Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFTSX (TAX-MANAGED U.S. SMALL CAP PORTFOLIO TAX-MANAGED U.S. SMALL CAP PORTFOLIO) | NA | 66.29% | 11.08% | 13.85% | 12.38% | 9.06% | 9.28% | … | … |
Data as of 06/23/2021, Common starting date is 05/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFTSX (TAX-MANAGED U.S. SMALL CAP PORTFOLIO TAX-MANAGED U.S. SMALL CAP PORTFOLIO) | 05/10/1999 | 06/23/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 66.29 | 11.08 | 13.85 | 12.38 | 9.06 | 9.28 | … | … | 24.22 | 10.36 | 21.89 | -13.12 | 11.87 | 23.99 | -3.43 | 3.88 | 43.37 | 18.55 | -3.04 | 28.60 | 26.26 | -38.43 | -1.63 | 15.49 | 7.64 | 17.61 | 52.95 | -23.26 | 12.58 | 1.10 | 23.52 |
| Sharpe Ratio | NA | 2.98 | 0.33 | 0.54 | 0.53 | NA | NA | … | … | 2.68 | 0.23 | 1.27 | -0.84 | 0.92 | 1.38 | -0.22 | 0.25 | 2.97 | 1.10 | -0.09 | 1.14 | 0.73 | -0.90 | -0.25 | 0.74 | 0.36 | 0.96 | 2.85 | -0.99 | 0.45 | -0.12 | 2.91 |
| Standard Deviation(%) | NA | 22.22 | 29.18 | 24.31 | 22.42 | NA | NA | … | … | 21.73 | 43.40 | 16.08 | 17.28 | 12.23 | 17.27 | 15.99 | 15.68 | 14.61 | 17.02 | 32.88 | 24.97 | 35.65 | 43.68 | 18.93 | 16.37 | 15.11 | 17.37 | 18.32 | 24.68 | 23.04 | 25.99 | 12.01 |
| Draw Down(%) | NA | 9.94 | 44.31 | 44.31 | 44.31 | NA | NA | … | … | 7.90 | 42.53 | 10.67 | 26.42 | 6.45 | 12.57 | 13.65 | 12.67 | 5.72 | 12.28 | 28.65 | 20.17 | 33.94 | 51.36 | 15.04 | 15.42 | 10.91 | 16.09 | 13.65 | 38.26 | 25.78 | 25.78 | 12.03 |
| Yield(%) | 0.00 | 1.20 | 2.20 | 3.30 | 4.03 | 3.53 | 4.27 | … | … | 0.23 | 0.96 | 2.93 | 3.40 | 3.97 | 3.64 | 5.23 | 2.63 | 0.79 | 1.68 | 0.68 | 0.70 | 0.76 | 1.01 | 8.89 | 0.41 | 0.24 | 0.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2021, Common starting date is 05/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTSX (TAX-MANAGED U.S. SMALL CAP PORTFOLIO TAX-MANAGED U.S. SMALL CAP PORTFOLIO) |
-20.64%
Feb 2006 – Feb 2009 |
-8.25%
Feb 2004 – Feb 2009 |
2.36%
Feb 2000 – Feb 2010 |
5.08%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTSX (TAX-MANAGED U.S. SMALL CAP PORTFOLIO TAX-MANAGED U.S. SMALL CAP PORTFOLIO) |
32.34%
Mar 2003 – Mar 2006 |
28.12%
Feb 2009 – Feb 2014 |
17.05%
Feb 2009 – Feb 2019 |
11.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart