Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFDCX (O’Shaughnessy Enhanced Dividend C) | NA | -0.63% | 7.50% | NA | NA | NA | NA | … | … |
Data as of 01/09/2015, Common starting date is 08/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFDCX (O’Shaughnessy Enhanced Dividend C) | 08/17/2010 | 01/09/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.63 | 7.50 | NA | NA | NA | NA | … | … | 0.00 | -2.69 | 15.44 | 10.91 | 1.47 | 9.19 |
| Sharpe Ratio | NA | -0.06 | 0.60 | NA | NA | NA | NA | … | … | 0.00 | -0.25 | 1.39 | 0.71 | 0.06 | 1.98 |
| Standard Deviation(%) | NA | 10.69 | 12.47 | NA | NA | NA | NA | … | … | 0.00 | 10.86 | 11.05 | 15.39 | 23.13 | 13.20 |
| Draw Down(%) | NA | 13.67 | 16.09 | NA | NA | NA | NA | … | … | 0.00 | 13.67 | 9.52 | 16.09 | 18.93 | 7.14 |
| Yield(%) | 0.00 | 4.10 | 3.51 | 3.17 | 1.58 | 1.06 | 0.79 | … | … | 0.00 | 4.07 | 2.75 | 2.61 | 3.55 | 0.74 |
Data as of 01/09/2015, 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 |
|---|---|---|---|---|
| OFDCX (O'Shaughnessy Enhanced Dividend C) |
6.08%
Jan 2011 – Jan 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFDCX (O'Shaughnessy Enhanced Dividend C) |
11.97%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart