Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DKT | NA | 9.45% | 7.34% | 5.54% | 7.84% | NA | NA | … | … |
Data as of 12/27/2019, Common starting date is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DKT | 05/06/2008 | 12/27/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 9.45 | 7.34 | 5.54 | 7.84 | NA | NA | … | … | 3.88 | -0.40 | 11.54 | 0.73 | 3.46 | 13.37 | 5.18 | 28.96 | -5.47 | 12.07 | 49.46 | -21.24 |
| Sharpe Ratio | NA | 0.60 | 0.85 | 0.38 | 0.63 | NA | NA | … | … | 0.40 | -0.27 | 2.20 | 0.03 | 0.45 | 2.25 | 0.62 | 2.69 | -0.36 | 0.83 | 0.82 | -0.48 |
| Standard Deviation(%) | NA | 6.31 | 5.64 | 10.62 | 11.06 | NA | NA | … | … | 6.22 | 6.30 | 4.99 | 20.30 | 7.64 | 5.94 | 8.33 | 10.86 | 15.14 | 14.45 | 60.56 | 64.83 |
| Draw Down(%) | NA | 4.10 | 4.10 | 19.89 | 19.89 | NA | NA | … | … | 4.10 | 5.41 | 1.56 | 18.53 | 6.69 | 2.73 | 7.70 | 7.06 | 12.43 | 12.53 | 61.70 | 47.65 |
| Yield(%) | 1.97 | 10.18 | 8.54 | 7.18 | 8.01 | 6.21 | 4.66 | … | … | 8.04 | 7.77 | 7.91 | 7.38 | 7.08 | 7.50 | 7.33 | 8.66 | 7.74 | 8.04 | 10.41 | 5.14 |
Data as of 12/27/2019, Common starting date is 05/06/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DKT (DKT) |
2.84%
Feb 2013 – Feb 2016 |
4.79%
Apr 2013 – Apr 2018 |
8.25%
Nov 2009 – Nov 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DKT (DKT) |
42.28%
Feb 2009 – Feb 2012 |
28.09%
Feb 2009 – Feb 2014 |
16.87%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart