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DTMVX: TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO (MUTUAL FUND)
Basic Info
| Asset Class: | SMALL VALUE |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/19/1999 |
| Last Dividend Date: | 03/30/2021 |
| 12-Mo. Yield | 1.94% |
| Expenses | 0.44% |
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Performance Analytics (As of 06/23/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/19/1999 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 77.7 | 9.1 | 12.3 | 11.8 | 8.3 | 9.5 | 10.0 | 30.6 | 2.3 | 22.1 | -16.2 | 11.1 | 23.8 | -3.3 | 4.2 | 43.9 | 20.9 | -5.8 | 30.4 | 27.6 | -37.8 | -8.5 | 18.9 | 8.2 | 21.7 | 56.4 | -18.8 | 19.9 | 11.9 | 7.7 |
| Sharpe Ratio | NA | 3.11 | 0.26 | 0.44 | 0.49 | NA | NA | 0.37 | 3.34 | 0.04 | 1.22 | -1.01 | 0.85 | 1.33 | -0.21 | 0.28 | 3.03 | 1.25 | -0.18 | 1.17 | 0.7 | -0.86 | -0.59 | 0.96 | 0.4 | 1.26 | 3.11 | -0.82 | 0.9 | 0.45 | 0.45 |
| Draw Down(%) | NA | 10.0 | 49.6 | 49.6 | 49.6 | NA | NA | 66.9 | 7.7 | 47.6 | 12.8 | 26.7 | 6.6 | 13.3 | 13.4 | 13.3 | 6.0 | 13.5 | 30.4 | 22.3 | 38.5 | 52.5 | 19.4 | 14.0 | 11.3 | 12.5 | 15.0 | 38.8 | 24.3 | 10.3 | 13.5 |
| Standard Deviation(%) | NA | 25.0 | 31.5 | 26.1 | 23.3 | NA | NA | 23.8 | 22.8 | 47.5 | 17.0 | 17.4 | 12.4 | 17.7 | 16.0 | 14.9 | 14.5 | 16.8 | 32.4 | 25.8 | 39.5 | 44.6 | 19.6 | 16.3 | 15.2 | 16.5 | 17.9 | 24.3 | 19.8 | 17.3 | 10.7 |
| Treynor Ratio | NA | 0.72 | 0.08 | 0.11 | 0.11 | NA | NA | 0.09 | 0.74 | 0.02 | 0.18 | -0.16 | 0.09 | 0.22 | -0.03 | 0.04 | 0.41 | 0.2 | -0.06 | 0.28 | 0.28 | -0.41 | -0.11 | 0.14 | 0.06 | 0.19 | 0.52 | -0.21 | 0.21 | 0.1 | 0.06 |
| Alpha | NA | 0.02 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.05 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0.01 | -0.03 | 0.01 | 0.0 | 0.0 | 0.01 | -0.01 | -0.04 | -0.01 | -0.01 | 0.01 | -0.01 | 0.04 | -0.02 | 0.03 | -0.02 | 0.02 |
| Beta | NA | 1.08 | 1.07 | 1.07 | 1.06 | NA | NA | 1.01 | 1.03 | 1.06 | 1.15 | 1.1 | 1.14 | 1.05 | 1.05 | 1.08 | 1.07 | 1.07 | 1.04 | 1.08 | 1.0 | 0.95 | 1.02 | 1.16 | 1.04 | 1.08 | 1.07 | 0.96 | 0.86 | 0.81 | 0.79 |
| RSquared | NA | 0.93 | 0.97 | 0.97 | 0.97 | NA | NA | 0.96 | 0.87 | 0.99 | 0.97 | 0.97 | 0.96 | 0.97 | 0.98 | 0.95 | 0.97 | 0.98 | 0.99 | 0.99 | 0.99 | 0.98 | 0.98 | 0.97 | 0.96 | 0.89 | 0.95 | 0.96 | 0.89 | 0.81 | 0.78 |
| Yield(%) | N/A | 1.9 | 2.8 | 4.1 | 5.3 | 4.4 | 6.4 | N/A | 0.4 | 1.4 | 3.5 | 4.2 | 5.2 | 4.8 | 4.7 | 4.5 | 4.3 | 4.1 | 0.6 | 0.8 | 0.9 | 1.1 | 6.5 | 11.1 | 9.5 | 2.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -52.8 | -31.8 | 28.2 | 53.1 | N/A | N/A | N/A | -73.8 | -53.4 | -32.4 | -15.2 | 31.5 | -7.2 | 4.3 | 42.0 | 22.4 | 513.1 | -1.4 | 11.2 | -47.5 | -85.5 | -37.7 | 18.8 | 360.5 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/19/1999
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