Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OZM (Sculptor Capital Management Inc) | NA | 1,719.03% | 100.81% | 25.34% | 16.59% | NA | NA | … | … |
Data as of 09/20/2019, Common starting date is 11/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OZM (Sculptor Capital Management Inc) | 11/14/2007 | 09/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 18.66 | 1,719.03 | 100.81 | 25.34 | 16.59 | NA | NA | … | … | 176.93 | 357.69 | -22.60 | -46.87 | -42.51 | -10.51 | 77.79 | 18.23 | -41.90 | 20.68 | 172.72 | -80.10 | -10.43 |
| Sharpe Ratio | NA | 7.27 | 0.71 | 0.22 | 0.20 | NA | NA | … | … | 5.99 | 1.52 | -0.52 | -0.78 | -1.19 | -0.32 | 2.87 | 0.57 | -1.00 | 0.50 | 2.72 | -1.08 | -1.06 |
| Standard Deviation(%) | NA | 236.23 | 140.95 | 113.08 | 83.93 | NA | NA | … | … | 51.43 | 234.78 | 44.49 | 60.14 | 35.68 | 32.74 | 27.12 | 32.32 | 41.86 | 41.29 | 63.38 | 74.63 | 57.84 |
| Draw Down(%) | NA | 40.65 | 74.13 | 90.98 | 91.08 | NA | NA | … | … | 18.97 | 60.92 | 40.30 | 55.97 | 59.05 | 27.05 | 14.09 | 35.43 | 54.17 | 33.53 | 26.14 | 84.62 | 25.45 |
| Yield(%) | 0.00 | 67.47 | 10.81 | 4.12 | 6.57 | 2.02 | 1.51 | … | … | 9.02 | 11.52 | 2.08 | 0.00 | 7.38 | 11.81 | 14.42 | 4.73 | 6.82 | 6.41 | 3.53 | 0.82 | 3.92 |
Data as of 09/20/2019, Common starting date is 11/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OZM (Sculptor Capital Management Inc) |
-45.13%
Apr 2015 – Apr 2018 |
-35.18%
Nov 2013 – Nov 2018 |
-16.28%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OZM (Sculptor Capital Management Inc) |
109.09%
Jul 2016 – Jul 2019 |
32.08%
Dec 2008 – Dec 2013 |
19.46%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart