Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DFMVX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II) | NA | -1.63% | 9.78% | 9.18% | 12.46% | 6.52% | 7.84% | 7.23% |
Data as of 05/06/2022, AR inception is 11/26/1999
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DFMVX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II) | 11/26/1999 | 05/06/2022 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 2.19 | -1.63 | 9.78 | 9.18 | 12.46 | 6.52 | 7.84 | 7.23 | -5.94 | 24.38 | 1.80 | 27.11 | -10.06 | 17.15 | 17.37 | -2.64 | 10.09 | 40.51 | 22.41 | -2.89 | 21.47 | 28.71 | -43.07 | -7.58 | 17.56 | 11.73 | 17.00 | 36.51 | -27.50 | 0.86 | 9.53 | -1.12 |
Sharpe Ratio | NA | -0.11 | 0.36 | 0.39 | 0.66 | NA | NA | 0.27 | -0.87 | 1.64 | 0.04 | 1.88 | -0.68 | 2.03 | 1.14 | -0.16 | 0.79 | 3.18 | 1.53 | -0.10 | 0.96 | 0.73 | -0.91 | -0.58 | 1.22 | 0.80 | 1.29 | 1.98 | -1.07 | -0.07 | 0.30 | -1.00 |
Standard Deviation(%) | NA | 15.90 | 25.91 | 21.88 | 18.39 | NA | NA | 22.31 | 18.98 | 14.83 | 39.21 | 13.69 | 16.77 | 8.19 | 15.03 | 16.19 | 12.72 | 12.74 | 14.75 | 27.83 | 22.22 | 39.34 | 48.05 | 18.23 | 11.71 | 11.92 | 12.46 | 18.07 | 26.64 | 20.77 | 18.08 | 14.79 |
Draw Down(%) | NA | 9.88 | 40.73 | 40.73 | 40.73 | NA | NA | 68.89 | 9.88 | 6.66 | 40.73 | 8.78 | 21.05 | 4.22 | 12.50 | 13.82 | 10.03 | 5.39 | 12.44 | 26.66 | 19.08 | 37.03 | 55.77 | 18.34 | 10.15 | 7.82 | 8.17 | 16.04 | 39.18 | 27.69 | 13.59 | 6.09 |
Yield(%) | 0.00 | 1.69 | 2.58 | 3.87 | 5.77 | 3.12 | 4.11 | 3.83 | 0.36 | 2.03 | 1.80 | 4.19 | 5.24 | 5.67 | 6.07 | 3.48 | 1.99 | 1.78 | 2.21 | 1.65 | 1.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/06/2022, AR inception is 11/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DFMVX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II) |
-23.83%
Feb 2006 - Feb 2009 |
-10.24%
Feb 2004 - Feb 2009 |
0.61%
Aug 2000 - Aug 2010 |
4.63%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DFMVX (TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II) |
30.76%
Feb 2009 - Feb 2012 |
28.15%
Feb 2009 - Feb 2014 |
17.88%
Feb 2009 - Feb 2019 |
10.65%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart