Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDAIF (Mercedes Benz Group AG) | NA | -27.63% | 7.05% | -2.26% | 6.08% | -0.31% | 6.64% | … | … |
Data as of 10/13/2022, Common starting date is 10/27/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDAIF (Mercedes Benz Group AG) | 10/27/1998 | 10/13/2022 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | -27.63 | 7.05 | -2.26 | 6.08 | -0.31 | 6.64 | … | … | -25.77 | 36.26 | 15.43 | 10.23 | -34.15 | 19.42 | -6.51 | 4.35 | 0.26 | 64.65 | 30.21 | -33.43 | 26.79 | 41.90 | -58.36 | 59.59 | 24.28 | 11.04 | 4.89 | 58.60 | -25.01 | 2.00 | -45.28 | -16.59 | 23.95 |
| Sharpe Ratio | NA | -0.73 | 0.14 | -0.08 | 0.17 | NA | NA | … | … | -0.77 | 1.32 | 0.23 | 0.33 | -1.44 | 1.33 | -0.23 | 0.16 | 0.01 | 2.72 | 0.88 | -0.70 | 0.71 | 0.74 | -0.89 | 1.83 | 0.86 | 0.39 | 0.18 | 1.85 | -0.58 | -0.01 | -1.51 | -0.63 | 6.13 |
| Standard Deviation(%) | NA | 39.20 | 46.42 | 39.27 | 32.69 | NA | NA | … | … | 42.51 | 27.53 | 64.81 | 26.27 | 24.70 | 14.19 | 29.14 | 27.47 | 22.91 | 23.78 | 34.76 | 47.99 | 37.61 | 56.48 | 66.13 | 30.95 | 24.23 | 22.50 | 22.21 | 31.24 | 45.14 | 38.91 | 32.87 | 31.63 | 37.43 |
| Draw Down(%) | NA | 36.88 | 66.74 | 76.20 | 76.20 | NA | NA | … | … | 36.75 | 17.50 | 64.70 | 28.22 | 42.02 | 8.65 | 27.38 | 29.11 | 26.49 | 13.97 | 31.54 | 50.76 | 22.81 | 44.82 | 73.41 | 17.95 | 19.92 | 15.07 | 17.95 | 18.23 | 40.95 | 45.51 | 49.15 | 36.98 | 8.60 |
| Yield(%) | 0.00 | 6.32 | 6.26 | 4.44 | 7.10 | 2.71 | 7.73 | … | … | 6.42 | 5.05 | 3.21 | 6.97 | 5.25 | 4.66 | 4.61 | 3.19 | 6.39 | 3.91 | 4.61 | 2.68 | 0.00 | 1.53 | 3.36 | 3.22 | 3.39 | 4.05 | 0.81 | 4.88 | 2.02 | 0.97 | 2.92 | 2.46 | 0.00 |
Data as of 10/13/2022, Common starting date is 10/27/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDAIF (Mercedes Benz Group AG) |
-27.55%
Mar 2017 – Mar 2020 |
-19.84%
Mar 2015 – Mar 2020 |
-10.72%
Feb 1999 – Feb 2009 |
-0.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDAIF (Mercedes Benz Group AG) |
43.27%
Oct 2004 – Oct 2007 |
35.81%
Feb 2009 – Feb 2014 |
14.29%
Feb 2009 – Feb 2019 |
11.28%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart