Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DGSIX (GLOBAL ALLOCATION 60/40 PORTFOLIO - INSTITUTIONAL CLASS) | 5.69% | 10.39% | 10.77% | 9.75% | 7.02% | 7.78% | 6.62% | 6.71% |
Data as of 06/26/2025, AR inception is 03/08/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGSIX (GLOBAL ALLOCATION 60/40 PORTFOLIO - INSTITUTIONAL CLASS) | 03/08/2004 | 06/26/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.75 | 10.39 | 10.77 | 9.75 | 7.02 | 7.78 | 6.62 | 6.71 | 5.69 | 11.31 | 14.59 | -12.10 | 13.56 | 11.59 | 18.17 | -6.41 | 14.04 | 9.16 | -1.73 | 3.71 | 15.97 | 13.05 | -2.16 | 13.73 | 25.53 | -25.74 | 3.89 | 13.57 | 7.49 | 7.65 |
| Sharpe Ratio | NA | 0.48 | 0.80 | 0.70 | 0.53 | NA | NA | 0.47 | 0.43 | 1.05 | 1.42 | -0.99 | 1.66 | 0.64 | 2.35 | -0.89 | 3.14 | 1.02 | -0.21 | 0.57 | 2.16 | 1.47 | -0.14 | 1.10 | 1.33 | -1.12 | 0.08 | 1.47 | 0.86 | 1.16 |
| Standard Deviation(%) | NA | 10.39 | 9.78 | 9.98 | 10.16 | NA | NA | 11.48 | 12.67 | 7.32 | 7.78 | 13.76 | 8.16 | 17.71 | 7.11 | 8.80 | 4.27 | 8.77 | 8.58 | 6.51 | 7.39 | 8.89 | 16.01 | 12.39 | 19.14 | 23.83 | 9.89 | 6.92 | 6.07 | 7.21 |
| Draw Down(%) | NA | 9.98 | 11.33 | 18.36 | 23.59 | NA | NA | 41.64 | 9.98 | 4.51 | 6.65 | 18.36 | 3.52 | 23.59 | 4.00 | 12.69 | 1.43 | 6.53 | 9.03 | 5.85 | 5.68 | 7.94 | 15.67 | 9.77 | 19.39 | 35.81 | 6.71 | 6.91 | 4.28 | 5.93 |
| Yield(%) | 0.00 | 7.15 | 5.99 | 5.84 | 4.43 | 4.99 | 4.53 | 4.69 | 0.23 | 7.56 | 5.73 | 3.83 | 5.37 | 3.65 | 3.00 | 2.72 | 2.34 | 2.19 | 1.85 | 2.02 | 1.83 | 2.32 | 2.36 | 2.08 | 1.96 | 1.77 | 2.29 | 1.96 | 4.91 | 1.51 |
Data as of 06/26/2025, AR inception is 03/08/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSIX (GLOBAL ALLOCATION 60/40 PORTFOLIO - INSTITUTIONAL CLASS) |
-9.61%
Feb 2006 - Feb 2009 |
0.49%
May 2007 - May 2012 |
4.38%
Jan 2006 - Jan 2016 |
4.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSIX (GLOBAL ALLOCATION 60/40 PORTFOLIO - INSTITUTIONAL CLASS) |
19.99%
Feb 2009 - Feb 2012 |
16.34%
Feb 2009 - Feb 2014 |
10.40%
Feb 2009 - Feb 2019 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart