Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFSIX (O’SHAUGHNESSY SMALL CAP VALUE FUND CLASS I) | NA | -24.33% | -10.93% | NA | NA | NA | NA | … | … |
Data as of 08/14/2020, Common starting date is 02/29/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFSIX (O’SHAUGHNESSY SMALL CAP VALUE FUND CLASS I) | 02/29/2016 | 08/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.33 | -10.93 | NA | NA | NA | NA | … | … | -32.94 | 8.72 | -17.75 | 11.25 | 30.33 |
| Sharpe Ratio | NA | -0.60 | -0.44 | NA | NA | NA | NA | … | … | -0.88 | 0.43 | -1.08 | 0.79 | 2.26 |
| Standard Deviation(%) | NA | 47.14 | 30.43 | NA | NA | NA | NA | … | … | 58.59 | 17.19 | 17.64 | 13.46 | 16.09 |
| Draw Down(%) | NA | 50.20 | 57.11 | NA | NA | NA | NA | … | … | 49.92 | 17.04 | 29.24 | 8.90 | 9.86 |
| Yield(%) | 0.00 | 4.58 | 4.41 | 3.69 | 1.85 | 1.23 | 0.92 | … | … | 3.01 | 1.19 | 3.46 | 5.56 | 1.46 |
Data as of 08/14/2020, Common starting date is 02/29/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFSIX (O'SHAUGHNESSY SMALL CAP VALUE FUND CLASS I) |
-15.88%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| OFSIX (O'SHAUGHNESSY SMALL CAP VALUE FUND CLASS I) |
8.86%
Apr 2016 – Apr 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart