Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFVIX (O’SHAUGHNESSY MARKET LEADERS VALUE FUND CLASS I) | 9.14% | 22.67% | 22.47% | 12.41% | 13.52% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 02/29/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFVIX (O’SHAUGHNESSY MARKET LEADERS VALUE FUND CLASS I) | 02/29/2016 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.78 | 22.67 | 22.47 | 12.41 | 13.52 | NA | NA | … | … | 9.14 | 15.81 | 23.70 | 17.85 | -6.13 | 30.49 | 1.76 | 27.55 | -12.93 | 24.64 | 20.12 |
| Sharpe Ratio | NA | 1.63 | 1.29 | 0.60 | 0.60 | NA | NA | … | … | 1.47 | 0.70 | 1.65 | 0.91 | -0.34 | 2.06 | 0.04 | 1.73 | -0.86 | 2.73 | 1.67 |
| Standard Deviation(%) | NA | 12.12 | 14.79 | 16.66 | 19.87 | NA | NA | … | … | 12.22 | 18.44 | 12.18 | 15.72 | 22.00 | 14.78 | 41.65 | 15.09 | 16.67 | 8.82 | 14.34 |
| Draw Down(%) | NA | 6.26 | 19.04 | 20.79 | 41.88 | NA | NA | … | … | 6.26 | 17.03 | 8.91 | 12.83 | 20.79 | 6.44 | 41.88 | 9.41 | 24.33 | 4.02 | 8.69 |
| Yield(%) | 0.00 | 17.53 | 15.05 | 9.80 | 10.29 | 7.37 | 5.53 | … | … | 0.00 | 18.01 | 16.41 | 4.65 | 6.84 | 2.36 | 2.13 | 3.32 | 6.24 | 4.35 | 1.26 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| OFVIX (O'SHAUGHNESSY MARKET LEADERS VALUE FUND CLASS I) |
-2.42%
Mar 2017 – Mar 2020 |
5.61%
Sep 2017 – Sep 2022 |
12.92%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFVIX (O'SHAUGHNESSY MARKET LEADERS VALUE FUND CLASS I) |
23.18%
May 2023 – May 2026 |
21.44%
Mar 2020 – Mar 2025 |
13.59%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart