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XADEX: Adams Diversified Equity Fund (MUTUAL FUND)
Basic Info 21.81 0.06(0.27%) April 18
Asset Class: | EQUITY |
MyPlanIQ Rating: | (42%) |
Start Date: | 05/17/1999 |
Last Dividend Date: | 05/17/2022 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.6 | 5.8 | 16.5 | -0.6 | 7.6 | 6.5 | 7.5 | 3.3 | -0.7 | 18.6 | -22.6 | 39.8 | 18.0 | 20.2 | -4.7 | 15.3 | 1.2 | -5.2 | 5.2 | 21.4 | 7.7 | -8.8 | 5.9 | 24.2 | -38.8 | -0.9 | 8.0 | -2.2 | 4.7 | 18.5 | -24.5 | -32.3 | -11.7 | 16.6 |
Sharpe Ratio | NA | 2.34 | 1.32 | -0.09 | 0.29 | 0.31 | NA | NA | -0.09 | 1.04 | -0.97 | 2.82 | 0.51 | 1.29 | -0.34 | 1.52 | 0.07 | -0.32 | 0.38 | 1.82 | 0.55 | -0.34 | 0.31 | 0.95 | -1.11 | -0.26 | 0.45 | -0.41 | 0.3 | 1.19 | -1.2 | -1.47 | -0.56 | 0.74 |
Draw Down(%) | NA | 2.4 | 9.6 | 32.1 | 32.8 | 32.8 | NA | NA | 83.7 | 9.6 | 24.4 | 4.1 | 32.8 | 8.0 | 19.8 | 7.1 | 11.4 | 12.7 | 10.3 | 6.2 | 12.1 | 22.2 | 18.2 | 25.1 | 44.6 | 14.1 | 8.3 | 6.4 | 7.3 | 13.0 | 30.5 | 37.2 | 26.3 | 15.1 |
Standard Deviation(%) | NA | 12.0 | 13.0 | 19.3 | 22.3 | 18.9 | NA | NA | 21.8 | 14.0 | 24.7 | 23.8 | 34.6 | 14.5 | 17.8 | 9.7 | 14.8 | 16.5 | 13.5 | 11.7 | 14.0 | 25.6 | 18.7 | 25.4 | 35.8 | 15.6 | 10.3 | 10.7 | 12.6 | 15.0 | 21.3 | 23.9 | 28.2 | 32.8 |
Treynor Ratio | NA | 0.31 | 0.19 | -0.02 | 0.07 | 0.06 | NA | NA | -0.02 | 0.16 | -0.25 | 1.37 | 0.18 | 0.2 | -0.06 | 0.17 | 0.01 | -0.05 | 0.05 | 0.23 | 0.08 | -0.09 | 0.06 | 0.27 | -0.49 | -0.04 | 0.06 | -0.05 | 0.04 | 0.22 | -0.31 | -0.37 | -0.15 | 0.22 |
Alpha | NA | 0.02 | -0.01 | -0.02 | -0.01 | -0.02 | NA | NA | -0.03 | -0.02 | -0.02 | 0.16 | -0.01 | -0.03 | 0.0 | -0.01 | -0.04 | -0.02 | -0.02 | -0.03 | -0.03 | -0.04 | -0.04 | 0.0 | -0.05 | -0.02 | -0.02 | -0.03 | -0.03 | -0.02 | -0.04 | -0.11 | 0.0 | 0.03 |
Beta | NA | 0.92 | 0.89 | 0.91 | 0.95 | 0.96 | NA | NA | 0.92 | 0.9 | 0.96 | 0.49 | 0.98 | 0.96 | 1.03 | 0.86 | 0.98 | 1.0 | 0.97 | 0.92 | 0.99 | 1.02 | 0.97 | 0.89 | 0.8 | 0.9 | 0.84 | 0.88 | 0.99 | 0.81 | 0.82 | 0.96 | 1.06 | 1.09 |
RSquared | NA | 0.8 | 0.69 | 0.73 | 0.87 | 0.86 | NA | NA | 0.74 | 0.76 | 0.95 | 0.07 | 0.99 | 0.72 | 0.96 | 0.41 | 0.81 | 0.87 | 0.73 | 0.8 | 0.87 | 0.95 | 0.95 | 0.98 | 0.85 | 0.86 | 0.76 | 0.76 | 0.81 | 0.81 | 0.92 | 0.8 | 0.81 | 0.3 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/14/1999
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