Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DCMEX (DUPONT CAPITAL EMERGING MARKETS FUND CLASS I) | NA | -0.74% | 7.07% | 7.34% | 2.75% | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 12/09/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DCMEX (DUPONT CAPITAL EMERGING MARKETS FUND CLASS I) | 12/09/2010 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.74 | 7.07 | 7.34 | 2.75 | NA | NA | … | … | 0.00 | 2.30 | 4.57 | 16.33 | -14.10 | 35.98 | 13.70 | -16.97 | -14.43 | -5.35 | 19.47 | -18.74 | 2.21 |
| Sharpe Ratio | NA | -0.06 | 0.32 | 0.36 | 0.14 | NA | NA | … | … | NA | 0.22 | 0.14 | 1.06 | -0.86 | 3.62 | 0.76 | -1.05 | -1.24 | -0.39 | 1.25 | -0.78 | 6.42 |
| Standard Deviation(%) | NA | 12.51 | 20.62 | 18.46 | 16.87 | NA | NA | … | … | NA | 15.84 | 30.47 | 14.04 | 17.90 | 9.80 | 17.65 | 16.14 | 11.61 | 13.90 | 15.73 | 23.95 | 6.89 |
| Draw Down(%) | NA | 9.40 | 38.00 | 42.51 | 42.51 | NA | NA | … | … | NA | 9.40 | 38.00 | 14.05 | 25.17 | 4.22 | 11.92 | 26.85 | 20.54 | 19.80 | 17.03 | 26.99 | 1.00 |
| Yield(%) | 0.00 | 1.97 | 2.80 | 2.74 | 1.78 | 1.03 | 0.77 | … | … | 0.00 | 2.02 | 3.66 | 1.95 | 1.67 | 2.10 | 1.69 | 0.59 | 1.68 | 1.09 | 1.02 | 0.59 | 0.00 |
Data as of 01/07/2022, Common starting date is 12/09/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCMEX (DUPONT CAPITAL EMERGING MARKETS FUND CLASS I) |
-13.80%
Jan 2013 – Jan 2016 |
-8.50%
Jan 2011 – Jan 2016 |
1.07%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCMEX (DUPONT CAPITAL EMERGING MARKETS FUND CLASS I) |
15.50%
Jan 2016 – Jan 2019 |
12.36%
Feb 2016 – Feb 2021 |
3.43%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart