Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DCPFX (THE CORE PLUS FIXED INCOME PORTFOLIO DPT CLASS) | NA | -2.40% | 7.42% | 5.05% | 3.93% | 5.19% | NA | 5.37% |
Data as of 12/31/2021, AR inception is 09/11/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DCPFX (THE CORE PLUS FIXED INCOME PORTFOLIO DPT CLASS) | 09/11/2002 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.40 | 7.42 | 5.05 | 3.93 | 5.19 | NA | 5.37 | -2.40 | 14.55 | 10.88 | -1.63 | 4.91 | 2.90 | -0.17 | 5.92 | -1.13 | 6.50 | 7.83 | 8.86 | 22.76 | -3.26 | 4.72 | 5.92 | 2.52 | 6.15 | 8.44 | 0.92 |
| Sharpe Ratio | NA | -0.76 | 1.52 | 1.14 | 1.01 | NA | NA | 1.18 | -0.76 | 2.21 | 3.16 | -1.21 | 1.85 | 0.92 | -0.06 | 2.43 | -0.34 | 2.18 | 1.87 | 2.41 | 5.01 | -0.69 | 0.50 | 0.94 | 0.12 | 1.32 | 1.90 | 0.38 |
| Standard Deviation(%) | NA | 3.17 | 4.51 | 3.81 | 3.47 | NA | NA | 3.80 | 3.17 | 6.44 | 3.00 | 2.44 | 2.33 | 2.94 | 3.54 | 2.43 | 3.42 | 2.98 | 4.17 | 3.65 | 4.52 | 6.01 | 3.48 | 2.84 | 2.87 | 3.93 | 4.09 | 5.49 |
| Draw Down(%) | NA | 3.07 | 10.49 | 10.49 | 10.49 | NA | NA | 10.49 | 3.07 | 10.49 | 1.86 | 3.05 | 1.39 | 3.70 | 2.78 | 1.25 | 5.69 | 1.59 | 2.56 | 3.33 | 3.17 | 9.42 | 2.34 | 1.74 | 2.33 | 5.05 | 5.15 | 2.47 |
| Yield(%) | 0.00 | 5.27 | 6.85 | 5.20 | 3.96 | 4.85 | 4.80 | 5.05 | 2.31 | 10.38 | 7.26 | 2.90 | 3.10 | 2.68 | 2.28 | 2.14 | 2.21 | 3.88 | 3.07 | 5.75 | 8.62 | 6.35 | 7.87 | 4.82 | 2.95 | 2.18 | 8.68 | 0.00 |
Data as of 12/31/2021, AR inception is 09/11/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCPFX (THE CORE PLUS FIXED INCOME PORTFOLIO DPT CLASS) |
1.28%
Oct 2015 - Oct 2018 |
1.75%
Apr 2013 - Apr 2018 |
3.94%
Mar 2010 - Mar 2020 |
4.69%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCPFX (THE CORE PLUS FIXED INCOME PORTFOLIO DPT CLASS) |
13.82%
Oct 2008 - Oct 2011 |
9.62%
Oct 2008 - Oct 2013 |
6.89%
Nov 2002 - Nov 2012 |
5.78%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison Chart