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DFCVX: THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/31/1994 |
Last Dividend Date: | 02/26/2020 |
12-Mo. Yield | 54.69% |
Expenses | 0.17% |
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Performance Analytics (As of 09/08/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/31/1994 |
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 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -44.4 | -19.7 | -8.9 | 1.4 | 7.8 | 7.0 | 7.2 | -46.3 | 17.6 | -20.7 | 8.0 | 13.0 | -5.6 | 8.1 | 38.0 | 19.7 | -4.9 | 17.9 | 27.3 | -70.3 | -9.1 | 16.0 | 8.5 | 16.9 | 33.0 | -16.1 | -3.1 | -10.2 | -11.4 | 3.6 | 21.3 | 16.1 | 33.4 | -5.8 |
Sharpe Ratio | NA | -1.05 | -1.07 | -1.07 | -0.78 | NA | NA | -0.67 | -0.9 | -0.39 | -2.15 | -1.03 | -1.34 | -1.45 | -0.82 | 1.5 | 0.07 | -0.85 | -0.03 | 0.23 | -1.1 | -1.71 | -0.53 | -1.11 | -0.23 | 0.77 | -1.47 | -1.23 | -2.92 | 0.59 | 1.72 | -1.65 | 1.63 | -2.75 | 0.17 |
Draw Down(%) | NA | 48.3 | 53.4 | 53.4 | 53.4 | NA | NA | 83.9 | 46.9 | 8.6 | 30.5 | 7.9 | 12.5 | 14.7 | 10.4 | 6.1 | 13.0 | 27.4 | 19.2 | 36.5 | 73.0 | 19.7 | 8.4 | 7.6 | 7.5 | 16.9 | 32.6 | 24.7 | 20.9 | 28.2 | 27.6 | 13.1 | 10.8 | 6.0 | 8.6 |
Standard Deviation(%) | NA | 63.2 | 38.9 | 31.7 | 26.1 | NA | NA | 27.4 | 137.3 | 14.5 | 19.7 | 11.0 | 15.7 | 16.7 | 12.7 | 13.0 | 15.1 | 27.6 | 21.7 | 38.0 | 81.2 | 18.3 | 12.1 | 11.2 | 12.0 | 17.6 | 24.4 | 20.1 | 27.0 | 22.9 | 21.4 | 15.4 | 11.1 | 10.4 | 10.2 |
Treynor Ratio | NA | -2.44 | -0.77 | -0.49 | -0.22 | NA | NA | -0.19 | -23.59 | -0.05 | -0.39 | -0.11 | -0.19 | -0.23 | -0.09 | 0.17 | 0.01 | -0.2 | -0.01 | 0.07 | -0.86 | -0.32 | -0.06 | -0.13 | -0.03 | 0.14 | -0.42 | -0.29 | -1.01 | 0.17 | 0.39 | -0.32 | 0.21 | -0.28 | 0.02 |
Alpha | NA | -0.2 | -0.27 | -0.29 | -0.07 | NA | NA | -0.04 | -0.97 | -0.03 | -0.06 | -0.04 | 0.12 | 0.08 | -0.01 | 0.17 | 0.02 | -0.01 | 0.13 | 0.03 | -0.22 | -0.04 | -0.02 | 0.0 | 0.01 | 0.0 | -0.04 | 0.02 | -0.16 | -0.07 | -0.03 | -0.04 | -0.01 | -0.01 | -0.02 |
Beta | NA | 0.27 | 0.53 | 0.69 | 0.92 | NA | NA | 0.96 | 0.05 | 1.15 | 1.07 | 0.99 | 1.13 | 1.06 | 1.12 | 1.13 | 1.17 | 1.14 | 1.17 | 1.19 | 1.04 | 0.99 | 1.04 | 0.99 | 1.06 | 1.0 | 0.86 | 0.84 | 0.78 | 0.78 | 0.96 | 0.79 | 0.85 | 1.04 | 0.91 |
RSquared | NA | 0.02 | 0.1 | 0.19 | 0.44 | NA | NA | 0.55 | 0.0 | 0.84 | 0.75 | 0.41 | 0.91 | 0.96 | 0.92 | 0.94 | 0.96 | 0.98 | 0.98 | 0.98 | 0.45 | 0.85 | 0.67 | 0.88 | 0.89 | 0.94 | 0.92 | 0.72 | 0.33 | 0.36 | 0.74 | 0.75 | 0.74 | 0.63 | 0.83 |
Yield(%) | N/A | 54.7 | 23.4 | 17.2 | 17.3 | 8.0 | 7.5 | N/A | 45.4 | 7.6 | 9.3 | 10.7 | 5.9 | 2.2 | 2.0 | 2.1 | 2.3 | 1.9 | 2.7 | 2.1 | 29.7 | 1.4 | 1.8 | 1.8 | 1.4 | 1.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 417.7 | 751.7 | 1059.2 | 92.4 | N/A | N/A | N/A | 600.9 | -35.2 | -6.4 | 111.2 | 147.2 | 20.0 | 25.0 | 14.3 | 16.7 | -18.2 | 57.1 | -97.8 | 1750.0 | -8.1 | 8.8 | 54.5 | 22.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/31/1994
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