Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OILLX (Old Mutual Large Cap Gr I) | NA | 7.85% | 19.83% | 1.94% | NA | NA | NA | 2.66% |
Data as of 04/13/2012, AR inception is 12/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OILLX (Old Mutual Large Cap Gr I) | 12/28/2006 | 04/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.92 | 7.85 | 19.83 | 1.94 | NA | NA | NA | 2.66 | 14.13 | -2.54 | 18.81 | 36.56 | -48.12 | 22.33 | -0.44 |
| Sharpe Ratio | NA | 0.30 | 0.94 | 0.05 | NA | NA | NA | 0.06 | 4.60 | -0.10 | 1.00 | 1.42 | -1.17 | 1.08 | NA |
| Standard Deviation(%) | NA | 25.79 | 21.13 | 27.75 | NA | NA | NA | 26.99 | 13.02 | 25.87 | 18.80 | 25.65 | 41.80 | 18.02 | 0.00 |
| Draw Down(%) | NA | 20.36 | 20.36 | 57.30 | NA | NA | NA | 57.30 | 4.02 | 20.36 | 15.77 | 18.72 | 55.99 | 9.34 | 0.44 |
| Yield(%) | 0.00 | 0.21 | 0.47 | 0.18 | 0.09 | 0.06 | 0.05 | 0.18 | 0.00 | 0.21 | 0.33 | 0.63 | 0.00 | 0.00 | 0.00 |
Data as of 04/13/2012, AR inception is 12/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILLX (Old Mutual Large Cap Gr I) |
-9.83%
Aug 2007 - Aug 2010 |
0.97%
Jan 2007 - Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILLX (Old Mutual Large Cap Gr I) |
25.70%
Feb 2009 - Feb 2012 |
2.96%
Mar 2007 - Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart