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DFEMX: EMERGING MARKETS PORTFOLIO EMERGING MARKETS PORTFOLIO - INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 27.63 0.3(1.10%) April 22
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (91%) |
Start Date: | 11/24/1995 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 3.43% |
Expenses | 0.61% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.4 | 0.5 | 7.8 | -3.1 | 2.8 | 3.3 | 6.5 | 7.1 | 6.0 | 13.1 | -16.9 | 2.5 | 13.9 | 16.0 | -13.6 | 36.6 | 12.1 | -15.8 | -1.7 | -3.1 | 19.2 | -17.4 | 21.8 | 71.6 | -49.1 | 36.0 | 28.9 | 30.1 | 29.9 | 60.2 | -9.4 | -6.8 | -29.2 | 71.7 | -9.4 | -18.9 | 11.4 | 4.4 |
Sharpe Ratio | NA | -0.48 | 0.22 | -0.38 | 0.05 | 0.13 | NA | NA | 0.25 | 0.71 | -0.96 | 0.16 | 0.47 | 1.18 | -0.92 | 3.95 | 0.69 | -0.96 | -0.15 | -0.23 | 1.23 | -0.72 | 1.1 | 2.43 | -1.12 | 1.45 | 1.43 | 2.32 | 2.0 | 4.83 | -0.73 | -0.47 | -1.86 | 3.91 | -0.49 | -1.22 | 0.82 | 5.3 |
Draw Down(%) | NA | 6.0 | 11.7 | 31.8 | 36.4 | 40.4 | NA | NA | 62.4 | 11.7 | 28.5 | 11.0 | 36.4 | 11.4 | 24.8 | 4.0 | 11.6 | 26.3 | 16.1 | 16.8 | 17.0 | 28.2 | 16.4 | 23.4 | 59.9 | 17.9 | 24.8 | 10.7 | 17.1 | 8.8 | 28.8 | 33.6 | 37.2 | 11.0 | 43.0 | 35.6 | 9.0 | 1.6 |
Standard Deviation(%) | NA | 11.6 | 12.1 | 15.2 | 18.7 | 16.7 | NA | NA | 19.6 | 12.5 | 19.2 | 15.3 | 29.1 | 12.4 | 16.2 | 9.1 | 17.3 | 16.4 | 11.9 | 13.6 | 15.6 | 24.4 | 19.8 | 29.4 | 44.7 | 22.9 | 18.1 | 12.0 | 14.5 | 12.3 | 14.4 | 19.7 | 17.9 | 17.5 | 25.9 | 18.4 | 9.6 | 10.2 |
Treynor Ratio | NA | -0.05 | 0.03 | -0.06 | 0.01 | 0.02 | NA | NA | 0.06 | 0.09 | -0.19 | 0.03 | 0.13 | 0.15 | -0.16 | 0.37 | 0.12 | -0.18 | -0.02 | -0.03 | 0.2 | -0.19 | 0.23 | 0.8 | -0.57 | 0.37 | 0.27 | 0.32 | 0.37 | 0.85 | -0.18 | -0.14 | -0.44 | 0.84 | -0.15 | -0.27 | 0.1 | 0.66 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | -0.01 | 0.0 | 0.02 | 0.0 | -0.01 | -0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | -0.02 | 0.0 | 0.0 | 0.0 | 0.02 | 0.05 | -0.02 | -0.02 | -0.04 | 0.06 | 0.02 | -0.02 | -0.01 | -0.06 |
Beta | NA | 1.02 | 1.0 | 0.96 | 0.98 | 0.96 | NA | NA | 0.88 | 0.99 | 0.95 | 0.93 | 1.01 | 0.96 | 0.96 | 0.98 | 0.97 | 0.89 | 0.9 | 0.96 | 0.95 | 0.94 | 0.93 | 0.9 | 0.87 | 0.9 | 0.94 | 0.87 | 0.77 | 0.7 | 0.6 | 0.68 | 0.75 | 0.81 | 0.82 | 0.83 | 0.82 | 0.83 |
RSquared | NA | 0.94 | 0.96 | 0.96 | 0.95 | 0.95 | NA | NA | 0.89 | 0.96 | 0.97 | 0.96 | 0.93 | 0.95 | 0.96 | 0.9 | 0.95 | 0.96 | 0.97 | 0.98 | 0.97 | 0.99 | 0.99 | 0.98 | 0.97 | 0.9 | 0.92 | 0.88 | 0.79 | 0.69 | 0.58 | 0.66 | 0.77 | 0.67 | 0.8 | 0.75 | 0.71 | 0.86 |
Yield(%) | N/A | 0.2 | 3.6 | 3.7 | 3.5 | 2.9 | 5.1 | 6.5 | N/A | 3.7 | 3.2 | 5.9 | 1.6 | 2.6 | 1.8 | 2.3 | 2.2 | 1.7 | 2.0 | 2.5 | 3.0 | 5.1 | 8.3 | 4.7 | 2.7 | 7.3 | 3.0 | 3.3 | 2.2 | 1.8 | 1.3 | 1.2 | 0.4 | 1.2 | 1.0 | 2.2 | 0.8 | 0.5 |
Dividend Growth(%) | N/A | -94.6 | -5.9 | 123.0 | 106.1 | -27.5 | N/A | N/A | N/A | -7.0 | -48.5 | 312.8 | -30.9 | 23.6 | 3.8 | 20.5 | 2.3 | -15.7 | -27.1 | -2.8 | -54.7 | -31.2 | 192.4 | -10.2 | -53.9 | 198.4 | 16.4 | 89.7 | 93.3 | 25.0 | 0.0 | 100.0 | -40.0 | 11.1 | -65.4 | 188.9 | 80.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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