Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFMAX (O’Shaughnessy Small/Mid Cap Growth A) | NA | -1.13% | 18.07% | 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 |
|---|---|---|
| OFMAX (O’Shaughnessy Small/Mid Cap Growth A) | 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 | -1.13 | 18.07 | NA | NA | NA | NA | … | … | 0.00 | -1.56 | 42.44 | 19.20 | -12.68 | 24.44 |
| Sharpe Ratio | NA | -0.07 | 1.20 | NA | NA | NA | NA | … | … | 0.00 | -0.10 | 2.90 | 1.32 | -0.38 | 3.52 |
| Standard Deviation(%) | NA | 15.55 | 15.01 | NA | NA | NA | NA | … | … | 0.00 | 15.70 | 14.62 | 14.68 | 33.14 | 22.32 |
| Draw Down(%) | NA | 14.15 | 14.15 | NA | NA | NA | NA | … | … | 0.00 | 14.15 | 5.94 | 9.69 | 31.89 | 7.11 |
| Yield(%) | 0.00 | 0.00 | 7.31 | 5.04 | 2.52 | 1.68 | 1.26 | … | … | 0.00 | 0.00 | 17.97 | 0.38 | 0.00 | 1.26 |
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 |
|---|---|---|---|---|
| OFMAX (O'Shaughnessy Small/Mid Cap Growth A) |
8.73%
Apr 2011 – Apr 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 |
|---|---|---|---|---|
| OFMAX (O'Shaughnessy Small/Mid Cap Growth A) |
21.92%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart