Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFMIX (O’SHAUGHNESSY SMALL/MID CAP GROWTH FUND CLASS I) | NA | 5.35% | 6.84% | 6.22% | NA | NA | NA | … | … |
Data as of 02/28/2020, Common starting date is 08/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFMIX (O’SHAUGHNESSY SMALL/MID CAP GROWTH FUND CLASS I) | 08/17/2010 | 02/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.35 | 6.84 | 6.22 | NA | NA | NA | … | … | -0.29 | 19.01 | -8.05 | 13.85 | 14.65 | -0.27 | -0.88 | 42.83 | 19.52 | -12.43 | 24.54 |
| Sharpe Ratio | NA | 0.31 | 0.38 | 0.38 | NA | NA | NA | … | … | -6.28 | 1.24 | -0.51 | 1.09 | 0.97 | -0.02 | -0.05 | 2.94 | 1.34 | -0.38 | 3.52 |
| Standard Deviation(%) | NA | 12.88 | 14.90 | 14.81 | NA | NA | NA | … | … | 0.45 | 14.19 | 18.52 | 12.14 | 14.79 | 15.00 | 16.41 | 14.57 | 14.65 | 33.15 | 22.38 |
| Draw Down(%) | NA | 7.23 | 27.71 | 27.71 | NA | NA | NA | … | … | 0.29 | 7.23 | 27.71 | 4.58 | 11.35 | 9.76 | 14.06 | 5.84 | 9.64 | 31.89 | 7.11 |
| Yield(%) | 0.00 | 42.92 | 21.30 | 14.54 | 15.01 | 10.00 | 7.50 | … | … | 40.63 | 0.00 | 16.13 | 9.67 | 0.34 | 6.67 | 12.17 | 17.87 | 0.50 | 0.00 | 1.26 |
Data as of 02/28/2020, 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 |
|---|---|---|---|---|
| OFMIX (O'SHAUGHNESSY SMALL/MID CAP GROWTH FUND CLASS I) |
3.36%
Oct 2013 – Oct 2016 |
3.48%
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 |
|---|---|---|---|---|
| OFMIX (O'SHAUGHNESSY SMALL/MID CAP GROWTH FUND CLASS I) |
22.26%
Sep 2011 – Sep 2014 |
14.86%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart