Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFDIX (O’SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I) | NA | -1.92% | 5.80% | 1.95% | 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 |
|---|---|---|
| OFDIX (O’SHAUGHNESSY ENHANCED DIVIDEND 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 | -1.92 | 5.80 | 1.95 | NA | NA | NA | … | … | 9.75 | -12.95 | 17.10 | 19.22 | -11.21 | -8.22 | 16.68 | 12.06 | 2.34 | 9.65 |
| Sharpe Ratio | NA | -0.27 | 0.40 | 0.09 | NA | NA | NA | … | … | 0.95 | -0.94 | 2.02 | 1.17 | -0.63 | -0.69 | 1.51 | 0.79 | 0.10 | 2.11 |
| Standard Deviation(%) | NA | 13.38 | 11.91 | 14.39 | NA | NA | NA | … | … | 11.26 | 15.15 | 8.20 | 16.27 | 17.81 | 12.02 | 11.00 | 15.38 | 23.24 | 13.11 |
| Draw Down(%) | NA | 15.41 | 24.55 | 29.20 | NA | NA | NA | … | … | 10.14 | 24.55 | 3.69 | 10.99 | 20.40 | 21.02 | 9.29 | 16.02 | 18.70 | 7.12 |
| Yield(%) | 0.00 | 2.75 | 3.24 | 4.06 | 4.44 | 2.96 | 2.22 | … | … | 2.37 | 3.00 | 2.73 | 2.99 | 4.28 | 11.62 | 3.61 | 3.41 | 4.32 | 0.80 |
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 |
|---|---|---|---|---|
| OFDIX (O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I) |
-4.28%
Jan 2013 – Jan 2016 |
-1.33%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFDIX (O'SHAUGHNESSY ENHANCED DIVIDEND FUND CLASS I) |
14.44%
Sep 2015 – Sep 2018 |
6.84%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart