Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ONEIX (Opm Eqty Incm N) | NA | -9.71% | 0.09% | 0.58% | 6.35% | 5.88% | NA | 6.19% |
Data as of 04/17/2020, AR inception is 04/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ONEIX (Opm Eqty Incm N) | 04/24/2001 | 04/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.25 | -9.71 | 0.09 | 0.58 | 6.35 | 5.88 | NA | 6.19 | -17.00 | 23.19 | -10.68 | 12.32 | 14.37 | -10.07 | 9.76 | 31.16 | 18.71 | -6.86 | 20.37 | 41.79 | -35.81 | 2.14 | 13.05 | 8.80 | 16.18 | 28.28 | -14.95 | 0.53 |
| Sharpe Ratio | NA | -0.38 | -0.05 | -0.01 | 0.35 | NA | NA | 0.26 | -0.94 | 2.04 | -0.80 | 1.51 | 0.91 | -0.66 | 0.87 | 2.94 | 1.44 | -0.28 | 1.12 | 1.61 | -0.91 | -0.06 | 0.93 | 0.66 | 1.36 | 1.77 | -0.65 | -0.07 |
| Standard Deviation(%) | NA | 28.77 | 19.39 | 17.75 | 17.02 | NA | NA | 19.05 | 50.63 | 10.67 | 14.99 | 7.77 | 15.42 | 15.37 | 11.17 | 10.58 | 13.05 | 24.49 | 18.06 | 25.93 | 40.27 | 15.30 | 10.54 | 10.09 | 11.21 | 15.55 | 24.65 | 17.20 |
| Draw Down(%) | NA | 33.71 | 33.71 | 33.71 | 33.71 | NA | NA | 53.81 | 33.71 | 6.28 | 20.08 | 4.26 | 14.57 | 16.20 | 9.41 | 6.26 | 12.25 | 25.12 | 15.65 | 25.81 | 49.26 | 11.59 | 9.59 | 7.75 | 7.83 | 15.15 | 29.34 | 23.13 |
| Yield(%) | 0.00 | 7.24 | 6.46 | 5.49 | 6.82 | 6.46 | 6.06 | 6.74 | 0.35 | 8.18 | 8.46 | 3.22 | 2.40 | 7.97 | 8.06 | 7.52 | 4.20 | 2.37 | 1.82 | 4.06 | 2.46 | 14.94 | 8.11 | 11.00 | 8.43 | 0.85 | 0.00 | 0.00 |
Data as of 04/17/2020, AR inception is 04/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONEIX (Opm Eqty Incm N) |
-15.37%
Feb 2006 - Feb 2009 |
-5.44%
Feb 2004 - Feb 2009 |
4.91%
Feb 2006 - Feb 2016 |
5.16%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONEIX (Opm Eqty Incm N) |
27.96%
Feb 2009 - Feb 2012 |
23.99%
Feb 2009 - Feb 2014 |
13.90%
Feb 2009 - Feb 2019 |
9.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart