Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMCD (Detwiler Fenton Group Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 10/25/2022, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMCD (Detwiler Fenton Group Inc) | 03/26/1990 | 10/25/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -50.00 | 33.33 | -25.00 | -33.33 | 50.00 | -42.86 | -50.00 | 100.00 | -46.15 | -62.86 | -61.96 | -7.07 | -23.85 | 27.45 | 112.50 | 60.00 | -66.67 | -25.00 | 14.29 | 0.96 | -58.40 | -54.55 | 46.67 | 42.86 | -32.26 | 6.90 | -42.00 | -81.88 | 38.48 | 85.19 | 12.50 | 84.62 |
| Sharpe Ratio | NA | -0.05 | 0.00 | -0.09 | -0.11 | NA | NA | … | … | 0.00 | -0.16 | 0.12 | -0.27 | -0.39 | 0.40 | -0.64 | -0.82 | 0.43 | -0.39 | -0.45 | -0.21 | -0.27 | -0.64 | 0.06 | 1.64 | 0.47 | -0.79 | -0.56 | -0.02 | -0.13 | -0.37 | -0.51 | 0.34 | 0.26 | -0.31 | 0.03 | -0.37 | -0.72 | 0.87 | 1.07 | 0.13 | 1.28 |
| Standard Deviation(%) | NA | 17.94 | 263.31 | 216.69 | 184.17 | NA | NA | … | … | NA | 386.81 | 276.23 | 177.80 | 139.41 | 78.25 | 120.38 | 83.16 | 191.65 | 165.22 | 180.02 | 382.78 | 95.47 | 66.41 | 137.24 | 55.37 | 80.92 | 110.81 | 79.55 | 203.80 | 147.80 | 220.31 | 152.07 | 129.55 | 153.13 | 113.39 | 111.92 | 124.80 | 117.69 | 41.86 | 76.73 | 67.68 | 91.21 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 88.24 | 73.33 | 78.57 | 63.64 | 33.33 | 62.50 | 53.33 | 70.37 | 66.67 | 75.56 | 93.48 | 50.00 | 42.31 | 53.37 | 13.04 | 37.50 | 70.00 | 47.06 | 85.80 | 61.54 | 78.44 | 67.86 | 62.50 | 66.67 | 56.52 | 80.77 | 66.67 | 86.49 | 30.06 | 36.23 | 37.14 | 33.33 |
| 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 | 0.00 | 0.00 | 3.20 | 0.54 | 0.00 | 0.00 | 0.00 |
Data as of 10/25/2022, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMCD (Detwiler Fenton Group Inc) |
-60.18%
May 2008 – May 2011 |
-44.25%
Dec 2008 – Dec 2013 |
-33.49%
Apr 1996 – Apr 2006 |
-30.64%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMCD (Detwiler Fenton Group Inc) |
85.99%
Oct 2005 – Oct 2008 |
29.67%
Oct 2005 – Oct 2010 |
4.14%
May 2011 – May 2021 |
-2.54%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart