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DFETX: EMERGING MARKETS PORTFOLIO II EMERGING MARKETS PORTFOLIO II (MUTUAL FUND)
Basic Info 18.52 0.07(0.38%) May 14
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (93%) |
Start Date: | 09/02/1997 |
Last Dividend Date: | 12/13/2023 |
12-Mo. Yield | 3.97% |
Expenses | 0.37% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/03/1997 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.6 | 7.1 | 16.8 | -0.3 | 5.9 | 4.0 | 6.3 | 7.5 | 6.0 | 13.1 | -16.8 | 2.6 | 14.1 | 16.3 | -13.5 | 36.7 | 12.4 | -15.6 | -1.5 | -2.9 | 19.4 | -17.3 | 22.1 | 68.8 | -51.9 | 33.9 | 26.6 | 27.0 | 28.1 | 58.6 | -10.8 | -8.2 | -29.0 | 72.8 | -9.5 | -16.2 |
Sharpe Ratio | NA | 1.19 | 0.85 | -0.25 | 0.19 | 0.17 | NA | NA | 0.23 | 0.72 | -0.95 | 0.17 | 0.47 | 1.2 | -0.91 | 3.96 | 0.7 | -0.95 | -0.13 | -0.22 | 1.25 | -0.71 | 1.1 | 2.33 | -1.19 | 1.35 | 1.29 | 2.0 | 1.85 | 4.66 | -0.8 | -0.53 | -1.84 | 3.97 | -0.5 | -1.65 |
Draw Down(%) | NA | 6.0 | 11.8 | 31.8 | 36.4 | 40.2 | NA | NA | 64.0 | 11.8 | 28.4 | 11.0 | 36.4 | 11.3 | 24.7 | 4.0 | 11.6 | 26.3 | 16.0 | 16.7 | 16.9 | 28.2 | 16.4 | 23.2 | 59.9 | 17.9 | 24.8 | 10.8 | 17.3 | 8.9 | 29.1 | 33.8 | 36.7 | 10.9 | 42.7 | 26.8 |
Standard Deviation(%) | NA | 11.8 | 12.2 | 15.2 | 18.7 | 16.8 | NA | NA | 20.0 | 12.5 | 19.2 | 15.3 | 29.1 | 12.4 | 16.2 | 9.2 | 17.3 | 16.4 | 11.9 | 13.6 | 15.6 | 24.4 | 20.1 | 29.5 | 44.4 | 23.0 | 18.2 | 12.4 | 14.7 | 12.4 | 14.8 | 20.0 | 18.0 | 17.5 | 25.7 | 27.0 |
Treynor Ratio | NA | 0.14 | 0.1 | -0.04 | 0.04 | 0.03 | NA | NA | 0.05 | 0.09 | -0.19 | 0.03 | 0.14 | 0.15 | -0.15 | 0.37 | 0.13 | -0.18 | -0.02 | -0.03 | 0.21 | -0.18 | 0.24 | 0.76 | -0.61 | 0.34 | 0.25 | 0.29 | 0.35 | 0.84 | -0.19 | -0.16 | -0.44 | 0.86 | -0.16 | -0.54 |
Alpha | NA | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 | -0.01 | 0.0 | 0.02 | 0.01 | -0.01 | -0.01 | 0.01 | 0.01 | 0.0 | 0.02 | 0.0 | -0.04 | -0.01 | -0.01 | -0.01 | 0.02 | 0.05 | -0.03 | -0.03 | -0.04 | 0.06 | 0.02 | -0.07 |
Beta | NA | 1.02 | 1.0 | 0.96 | 0.98 | 0.96 | NA | NA | 0.87 | 0.99 | 0.95 | 0.93 | 1.01 | 0.96 | 0.96 | 0.98 | 0.94 | 0.89 | 0.91 | 0.96 | 0.95 | 0.94 | 0.93 | 0.9 | 0.86 | 0.9 | 0.95 | 0.87 | 0.78 | 0.69 | 0.61 | 0.68 | 0.76 | 0.81 | 0.82 | 0.83 |
RSquared | NA | 0.94 | 0.96 | 0.96 | 0.95 | 0.94 | NA | NA | 0.89 | 0.96 | 0.97 | 0.95 | 0.93 | 0.95 | 0.96 | 0.9 | 0.89 | 0.96 | 0.97 | 0.98 | 0.97 | 0.99 | 0.96 | 0.98 | 0.95 | 0.9 | 0.91 | 0.83 | 0.78 | 0.67 | 0.57 | 0.66 | 0.77 | 0.66 | 0.8 | 0.81 |
Yield(%) | N/A | 0.0 | 4.0 | 8.0 | 10.0 | 6.2 | 7.4 | 9.5 | N/A | 4.1 | 7.0 | 16.5 | 11.8 | 12.9 | 6.6 | 2.6 | 2.7 | 2.8 | 2.5 | 2.5 | 2.4 | 2.3 | 2.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -55.1 | -21.1 | 176.7 | 553.2 | N/A | N/A | N/A | -55.4 | -63.3 | 40.4 | -4.0 | 51.8 | 251.8 | 7.7 | -22.4 | 8.1 | -8.8 | 21.4 | -16.4 | 11.7 | N/A | N/A | N/A | N/A | 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 09/03/1997
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See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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