Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFCCX (CSTG&E Intl Social Core Eq Portfolio) | NA | -2.41% | 9.38% | 3.44% | 9.71% | NA | NA | … | … |
Data as of 03/18/2019, Common starting date is 08/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFCCX (CSTG&E Intl Social Core Eq Portfolio) | 08/29/2007 | 03/18/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.23 | -2.41 | 9.38 | 3.44 | 9.71 | NA | NA | … | … | 17.86 | -17.84 | 27.52 | 5.32 | -1.32 | -7.20 | 22.93 | 18.15 | -16.93 | 10.87 | 33.27 | -44.82 | 2.74 |
| Sharpe Ratio | NA | -0.28 | 0.60 | 0.21 | 0.52 | NA | NA | … | … | 4.84 | -1.40 | 3.54 | 0.28 | -0.09 | -0.63 | 1.80 | 1.07 | -0.62 | 0.50 | 1.11 | -1.15 | 0.30 |
| Standard Deviation(%) | NA | 16.40 | 14.19 | 14.25 | 18.12 | NA | NA | … | … | 24.80 | 13.68 | 7.62 | 17.92 | 15.08 | 11.54 | 12.72 | 17.02 | 27.57 | 21.74 | 29.90 | 39.72 | 19.38 |
| Draw Down(%) | NA | 22.57 | 25.95 | 25.95 | 29.06 | NA | NA | … | … | 1.46 | 25.95 | 2.56 | 12.98 | 16.84 | 16.02 | 9.48 | 17.48 | 29.06 | 19.17 | 29.25 | 55.64 | 10.46 |
| Yield(%) | 0.00 | 2.36 | 3.00 | 2.49 | 3.64 | 1.16 | 0.87 | … | … | 0.00 | 2.32 | 3.08 | 2.85 | 2.50 | 3.05 | 2.76 | 2.94 | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/18/2019, Common starting date is 08/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCCX (CSTG&E Intl Social Core Eq Portfolio) |
-10.34%
Oct 2007 – Oct 2010 |
-7.05%
Oct 2007 – Oct 2012 |
0.82%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCCX (CSTG&E Intl Social Core Eq Portfolio) |
20.73%
Feb 2009 – Feb 2012 |
18.16%
Feb 2009 – Feb 2014 |
9.36%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart