Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFODQ (Dean Foods Company) | NA | -55.56% | -83.96% | -70.81% | -43.37% | -35.95% | -25.81% | … | … |
Data as of 06/02/2021, Common starting date is 04/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFODQ (Dean Foods Company) | 04/18/1996 | 06/02/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -55.56 | -83.96 | -70.81 | -43.37 | -35.95 | -25.81 | … | … | 33.33 | -50.00 | -98.43 | -67.04 | -46.92 | 27.00 | -11.51 | 12.74 | 16.61 | 47.41 | 26.70 | -51.00 | 0.39 | -30.51 | -38.84 | 12.27 | 14.29 | 0.24 | 32.90 | 8.80 | 42.08 | 21.14 | -22.21 | -14.48 | 194.14 | 35.00 |
| Sharpe Ratio | NA | -0.32 | -0.44 | -0.47 | -0.40 | NA | NA | … | … | 0.53 | -0.25 | -0.42 | -1.38 | -1.33 | 0.89 | -0.34 | 0.39 | 0.55 | 0.98 | 0.64 | -0.95 | 0.01 | -0.58 | -0.98 | 0.44 | 0.44 | -0.02 | 1.70 | 0.26 | 1.44 | 0.48 | -0.65 | -0.33 | 5.19 | 1.28 |
| Standard Deviation(%) | NA | 171.86 | 194.00 | 152.10 | 110.79 | NA | NA | … | … | 188.40 | 197.52 | 239.71 | 49.49 | 35.84 | 30.13 | 33.53 | 32.24 | 30.26 | 48.78 | 41.69 | 53.98 | 33.21 | 54.01 | 42.81 | 20.64 | 27.45 | 28.53 | 18.99 | 29.26 | 28.14 | 35.37 | 39.37 | 54.21 | 36.51 | 38.56 |
| Draw Down(%) | NA | 86.67 | 99.82 | 99.91 | 99.91 | NA | NA | … | … | 55.56 | 94.12 | 99.00 | 68.24 | 58.51 | 24.24 | 21.22 | 30.03 | 26.70 | 29.89 | 42.58 | 60.82 | 27.46 | 60.17 | 49.70 | 12.79 | 17.02 | 23.99 | 16.59 | 27.48 | 11.90 | 19.88 | 41.35 | 61.13 | 16.07 | 13.70 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 06/02/2021, Common starting date is 04/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFODQ (Dean Foods Company) |
-87.79%
Aug 2017 – Aug 2020 |
-73.88%
Aug 2015 – Aug 2020 |
-45.79%
Aug 2010 – Aug 2020 |
-38.97%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFODQ (Dean Foods Company) |
40.50%
Nov 2010 – Nov 2013 |
29.26%
Sep 1996 – Sep 2001 |
21.83%
Sep 1996 – Sep 2006 |
5.65%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison Chart