Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DF (Dean Foods Company) | NA | -86.77% | -64.45% | -44.59% | -24.38% | -17.92% | NA | … | … |
Data as of 11/12/2019, Common starting date is 01/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DF (Dean Foods Company) | 01/08/2002 | 11/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -25.23 | -86.77 | -64.45 | -44.59 | -24.38 | -17.92 | NA | … | … | -79.00 | -65.86 | -46.04 | 29.50 | -10.08 | 14.71 | 16.61 | 47.41 | 26.70 | -50.51 | 0.39 | -30.51 | -11.61 | 12.27 | 34.62 | 0.24 | 32.90 | 11.50 |
| Sharpe Ratio | NA | -0.85 | -0.94 | -0.79 | -0.49 | NA | NA | … | … | -0.77 | -1.34 | -1.31 | 0.97 | -0.30 | 0.46 | 0.55 | 0.98 | 0.64 | -0.94 | 0.01 | -0.58 | -0.57 | 0.43 | 1.50 | -0.03 | 1.69 | 0.37 |
| Standard Deviation(%) | NA | 104.38 | 69.70 | 57.60 | 50.60 | NA | NA | … | … | 110.71 | 50.16 | 35.81 | 30.14 | 33.53 | 32.26 | 30.26 | 48.78 | 41.69 | 54.01 | 33.21 | 54.01 | 26.21 | 20.64 | 21.54 | 28.53 | 18.99 | 28.95 |
| Draw Down(%) | NA | 87.44 | 96.36 | 96.36 | 96.36 | NA | NA | … | … | 84.74 | 67.10 | 58.20 | 23.10 | 21.22 | 29.72 | 26.70 | 29.89 | 42.58 | 60.43 | 27.46 | 60.17 | 34.96 | 12.79 | 12.67 | 23.99 | 16.59 | 27.48 |
| Yield(%) | 0.00 | 0.49 | 1.33 | 1.63 | 1.02 | 4.59 | 1.71 | … | … | 0.00 | 2.58 | 1.67 | 2.12 | 1.47 | 1.64 | 0.00 | 0.00 | 0.00 | 0.55 | 0.00 | 0.00 | 36.01 | 0.00 | 18.73 | 0.00 | 0.00 | 0.00 |
Data as of 11/12/2019, Common starting date is 01/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DF (Dean Foods Company) |
-62.18%
Jun 2016 – Jun 2019 |
-43.50%
Jun 2014 – Jun 2019 |
-24.50%
Jun 2009 – Jun 2019 |
-17.81%
Jun 2004 – Jun 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DF (Dean Foods Company) |
40.50%
Nov 2010 – Nov 2013 |
24.51%
Nov 2010 – Nov 2015 |
3.44%
Jul 2003 – Jul 2013 |
3.32%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison Chart