA | NA | … | … | 11.41 | 17.78 | 8.91 | 14.11 | 15.48 | 12.53 | 12.21 | 12.26 | 23.64 | 14.62 |
| Draw Down(%) | NA | 18.46 | 24.03 | 24.03 | NA | NA | NA | … | … | 8.57 | 24.03 | 4.07 | 10.76 | 11.97 | 9.18 | 6.25 | 8.63 | 22.14 | 4.82 |
| Yield(%) | 0.00 | 21.22 | 22.11 | 15.98 | 15.13 | 10.09 | 7.57 | … | … | 1.54 | 20.33 | 38.32 | 9.47 | 8.21 | 15.45 | 10.79 | 1.77 | 0.77 | 0.46 |
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 |
|---|---|---|---|---|
| OFAIX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS I) |
5.19%
Oct 2013 – Oct 2016 |
5.93%
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 |
|---|---|---|---|---|
| OFAIX (O'SHAUGHNESSY ALL CAP CORE FUND CLASS I) |
23.14%
Sep 2011 – Sep 2014 |
16.00%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart