Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFCUX (CSTG&E U.S. Social Core Eq 2 Portfolio) | NA | -45.91% | -5.15% | -2.40% | 8.27% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 08/28/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFCUX (CSTG&E U.S. Social Core Eq 2 Portfolio) | 08/28/2007 | 02/01/2019 |
| 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 (%) | 0.34 | -45.91 | -5.15 | -2.40 | 8.27 | NA | NA | … | … | -36.76 | -10.54 | 18.65 | 19.39 | -4.25 | 6.96 | 36.54 | 17.13 | -3.19 | 21.57 | 27.50 | -39.46 | -0.10 |
| Sharpe Ratio | NA | -0.85 | -0.18 | -0.12 | 0.32 | NA | NA | … | … | -0.56 | -0.70 | 2.02 | 1.25 | -0.27 | 0.54 | 2.90 | 1.15 | -0.11 | 1.00 | 0.82 | -0.91 | -0.13 |
| Standard Deviation(%) | NA | 55.47 | 33.38 | 27.53 | 25.22 | NA | NA | … | … | 179.71 | 17.06 | 8.98 | 15.28 | 15.73 | 12.76 | 12.59 | 14.94 | 27.99 | 21.40 | 33.43 | 44.15 | 20.85 |
| Draw Down(%) | NA | 48.05 | 48.05 | 48.05 | 48.05 | NA | NA | … | … | 41.72 | 22.60 | 4.22 | 11.39 | 13.86 | 10.01 | 5.33 | 12.08 | 26.00 | 18.58 | 32.22 | 51.61 | 11.90 |
| Yield(%) | 0.00 | 9.00 | 8.06 | 5.83 | 7.79 | 2.80 | 2.10 | … | … | 0.00 | 9.34 | 5.53 | 4.11 | 3.15 | 1.58 | 1.69 | 2.02 | 0.55 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/01/2019, Common starting date is 08/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCUX (CSTG&E U.S. Social Core Eq 2 Portfolio) |
-8.05%
Sep 2007 – Sep 2010 |
-2.96%
Jan 2014 – Jan 2019 |
6.37%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFCUX (CSTG&E U.S. Social Core Eq 2 Portfolio) |
27.78%
Feb 2009 – Feb 2012 |
24.78%
Feb 2009 – Feb 2014 |
13.41%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart