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DFIEX: INTERNATIONAL CORE EQUITY PORTFOLIO INTERNATIONAL CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 16.01 0.03(0.19%) March 28
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (76%) |
Start Date: | 11/01/2005 |
Last Dividend Date: | 12/11/2023 |
12-Mo. Yield | 3.33% |
Expenses | 0.23% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/02/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | 4.5 | 17.4 | 4.1 | 7.6 | 5.2 | 9.1 | 5.5 | 17.5 | -13.5 | 13.9 | 7.7 | 21.7 | -17.4 | 28.1 | 5.3 | -0.2 | -6.0 | 23.4 | 18.7 | -15.1 | 13.9 | 39.3 | -44.0 | 8.5 | 26.3 | 7.5 |
Sharpe Ratio | NA | 1.43 | 1.13 | 0.1 | 0.31 | 0.25 | NA | 0.23 | 1.01 | -0.68 | 1.06 | 0.24 | 1.87 | -1.39 | 3.7 | 0.29 | -0.02 | -0.53 | 1.86 | 1.11 | -0.55 | 0.64 | 1.34 | -1.14 | 0.33 | 1.74 | 5.97 |
Draw Down(%) | NA | 3.6 | 11.1 | 28.7 | 37.7 | 41.0 | NA | 62.2 | 11.1 | 28.3 | 7.2 | 37.7 | 8.5 | 25.5 | 2.4 | 12.7 | 16.3 | 15.1 | 9.4 | 17.2 | 27.8 | 18.7 | 28.4 | 55.2 | 12.8 | 16.0 | 1.5 |
Standard Deviation(%) | NA | 10.6 | 12.2 | 16.4 | 19.5 | 16.7 | NA | 20.0 | 13.2 | 21.9 | 13.1 | 31.3 | 10.9 | 13.5 | 7.5 | 17.4 | 14.9 | 11.2 | 12.6 | 17.0 | 27.5 | 21.6 | 29.3 | 39.2 | 16.6 | 13.3 | 8.9 |
Treynor Ratio | NA | 0.16 | 0.14 | 0.02 | 0.06 | 0.04 | NA | 0.05 | 0.14 | -0.15 | 0.15 | 0.07 | 0.21 | -0.19 | 0.29 | 0.05 | 0.0 | -0.06 | 0.25 | 0.19 | -0.15 | 0.14 | 0.4 | -0.49 | 0.07 | 0.26 | 0.72 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.01 | 0.02 | 0.0 | 0.01 | -0.01 | 0.0 | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 | 0.0 | 0.02 | 0.02 | -0.04 | -0.01 | 0.01 | 0.02 |
Beta | NA | 0.94 | 0.99 | 0.97 | 0.99 | 0.98 | NA | 0.96 | 0.94 | 0.98 | 0.93 | 1.02 | 0.97 | 1.01 | 0.97 | 0.95 | 0.92 | 0.96 | 0.95 | 0.99 | 1.01 | 0.99 | 0.99 | 0.91 | 0.85 | 0.88 | 0.73 |
RSquared | NA | 0.89 | 0.91 | 0.93 | 0.95 | 0.95 | NA | 0.95 | 0.86 | 0.94 | 0.9 | 0.97 | 0.95 | 0.96 | 0.88 | 0.96 | 0.95 | 0.92 | 0.96 | 0.97 | 0.98 | 0.99 | 0.97 | 0.95 | 0.9 | 0.9 | 0.67 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/02/2005
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