Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DPDEX (THE LARGE-CAP VALUE EQUITY PORTFOLIO DPT CLASS) | NA | 8.11% | 9.84% | 7.75% | 11.20% | 7.33% | 7.81% | … | … |
Data as of 12/31/2021, Common starting date is 06/29/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DPDEX (THE LARGE-CAP VALUE EQUITY PORTFOLIO DPT CLASS) | 06/29/1992 | 12/31/2021 |
| 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 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.11 | 9.84 | 7.75 | 11.20 | 7.33 | 7.81 | … | … | 8.11 | 2.03 | 20.14 | -2.64 | 13.69 | 14.64 | -0.74 | 14.23 | 33.13 | 15.33 | 10.46 | 15.57 | 18.67 | -33.15 | -2.43 | 22.47 | 4.66 | 10.20 | 28.23 | -14.21 | -3.94 | 12.86 | -2.06 | 11.83 | 30.53 | 20.60 | 24.21 | -0.59 | 16.25 | 5.73 |
| Sharpe Ratio | NA | 0.68 | 0.42 | 0.38 | 0.69 | NA | NA | … | … | 0.68 | 0.05 | 1.61 | -0.26 | 1.93 | 1.11 | -0.05 | 1.33 | 3.10 | 1.39 | 0.50 | 0.98 | 0.82 | -0.89 | -0.34 | 2.07 | 0.26 | 0.88 | 1.72 | -0.64 | -0.38 | 0.49 | -0.36 | 0.50 | 1.79 | 1.78 | 2.07 | -0.37 | 1.74 | 0.98 |
| Standard Deviation(%) | NA | 11.86 | 22.32 | 18.82 | 15.88 | NA | NA | … | … | 11.86 | 34.90 | 11.66 | 15.17 | 6.79 | 12.93 | 15.25 | 10.72 | 10.67 | 11.08 | 21.02 | 15.78 | 22.78 | 38.18 | 16.21 | 9.32 | 9.66 | 10.54 | 16.00 | 24.07 | 16.56 | 17.91 | 14.77 | 16.95 | 15.05 | 9.53 | 9.84 | 9.47 | 8.12 | 9.53 |
| Draw Down(%) | NA | 7.07 | 37.31 | 37.31 | 37.31 | NA | NA | … | … | 7.07 | 37.31 | 7.59 | 17.00 | 4.16 | 9.54 | 13.54 | 8.41 | 4.58 | 7.60 | 17.31 | 12.94 | 24.53 | 45.67 | 14.03 | 6.08 | 6.58 | 6.69 | 14.78 | 31.16 | 20.78 | 16.60 | 15.87 | 17.99 | 10.06 | 5.68 | 7.76 | 8.36 | 3.95 | 4.89 |
| Yield(%) | 0.00 | 6.48 | 15.04 | 13.17 | 13.91 | 8.59 | 9.68 | … | … | 4.57 | 3.84 | 38.39 | 15.10 | 14.71 | 5.84 | 9.63 | 4.80 | 2.26 | 2.29 | 2.38 | 3.45 | 2.95 | 1.77 | 11.20 | 1.91 | 1.72 | 1.61 | 2.20 | 1.55 | 1.63 | 2.16 | 10.68 | 14.49 | 20.13 | 13.19 | 3.67 | 2.77 | 2.57 | 2.66 |
Data as of 12/31/2021, Common starting date is 06/29/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPDEX (THE LARGE-CAP VALUE EQUITY PORTFOLIO DPT CLASS) |
-13.81%
Feb 2006 – Feb 2009 |
-5.70%
Feb 2004 – Feb 2009 |
-0.96%
Feb 1999 – Feb 2009 |
4.42%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPDEX (THE LARGE-CAP VALUE EQUITY PORTFOLIO DPT CLASS) |
25.46%
Mar 1995 – Mar 1998 |
22.81%
Feb 2009 – Feb 2014 |
16.03%
Feb 2009 – Feb 2019 |
10.60%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart